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

Andreas Anckar
, Göran Högnäs

Forskningsoutput: Kapitel i bok/konferenshandling › Kapitel › Vetenskaplig › Peer review

Sammanfattning

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.

Originalspråk	Odefinierat/okänt
Titel på värdpublikation	Probability on Algebraic and Geometric Structures
Redaktörer	Gregory Budzban, Harry Randolph Hughes, Henri Schurz
Förlag	American Mathematical Society
Sidor	14–25
ISBN (elektroniskt)	978-1-4704-3473-1
ISBN (tryckt)	978-1-4704-1945-5
Status	Publicerad - 2016
MoE-publikationstyp	A3 Del av bok eller annan forskningsbok

Nyckelord

Fractals
Hausdorff dimension
Markov chains

Citera det här

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

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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. red. / Gregory Budzban; Harry Randolph Hughes; Henri Schurz. American Mathematical Society, 2016. s. 14–25.

Forskningsoutput: Kapitel i bok/konferenshandling › Kapitel › Vetenskaplig › Peer review

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

AU - Anckar, Andreas

AU - Högnäs, Göran

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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

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BT - Probability on Algebraic and Geometric Structures

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A2 - Schurz, Henri

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