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Multidimensional Multifractal Random Measures

Rhodes, Rémi; Vargas, Vincent (2010), Multidimensional Multifractal Random Measures, Electronic Journal of Probability, 15, Paper 9, p. 241-258

Type
Article accepté pour publication ou publié
External document link
http://hal.archives-ouvertes.fr/hal-00394758/en/
Date
2010
Journal name
Electronic Journal of Probability
Volume
15
Number
Paper 9
Publisher
Institute of Mathematical Statistics
Pages
241-258
Metadata
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Author(s)
Rhodes, Rémi
Vargas, Vincent
Abstract (EN)
We construct and study space homogeneous and isotropic random measures (MMRM) which generalize the so-called MRM measures constructed in \cite{bacry}. Our measures satisfy an exact scale invariance equation (see equation (\ref{eq:invarianceparfaite}) below) and are therefore natural models in dimension 3 for the dissipation measure in a turbulent flow.
Subjects / Keywords
Multifractal processes; Random measures