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dc.contributor.authorRhodes, Rémi
dc.contributor.authorVargas, Vincent
dc.date.accessioned2010-01-18T09:05:30Z
dc.date.available2010-01-18T09:05:30Z
dc.date.issued2011
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/2991
dc.descriptionRevised version: added the two dimensional case.en
dc.language.isoenen
dc.subjectMultifractal processes.en
dc.subjectRandom measuresen
dc.subjectHausdorff dimensionsen
dc.subject.ddc519en
dc.titleKPZ formula for log-infinitely divisible multifractal random measuresen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenWe 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 mea- surable set K and the Hausdorff dimension dimρ H with respect to ρ of the same set: ζ (dimρ (K)) = dimH (K). Our results can be extended to higher dimensions in the log normal case: inspired by quantum gravity in dimension 2, we consider the 2 dimensional case.en
dc.relation.isversionofjnlnameESAIM. Probability and Statistics
dc.relation.isversionofjnlvol15
dc.relation.isversionofjnldate2011
dc.relation.isversionofjnlpages358-371
dc.relation.isversionofdoihttp://dx.doi.org/10.1051/ps/2010007
dc.identifier.urlsitehttp://hal.archives-ouvertes.fr/hal-00293878/en/en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherEDP Sciences
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


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