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

DOI10.1007/S10955-009-9893-ZMaRDI QIDQ963312zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Hurwitz zetainfinite divisibilityintermittencymultifractalsRiemann zetaSelberg integral

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)

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Cites work

• Functional Feynman-Kac equations for limit lognormal multifractals
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• scientific article; zbMATH DE number 3361573 (Why is no real title available?)
• scientific article; zbMATH DE number 3107108 (Why is no real title available?)
• Intermittency expansions for limit lognormal multifractals
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• KPZ formula for log-infinitely divisible multifractal random measures
• KPZ in one dimensional random geometry of multiplicative cascades
• Limit lognormal multifractal as an exponential functional
• Log-infinitely divisible multifractal processes
• Mellin transform of the limit lognormal distribution
• Modelling financial time series using multifractal random walks
• Multifractal Cascade Dynamics and Turbulent Intermittency
• Multifractal products of cylindrical pulses
• Positive martingales and random measures
• Stochastic Limit Theory
• The importance of the Selberg integral
• The multifractal nature of turbulent energy dissipation

Cited in

(8)

• A theory of intermittency differentiation of 1D infinitely divisible multiplicative chaos measures
• Limit lognormal multifractal as an exponential functional
• On the stochastic dependence structure of the limit lognormal process
• The log-normal approximation in financial and other computations
• 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
• Functional Feynman-Kac equations for limit lognormal multifractals

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