Intermittency expansions for limit lognormal multifractals

DOI10.1007/S11005-008-0225-ZMaRDI QIDQ2426698zbMATH OpenOpenAlexFDO

Authors D. Ostrovski

Publication date 23 April 2008

Published in Letters in Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11005-008-0225-z

zbMATH Keywords

intermittencymultifractal stochastic processesRiemann zeta functionSelberg integral

Mathematics Subject Classification ID

(zeta (s)) and (L(s, chi)) (11M06) Gamma, beta and polygamma functions (33B15) Self-similar stochastic processes (60G18)

Review text

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.

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Cites work

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Cited in

(12)

• A theory of intermittency differentiation of 1D infinitely divisible multiplicative chaos measures
• The distribution of Gaussian multiplicative chaos on the unit interval
• Limit lognormal multifractal as an exponential functional
• A family of probability distributions consistent with the DOZZ formula: towards a conjecture for the law of 2D GMC
• On the stochastic dependence structure of the limit lognormal process
• Pre-freezing of multifractal exponents in random energy models with a logarithmically correlated potential
• Statistical mechanics of logarithmic REM: duality, freezing and extreme value statistics of 1/f noises generated by Gaussian free fields
• A review of conjectured laws of total mass of Bacry-Muzy GMC measures on the interval and circle and their applications
• A note on moments of limit log-infinitely divisible stochastic measures of Bacry and Muzy
• Mellin transform of the limit lognormal distribution
• On the limit lognormal and other limit log-infinitely divisible laws
• Functional Feynman-Kac equations for limit lognormal multifractals

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