A Random Multifractal Model with a Given Spectrum

DOI10.1080/15326340600820505MaRDI QIDQ5446504zbMATH OpenOpenAlexFDO

Authors Balázs Székely, Trang Dinh Dang, István Maricza, S. Molnár

Publication date 6 March 2008

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326340600820505

zbMATH Keywords

fractional Brownian motionmultifractal spectrumtime-changetraffic modelling

Mathematics Subject Classification ID

Gaussian processes (60G15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Hausdorff and packing measures (28A78) Fractals (28A80) Sample path properties (60G17)

Recommendations

• Multifractal spectrum of multinomial measures
• Multifractal random measures
• Une méthode d'estimation du spectre multifractal
• scientific article; zbMATH DE number 1552105
• Random walk models for multifractals
• scientific article; zbMATH DE number 2149648
• Multifractal spectra of certain random Gibbs measures
• Relative multifractal spectrum

Cites work

• scientific article; zbMATH DE number 3585754 (Why is no real title available?)
• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• scientific article; zbMATH DE number 1091847 (Why is no real title available?)
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• A storage model with self-similar input
• Queueing performance estimation for general multifractal traffic
• Scaling analysis of conservative cascades, with applications to network traffic
• Wavelet analysis of long-range-dependent traffic

Cited in

(4)

• Multifractality in space-time statistical models
• Multifractal products of stochastic processes: construction and some basic properties
• The Hausdorff spectrum of a class of multifractal processes
• A class of multifractal processes constructed using an embedded branching process

This page was built for publication: A Random Multifractal Model with a Given Spectrum

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5446504)