Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156434 | Stochastic Processes and their Applications | 2015 | 28 Pages |
Abstract
The Multifractal Embedded Branching Process (MEBP) process and Canonical Embedded Branching Process (CEBP) process were introduced by Decrouez and Jones (2012). The CEBP is a process in which the crossings of dyadic intervals constitute a branching process. An MEBP process is defined as a multifractal time-change of a CEBP process, where the time-change is such that both it and the CEBP can be simulated on-line. In this paper, under various moment conditions, we show that CEBP processes have a constant modulus of continuity, obtain the Hausdorff spectrum of the time-change, and thus obtain the Hausdorff spectrum of an MEBP process.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Geoffrey Decrouez, Ben Hambly, Owen Dafydd Jones,