Anomalies in Multifractal Formalism for Local Time of Brownian Motion (original) (raw)

Journal of Statistical Physics - J STATIST PHYS, 1998

G. Molchan

Abstract

The Renyi function for the logical time measure µ of Brownian motion is found. It is shown that this function, the Legendre transform of the multifractal spectrum of µ and the t-function derived by the reciprocal measure formalism are not identical. More examples of µ having similar anomalies are discussed.

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