scientific article; zbMATH DE number 2154233

MaRDI QIDQ4664792zbMATH OpenFDO

Authors Julien Barral, Benoît B. Mandelbrot

Publication date 8 April 2005

zbMATH Keywords

dimensionmartingalesmultifractal analysisPoisson point processesrandom measuresstatistical self-affinitystatistical self-similarityturbulence

Mathematics Subject Classification ID

Fractals (28A80) Self-similar stochastic processes (60G18) Martingales with continuous parameter (60G44) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random measures (60G57)

Review text

This is the first of the three papers of the authors on a class of random measures generated by multiplicative processes. After reviewing Mandelbrot's motivation for introducing such statistically self-affine multifractal measures and some histories, the authors describe the constructions of ``Multifractal Products of Cylindrical Poules (MPCP), ``Canonical Cascade Measures (CCM) and ``Poisson canonical cascade measures (PCCM). They provide several examples to illustrate some fundamental problems such as multifractal analysis, upper critical power and lower critical power in the studies of these random measures. For the entire collection see [Zbl 1055.37003].

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(26)

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• Log-infinitely divisible multifractal processes
• Multiperiodic multifractal martingale measures.
• Multifractal products of cylindrical pulses
• Poissonian products of random weights: uniform convergence and related measures
• A pure jump Markov process with a random singularity spectrum
• Local fluctuations of critical Mandelbrot cascades
• The singularity spectrum of Lévy processes in multifractal time
• Inverse Problems in Multifractal Analysis
• Renewal of singularity sets of random self-similar measures
• Multifractality of products of geometric Ornstein-Uhlenbeck-type processes
• The Fractal Character of Localizable Measure-Valued Processes. I — Random Measures on Product Spaces
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• Gaussian multiplicative chaos and applications: a review
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• Relative multifractal box-dimensions
• On the properties of random multiplicative measures with the multipliers exponentially distributed
• Dimension result and KPZ formula for two-dimensional multiplicative cascade processes
• Nonparametric reconstruction of a multifractal function from noisy data
• Higher moments for random multiplicative measures
• Multidimensional multifractal random measures
• Fractional multiplicative processes

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