A class of multifractal processes constructed using an embedded branching process (Q1931321): Difference between revisions
From MaRDI portal
Removed claim: reviewed by (P1447): Item:Q590126 |
Changed an Item |
||
Property / reviewed by | |||
Property / reviewed by: Utkir A. Rozikov / rank | |||
Normal rank |
Revision as of 13:44, 16 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A class of multifractal processes constructed using an embedded branching process |
scientific article |
Statements
A class of multifractal processes constructed using an embedded branching process (English)
0 references
25 January 2013
0 references
A class of multifractal processes, called multifractal embedded branching processes (MEBPs), is considered. MEBPs are defined using the crossing tree, an ad-hoc space-time description of the process, and are such that the special component of their crossing tree is a Galton-Watson branching process. For a suitable branching process, there is a family of processes for which the spatial component of the crossing tree coincides with the branching process. The authors identify one of these as the canonical embedded branching process, and then construct MEBPs from it using a multifractal time change. An efficient on-line algorithm for simulating MEBPs is provided.
0 references
self-similar
0 references
multifractal
0 references
branching process
0 references
Brownian motion
0 references
time-change
0 references
simulation
0 references