Trends in Stochastic Analysis 2009
DOI: 10.1017/cbo9781139107020.007
|View full text |Cite
|
Sign up to set email alerts
|

Why study multifractal spectra?

Abstract: We show by three simple examples how multifractal spectra can enrich our understanding of stochastic processes. The first example concerns the problem of describing the speed of fragmentation in a stick-breaking process, the second concerns the nature of a phase transition in a simple model of statistical mechanics, and the third example discusses the speed of emergence in Kingman's coalescent.

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
1
1

Citation Types

0
5
0

Year Published

2010
2010
2017
2017

Publication Types

Select...
5
1

Relationship

4
2

Authors

Journals

citations
Cited by 6 publications
(5 citation statements)
references
References 20 publications
0
5
0
Order By: Relevance
“…• The function f can be interpreted as the entropy of the system. Its rôle as a multifractal spectrum is highlighted in [Mör08].…”
mentioning
confidence: 99%
“…• The function f can be interpreted as the entropy of the system. Its rôle as a multifractal spectrum is highlighted in [Mör08].…”
mentioning
confidence: 99%
“…The prediction can however be reconciled with our results, if one moves to the appropriate metric, which in our case is again the random metric d. While for fixed intervals the ratio of lengths with respect to d and the Euclidean metric are typically bounded from zero and infinity, the optimal coverings implicit in the Hausdorff dimension above use random intervals for which these diameters are radically different. Indeed, given β the covering intervals I for the corresponding set have metric diameters given by their length to the power Φ ′ (0)/β (see for example [27]). As a result the multifractal spectrum in the intrinsic random metric becomes…”
Section: Physical Heuristicsmentioning
confidence: 99%
“…Examples appear in the analysis literature in the work of Rand [36], Brown et al [8], Cawley and Mauldin [9], and Olsen [29] in the early 1990s, and more recently in the probability literature in the work of Arbeiter and Patzschke [2] in the case of random self-similar fractals, Perkins and Taylor [35] in the case of super Brownian motion, Mannersalo et al [25] and Anh et al [1] for products of stochastic processes, Berestycki [6] in the case of fragmentation processes, and Klenke and Mörters [17] in the case of intersection local time of Brownian motion. For some further examples of how multifractal spectra can improve our understanding about certain stochastic processes, see [26].…”
Section: Background On Multifractal Analysismentioning
confidence: 99%