The fine structure of the stationary distribution for a simple Markov process

Andreas Anckar, Göran Högnäs

    Research output: Chapter in Book/Conference proceedingChapterScientificpeer-review


    We study the fractal properties of the stationary distrubtion π for a simple Markov process on R. We will give bounds for the Hausdorff dimension of π, and lower bounds for the multifractal spectrum of π. Additionally, we will provide a method for numerically estimating these bounds.
    Original languageUndefined/Unknown
    Title of host publicationProbability on Algebraic and Geometric Structures
    EditorsGregory Budzban, Harry Randolph Hughes, Henri Schurz
    PublisherAmerican Mathematical Society
    ISBN (Electronic)978-1-4704-3473-1
    ISBN (Print)978-1-4704-1945-5
    Publication statusPublished - 2016
    MoE publication typeA3 Part of a book or another research book


    • Fractals
    • Hausdorff dimension
    • Markov chains

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