منابع مشابه
A multifractal random walk
We introduce a class of multifractal processes, referred to as Multifractal Random Walks (MRWs). To our knowledge, it is the first multifractal processes with continuous dilation invariance properties and stationary increments. MRWs are very attractive alternative processes to classical cascade-like multifractal models since they do not involve any particular scale ratio. The MRWs are indexed b...
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The multifractal spectrum of discrete harmonic measure of a two dimensional simple random walk path is considered. It is shown that the spectrum is the same as for Brownian motion, is nontrivial, and can be given in terms of a quantity known as the intersection exponent.
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2001
ISSN: 1063-651X,1095-3787
DOI: 10.1103/physreve.64.026103