Spectral Martingale Measures
نویسندگان
چکیده
منابع مشابه
Multiperiodic multifractal martingale measures
A nonnegative 1-periodic multifractal measure on R is obtained as infinite random product of harmonics of a 1-periodic function W(t). Such infinite products are statistically self-affine and generalize certain Riesz products with random phases. They are martingale structures, therefore converge. The criterion on W for nondegeneracy is provided. It differs completely from those for other known r...
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ژورنال
عنوان ژورنال: Social Science Research Network
سال: 2022
ISSN: ['1556-5068']
DOI: https://doi.org/10.2139/ssrn.4263244