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

2014/12/02 by Andreas Anckar, Anckar, Andreas, Göran Högnäs +1
Mathematics · #FOS: Mathematics #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.1412.0882

openalex publication_date 2014/12/02 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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.

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