Mellin transform of the limit lognormal distribution

DOI10.1007/S00220-009-0771-YzbMATH Open1181.62010OpenAlexW2065230214MaRDI QIDQ842463FDOQ842463

Authors: D. Ostrovski 

Publication date: 25 September 2009

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00220-009-0771-y

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Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

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• Series associated with the zeta and related functions
• Intermittent turbulence in self-similar cascades: divergence of high moments and dimension of the carrier
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• Log-infinitely divisible multifractal processes
• The importance of the Selberg integral
• Modelling financial time series using multifractal random walks
• Positive martingales and random measures
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• Multifractal products of cylindrical pulses
• Functional Feynman-Kac equations for limit lognormal multifractals
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• Intermittency expansions for limit lognormal multifractals
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• Asymptotic behavior of infinitely divisible laws
• Limit lognormal multifractal as an exponential functional

Cited In (18)

• The Fyodorov-Bouchaud formula and Liouville conformal field theory
• On the limit lognormal and other limit log-infinitely divisible laws
• On the stochastic dependence structure of the limit lognormal process
• Small deviations in lognormal Mandelbrot cascades
• A theory of intermittency differentiation of 1D infinitely divisible multiplicative chaos measures
• Moments of the position of the maximum for GUE characteristic polynomials and for log-correlated Gaussian processes
• The distribution of Gaussian multiplicative chaos on the unit interval
• Integrability of boundary Liouville conformal field theory
• Limit lognormal multifractal as an exponential functional
• A review of conjectured laws of total mass of Bacry-Muzy GMC measures on the interval and circle and their applications
• A family of probability distributions consistent with the DOZZ formula: towards a conjecture for the law of 2D GMC
• On Barnes beta distributions and applications to the maximum distribution of the 2D Gaussian free field
• Freezing transitions and extreme values: random matrix theory, \(\zeta(\frac12 +\mathrm{i}t)\) and disordered landscapes
• Counting function fluctuations and extreme value threshold in multifractal patterns: the case study of an ideal \(1/f\) noise
• Statistical mechanics of logarithmic REM: duality, freezing and extreme value statistics of 1/f noises generated by Gaussian free fields
• The conditional law of the Bacry-Muzy and Riemann-Liouville log correlated Gaussian fields and their GMC, via Gaussian Hilbert and fractional Sobolev spaces
• Subcritical multiplicative chaos for regularized counting statistics from random matrix theory
• A note on moments of limit log-infinitely divisible stochastic measures of Bacry and Muzy

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