A note on moments of limit log-infinitely divisible stochastic measures of Bacry and Muzy
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Publication:528286
DOI10.1007/s11005-016-0898-7zbMath1373.60038arXiv1609.00666OpenAlexW2511843263MaRDI QIDQ528286
Publication date: 12 May 2017
Published in: Letters in Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.00666
infinite divisibilityintermittencySelberg integralbinomial sumjoint momentsmultiplicative chaosLévy-Khinchine decompositionmultifractal stochastic measure
Infinitely divisible distributions; stable distributions (60E07) Factorials, binomial coefficients, combinatorial functions (05A10) Random measures (60G57) Symbolic computation of special functions (Gosper and Zeilberger algorithms, etc.) (33F10)
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A theory of intermittency differentiation of 1D infinitely divisible multiplicative chaos measures, A review of conjectured laws of total mass of Bacry–Muzy GMC measures on the interval and circle and their applications
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