Abstract
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 language | Undefined/Unknown |
|---|---|
| Title of host publication | Probability on Algebraic and Geometric Structures |
| Editors | Gregory Budzban, Harry Randolph Hughes, Henri Schurz |
| Publisher | American Mathematical Society |
| Pages | 14–25 |
| ISBN (Electronic) | 978-1-4704-3473-1 |
| ISBN (Print) | 978-1-4704-1945-5 |
| Publication status | Published - 2016 |
| MoE publication type | A3 Part of a book or another research book |
Keywords
- Fractals
- Hausdorff dimension
- Markov chains