Multifractal analysis of Lévy fields

DOI10.1007/S00440-011-0340-0zbMATH Open1247.60066arXiv1005.2893OpenAlexW2012970128MaRDI QIDQ438973FDOQ438973

Authors: Stéphane Jaffard, Arnaud Durand 

Publication date: 31 July 2012

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: We study the pointwise regularity properties of the L'evy fields introduced by T. Mori; these fields are the most natural generalization of L'evy processes to the multivariate setting. We determine their spectrum of singularities, and we show that their H"older singularity sets satisfy a large intersection property in the sense of K. Falconer.

Full work available at URL: https://arxiv.org/abs/1005.2893

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zbMATH Keywords

ubiquitymultifractal analysisDiophantine approximationHausdorff measures and dimensionsets with large intersectionLévy random fields

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random fields (60G60) Geometric probability and stochastic geometry (60D05) Hausdorff and packing measures (28A78) Fractals (28A80) Sample path properties (60G17)

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Cited In (19)

• A Bridge between geometric measure theory and signal processing: multifractal analysis
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• Baire generic results for the anisotropic multifractal formalism
• Multivariate multifractal formalism for simultaneous pointwise \((T_{u_i}^{p_i})_i\) regularities
• Hausdorff, large deviation and Legendre multifractal spectra of Lévy multistable processes
• The \(n\)-term approximation of periodic generalized Lévy processes
• Fractal geometry of Lévy-based spatial-temporal random fields
• Wavelet analysis of the Besov regularity of Lévy white noise
• Multifractal vector fields and stochastic Clifford algebra
• Gaussian and sparse processes are limits of generalized Poisson processes
• Wavelet characterizations of multi-directional regularity
• The singularity spectrum of Lévy processes in multifractal time
• Multifractality of jump diffusion processes
• From standard alpha-stable Lévy motions to horizontal visibility networks: dependence of multifractal and Laplacian spectrum
• Wavelet statistics of sparse and self-similar images
• Multifractal properties of sample paths of ground state-transformed jump processes
• On the Besov regularity of periodic Lévy noises
• Regularity of an abstract Wiener integral

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