منابع مشابه
On Exact Scaling Log-infinitely Divisible Cascades
In this paper we extend some classical results valid for canonical multiplicative cascades to exact scaling log-infinitely divisible cascades. We complete previous results on non-degeneracy and moments of positive orders obtained by Barral and Mandelbrot, and Bacry and Muzy: we provide a necessary and sufficient condition for the non-degeneracy of the limit measures of these cascades, as well a...
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ژورنال
عنوان ژورنال: The International Journal of Multiphysics
سال: 2008
ISSN: 1750-9548
DOI: 10.1260/175095408786927453