A Theory of Intermittency Differentiation of 1D Infinitely Divisible Multiplicative Chaos Measures
Author:
Publisher
Springer Science and Business Media LLC
Subject
Mathematical Physics,Nuclear and High Energy Physics,Statistical and Nonlinear Physics
Link
http://link.springer.com/article/10.1007/s00023-018-0656-8/fulltext.html
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3. Bacry, E., Muzy, J.-F.: Log-infinitely divisible multifractal random walks. Commun. Math. Phys. 236, 449–475 (2003)
4. Barral, J., Jin, X.: On exact scaling log-infinitely divisible cascades. Probab. Theory Relat. Fields 160, 521–565 (2014)
5. Barral, J., Mandelbrot, B.B.: Multifractal products of cylindrical pulses. Probab. Theory Relat. Fields 124, 409–430 (2002)
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1. A review of conjectured laws of total mass of Bacry–Muzy GMC measures on the interval and circle and their applications;Reviews in Mathematical Physics;2018-10-12
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