On the limit lognormal and other limit log-infinitely divisible laws

DOI10.1007/S10955-009-9893-ZzbMATH Open1186.82059OpenAlexW2075588404MaRDI QIDQ963312FDOQ963312

Authors: D. Ostrovski 

Publication date: 19 April 2010

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10955-009-9893-z

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• Functional Feynman-Kac equations for limit lognormal multifractals

zbMATH Keywords

infinite divisibilityintermittencymultifractalsSelberg integralHurwitz zetaRiemann zeta

Mathematics Subject Classification ID

(zeta (s)) and (L(s, chi)) (11M06) Hurwitz and Lerch zeta functions (11M35) Fractals (28A80) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Cites Work

• Stochastic Limit Theory
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• KPZ formula for log-infinitely divisible multifractal random measures
• Intermittent turbulence in self-similar cascades: divergence of high moments and dimension of the carrier
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• KPZ in one dimensional random geometry of multiplicative cascades
• Log-infinitely divisible multifractal processes
• The importance of the Selberg integral
• Mellin transform of the limit lognormal distribution
• Modelling financial time series using multifractal random walks
• Positive martingales and random measures
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• Multifractal Cascade Dynamics and Turbulent Intermittency
• Multifractal products of cylindrical pulses
• Functional Feynman-Kac equations for limit lognormal multifractals
• The multifractal nature of turbulent energy dissipation
• Intermittency expansions for limit lognormal multifractals
• Limit lognormal multifractal as an exponential functional

Cited In (8)

• Functional Feynman-Kac equations for limit lognormal multifractals
• On the stochastic dependence structure of the limit lognormal process
• A theory of intermittency differentiation of 1D infinitely divisible multiplicative chaos measures
• Mellin transform of the limit lognormal distribution
• 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
• The log-normal approximation in financial and other computations
• A note on moments of limit log-infinitely divisible stochastic measures of Bacry and Muzy

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