Intermittency expansions for limit lognormal multifractals

DOI10.1007/s11005-008-0225-zzbMath1146.60035OpenAlexW1969562252MaRDI QIDQ2426698

Dmitrii M. Ostrovskii

Publication date: 23 April 2008

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

Full work available at URL: https://doi.org/10.1007/s11005-008-0225-z

zbMATH Keywords

Riemann zeta functionintermittencySelberg integralmultifractal stochastic processes

Mathematics Subject Classification ID

(zeta (s)) and (L(s, chi)) (11M06) Gamma, beta and polygamma functions (33B15) Self-similar stochastic processes (60G18)

Related Items (10)

Mellin transform of the limit lognormal distribution ⋮ The distribution of Gaussian multiplicative chaos on the unit interval ⋮ A family of probability distributions consistent with the DOZZ formula: towards a conjecture for the law of 2D GMC ⋮ Pre-freezing of multifractal exponents in random energy models with a logarithmically correlated potential ⋮ ON THE STOCHASTIC DEPENDENCE STRUCTURE OF THE LIMIT LOGNORMAL PROCESS ⋮ A theory of intermittency differentiation of 1D infinitely divisible multiplicative chaos measures ⋮ A note on moments of limit log-infinitely divisible stochastic measures of Bacry and Muzy ⋮ On the limit lognormal and other limit log-infinitely divisible laws ⋮ Statistical mechanics of logarithmic REM: duality, freezing and extreme value statistics of 1/fnoises generated by Gaussian free fields ⋮ A review of conjectured laws of total mass of Bacry–Muzy GMC measures on the interval and circle and their applications

Cites Work

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• Intermittent turbulence in self-similar cascades: divergence of high moments and dimension of the carrier
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• Modelling financial time series using multifractal random walks

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