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Multifractal analysis of Lévy fields

Published 17 May 2010 in math.PR | (1005.2893v1)

Abstract: 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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