Multifractal analysis of infinite products of stationary jump processes.

Mannersalo, Petteri; Norros, Ilkka; Riedi, Rudolf H.

Journal of Probability and Statistics (2010)

  • Volume: 2010, page Article ID 807491, 26 p.-Article ID 807491, 26 p.
  • ISSN: 1687-952X

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Mannersalo, Petteri, Norros, Ilkka, and Riedi, Rudolf H.. "Multifractal analysis of infinite products of stationary jump processes.." Journal of Probability and Statistics 2010 (2010): Article ID 807491, 26 p.-Article ID 807491, 26 p.. <http://eudml.org/doc/224923>.

@article{Mannersalo2010,
author = {Mannersalo, Petteri, Norros, Ilkka, Riedi, Rudolf H.},
journal = {Journal of Probability and Statistics},
keywords = {multifractal; martingale; multifractal spectrum; Poisson point process; multiplicative cascade},
language = {eng},
pages = {Article ID 807491, 26 p.-Article ID 807491, 26 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Multifractal analysis of infinite products of stationary jump processes.},
url = {http://eudml.org/doc/224923},
volume = {2010},
year = {2010},
}

TY - JOUR
AU - Mannersalo, Petteri
AU - Norros, Ilkka
AU - Riedi, Rudolf H.
TI - Multifractal analysis of infinite products of stationary jump processes.
JO - Journal of Probability and Statistics
PY - 2010
PB - Hindawi Publishing Corporation, New York
VL - 2010
SP - Article ID 807491, 26 p.
EP - Article ID 807491, 26 p.
LA - eng
KW - multifractal; martingale; multifractal spectrum; Poisson point process; multiplicative cascade
UR - http://eudml.org/doc/224923
ER -

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