منابع مشابه
Diffusions of Multiplicative Cascades
A multiplicative cascade can be thought of as a randomization of a measure on the boundary of a tree, constructed from an iid collection of random variables attached to the tree vertices. Given an initial measure with certain regularity properties, we construct a continuous time, measure-valued process whose value at each time is a cascade of the initial one. We do this by replacing the random ...
متن کاملOn Estimation Theory for Multiplicative Cascades
The notion of multiplicative cascade was introduced into the statistical theory of turbulence by A.N. Kolmogorov as a phenomenological framework intended to accommodate the intermittency and large fluctuations observed in turbulent fluid flows. The basic idea is that energy is redistributed from larger to smaller scales via a splitting mechanism involving random multiplicative factors known as ...
متن کاملOn Normalized Multiplicative Cascades under Strong Disorder
The purpose of this note is to determine the weak limit of a sequence of (normalized) multiplicative cascade measures under strong disorder in terms of the extremes of an associated branching random walk, assuming i.i.d positive, non-lattice bond weights and a second moment condition. The solution is expressed as an almost sure coupling of random probability measures in the disorder parameter β...
متن کاملConstruction of Signed Multiplicative Cascades
Positive T -martingales were developed as a general framework that extends the positive measure-valued martingales and are meant to model intermittent turbulence. We extend their scope by allowing the martingale to take complex values. We focus on martingales constructed on the interval T = [0, 1], and replace random measures by random functions. We specify a large class of such martingales, on...
متن کاملOn (anti-)multiplicative Generalized Derivations
Let R be a semiprime ring and let F, f : R → R be (not necessarily additive) maps satisfying F (xy) = F (x)y + xf(y) for all x, y ∈ R. Suppose that there are integers m and n such that F (uv) = mF (u)F (v) + nF (v)F (u) for all u, v in some nonzero ideal I of R. Under some mild assumptions on R, we prove that there exists c ∈ C(I) such that c = (m + n)c2, nc[I, I] = 0 and F (x) = cx for all x ∈...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2000
ISSN: 0304-4149
DOI: 10.1016/s0304-4149(99)00097-6