Mellin transform of the limit lognormal distribution (Q842463)
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English | Mellin transform of the limit lognormal distribution |
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Mellin transform of the limit lognormal distribution (English)
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25 September 2009
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The technique of intermittency expansions is applied to derive an exact formal power series representation for the Mellin transform of the probability distribution of the limit lognormal multifractal process. The negative integral moments are computed by a novel formula of Selberg type.
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