Multiperiodic multifractal martingale measures. (Q1421405): Difference between revisions

A nonnegative 1-periodic multifractal measure on the reals is obtained as infinite random product of harmonics of a 1-periodic function. Such infinite products are statistically self-affine, they generalize Riesz products and being martingale structures, they converge. The multifractal analysis of the limit martingale measure is performed for a class of potential functions having a dense countable set of jump points. The paper employs both large deviation estimates and the thermodynamic formalism for random transformations.