Multiperiodic multifractal martingale measures. (Q1421405)
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English | Multiperiodic multifractal martingale measures. |
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Multiperiodic multifractal martingale measures. (English)
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26 January 2004
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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.
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multifractal measure
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martingale
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Riesz products
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random transformations
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random measure
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thermodynamic formalism
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