Multifractal products of cylindrical pulses (Q1864419)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Multifractal products of cylindrical pulses |
scientific article |
Statements
Multifractal products of cylindrical pulses (English)
0 references
18 March 2003
0 references
Consider a Poisson process \(S=\{(s_j,\lambda_j)\}\) on \(\mathbb{R}\times(0,1]\) with intensity \(\Lambda(dt d\lambda)=(\delta\lambda^{-2}/2)dt d\lambda\). The cylindrical pulses associated with \(S\) are a denumerable family of functions \(P_j(t)\), such that each \(P_j(t)=W_j\) for \(t\in[s_j-\lambda_j,s_j+\lambda_j]\) and \(P_j(t)=1\) otherwise, where \(W_j\)'s are i.i.d. with \(W\) and independent of \(S\). The multifractal product of the cylindrical pulses is the measure \(\mu\) that appears as the a.s. vague limit as \(\varepsilon\downarrow 0\) of the family of measures \(\mu_\varepsilon\) on \(\mathbb{R}\) with densities proportional to the product of \(P_j(t)\) for \((s_j,\lambda_j)\in S\) with \(\lambda_j\geq\varepsilon\). The authors formulate conditions for non-degeneracy of \(\mu\), existence of the moments and describe the whole multifractal spectrum of \(\mu\).
0 references
random measures
0 references
multifractal analysis
0 references
self-similar Poisson point processes
0 references
cylindrical pulses
0 references
measure-valued martingales
0 references