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

Andreas Anckar; Göran Högnäs

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

Tutkimustuotos: Artikkeli kirjassa/raportissa/konferenssijulkaisussa › Luku › Tieteellinen › vertaisarvioitu

Abstrakti

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.

Alkuperäiskieli	Ei tiedossa
Otsikko	Probability on Algebraic and Geometric Structures
Toimittajat	Gregory Budzban, Harry Randolph Hughes, Henri Schurz
Kustantaja	American Mathematical Society
Sivut	14–25
ISBN (elektroninen)	978-1-4704-3473-1
ISBN (painettu)	978-1-4704-1945-5
Tila	Julkaistu - 2016
OKM-julkaisutyyppi	A3 Kirjan osa tai toinen tutkimuskirja

Keywords

Fractals
Hausdorff dimension
Markov chains

Viittausmuodot

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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.",

keywords = "Fractals, Hausdorff dimension, Markov chains, Fractals, Hausdorff dimension, Markov chains, Fractals, Hausdorff dimension, Markov chains",

author = "Andreas Anckar and G{\"o}ran H{\"o}gn{\"a}s",

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The fine structure of the stationary distribution for a simple Markov process. / Anckar, Andreas; Högnäs, Göran.
Probability on Algebraic and Geometric Structures. toim. / Gregory Budzban; Harry Randolph Hughes; Henri Schurz. American Mathematical Society, 2016. s. 14–25.

Tutkimustuotos: Artikkeli kirjassa/raportissa/konferenssijulkaisussa › Luku › Tieteellinen › vertaisarvioitu

TY - CHAP

T1 - The fine structure of the stationary distribution for a simple Markov process

AU - Anckar, Andreas

AU - Högnäs, Göran

PY - 2016

Y1 - 2016

N2 - 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.

AB - 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.

KW - Fractals

KW - Hausdorff dimension

KW - Markov chains

KW - Fractals

KW - Hausdorff dimension

KW - Markov chains

KW - Fractals

KW - Hausdorff dimension

KW - Markov chains

M3 - Kapitel

SN - 978-1-4704-1945-5

SP - 14

EP - 25

BT - Probability on Algebraic and Geometric Structures

A2 - Budzban, Gregory

A2 - Randolph Hughes, Harry

A2 - Schurz, Henri

PB - American Mathematical Society

ER -