Multifractal stationary random measures and multifractal random walks with log infinitely divisible scaling laws

Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics

Volumn 66, Issue 5, 2002, Pages 16-

  Muzy, Jean François ^a   Bacry, Emmanuel ^b  

^a UNIVERSITÉ DE CORSE   (France)

^b CENTRE DE MATHÉMATIQUES APPLIQUÉES   (France)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; INVARIANCE; LAGRANGE MULTIPLIERS; MATHEMATICAL MODELS; STATISTICAL METHODS;

CYLINDRICAL PULSES; MULTIFRACTAL RANDOM WALK (MRW) MODELS; SCALE-INVARIANCE PROPERTY; SCALING LAWS;

RANDOM PROCESSES;

ARTICLE;

EID: 41349120212     PISSN: 1063651X     EISSN: None     Source Type: Journal    
DOI: 10.1103/PhysRevE.66.056121     Document Type: Article

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