Intermittency expansions for limit lognormal multifractals (Q2426698)

The author studies the limit lognormal multifractal process, introduced by \textit{B. B. Mandelbrot} [Lecture Notes Phys. 12, 333--351 (1972; Zbl 0227.76081)] and later constructed explicitly by \textit{E. Bacry, J. Delour} and \textit{J.-F. Muzy} [Phys. Rev. E 64, 026103 (2001)]. In particular, he obtains a formal power series expansion in the intermittency parameter for any smooth function of the distribution of the process. The coefficients arising in the expansion are closely related with the Selberg integral, and are then computed in terms of the values of the Riemann zeta function at specific positive integers.