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

DOI10.1007/s10955-009-9893-zzbMath1186.82059OpenAlexW2075588404MaRDI QIDQ963312

Dmitrii M. Ostrovskii

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

infinite divisibilitymultifractalsintermittencySelberg integralHurwitz zetaRiemann zeta

Mathematics Subject Classification ID

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

Related Items (4)

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 ⋮ 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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