On Log-Concave and Log-Convex Infinitely Divisible Sequences and Densities
نویسندگان
چکیده
منابع مشابه
Log-infinitely divisible multifractal processes
We define a large class of multifractal random measures and processes with arbitrary loginfinitely divisible exact or asymptotic scaling law. These processes generalize within a unified framework both the recently defined log-normal Multifractal Random Walk processes (MRW) [33, 3] and the log-Poisson “product of cynlindrical pulses” [7]. Their construction involves some “continuous stochastic m...
متن کاملOn Exact Scaling Log-infinitely Divisible Cascades
In this paper we extend some classical results valid for canonical multiplicative cascades to exact scaling log-infinitely divisible cascades. We complete previous results on non-degeneracy and moments of positive orders obtained by Barral and Mandelbrot, and Bacry and Muzy: we provide a necessary and sufficient condition for the non-degeneracy of the limit measures of these cascades, as well a...
متن کاملComputing confidence intervals for log-concave densities
Log-concave density estimation is considered as an alternative for kernel density estimations which does not depend on tuning parameters. Pointwise asymptotic theory has been already developed for the nonparametric maximum likelihood estimator of a log-concave density. Here, the practical aspects of this theory are studied. In order to obtain a confidence interval, estimators of the constants a...
متن کاملA note on generating random variables with log-concave densities
We present a black-box style rejection method that is valid for generating random variables with any log-concave density, provided that one knows a mode of the density, which is known only up to a constant factor.
متن کاملKPZ formula for log-infinitely divisible multifractal random measures
We consider the continuous model of log-infinitely divisible multifractal random measures (MRM) introduced in [1]. If M is a non degenerate multifractal measure with associated metric ρ(x, y) = M([x, y]) and structure function ζ , we show that we have the following relation between the (Euclidian) Hausdorff dimension dimH of a measurable set K and the Hausdorff dimension dimρH with respect to ρ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1988
ISSN: 0091-1798
DOI: 10.1214/aop/1176991600