Journal article
The Hausdorff spectrum for a class of multifractal processes
- 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 ...
Expand abstract
- Publication status:
- Published
- Peer review status:
- Peer reviewed
Actions
Access Document
- Files:
-
-
(Accepted manuscript, pdf, 495.9KB)
-
- Publisher copy:
- 10.1016/j.spa.2014.11.007
Why is the content I wish to access not available via ORA?
Bibliographic data (the information relating to research outputs) and full-text items (e.g. articles, theses, reports, etc.) arrive in ORA from several different sources. Unfortunately we are not able to make available the full-text for every research output.
Please contact the ORA team (
) if you have queries regarding unavailable content OR if you are aware of a full-text copy we can make available.
) if you have queries regarding unavailable content OR if you are aware of a full-text copy we can make available.
Content may be unavailable for the following four reasons
-
Version unsuitable
-
We have not obtained a suitable full-text for a given research output. See this page for more information.
-
Recently completed
-
Sometimes content is held in ORA but is unavailable for a fixed period of time to comply with the policies and wishes of rights holders.
-
Permissions
-
All content made available in ORA should comply with relevant rights, such as copyright. See this page for more information.
-
Clearance
-
Some thesis volumes scanned as part of the digitisation scheme funded by Dr Leonard Polonsky are currently unavailable due to sensitive material or uncleared third-party copyright content. We are attempting to contact authors whose theses are affected.
Alternative access to the full-text
You may be able to access the full-text directly from the publisher's website using the 'Publisher Copy' link in the 'Links & Downloads' box from a research output's ORA record page. This method may require an institutional or individual subscription to the journal/resource.
Authors
Bibliographic Details
- Publisher:
- Elsevier Publisher's website
- Journal:
- Stochastic Processes and their Applications Journal website
- Volume:
- 125
- Issue:
- 4
- Pages:
- 1541-1568
- Publication date:
- 2014-11-15
- Acceptance date:
- 2014-11-15
- DOI:
- EISSN:
-
1879-209X
- ISSN:
-
0304-4149
- Source identifiers:
-
731276
Item Description
- Keywords:
- Pubs id:
-
pubs:731276
- UUID:
-
uuid:67cee3bd-2728-4b1f-ae41-4bd575aa8996
- Local pid:
- pubs:731276
- Deposit date:
- 2017-09-29
Terms of use
- Copyright holder:
- Elsevier
- Copyright date:
- 2014
- Notes:
- © 2014 Elsevier B.V. All rights reserved. This is the accepted manuscript version of the article. The final version is available online from Elsevier at: 10.1016/j.spa.2014.11.007.
If you are the owner of this record, you can report an update to it here: Report update to this record