Multidimensional Multifractal Random Measures
نویسندگان
چکیده
The purpose of this paper is to introduce a natural multidimensional generalization (MMRM) of the one dimensional multifractal random measures (MRM) introduced by Bacry and Muzy in [1]. The measures M we introduce are different from zero, homogeneous in space, isotropic and satisfy the following exact scale invariance relation: if T denotes some given cutoff parameter then the following equality in distribution holds for all λ ∈]0, 1]:
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