Multifractal analysis of Lévy fields

Details Multifractal analysis of Lévy fields Multifractal analysis of Lévy fields

2010-05-17

arxiv.org/abs/1005.2893v1

Mathematics

Probability

37 pages

Scientific paper

We study the pointwise regularity properties of the L\'evy fields introduced
by T. Mori; these fields are the most natural generalization of L\'evy
processes to the multivariate setting. We determine their spectrum of
singularities, and we show that their H\"older singularity sets satisfy a large
intersection property in the sense of K. Falconer.

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