The Annals of Applied Probability

Multifractal Dimensions and Scaling Exponents for Strongly Bounded Random Cascades

Richard Holley and Edward C. Waymire

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Abstract

The multifractal structure of a measure refers to some notion of dimension of the set which supports singularities of a given order $\alpha$ as a function of the parameter $\alpha$. Measures with a nontrivial multifractal structure are commonly referred to as multifractals. Multifractal measures are being studied both empirically and theoretically within the statistical theory of turbulence and in the study of strange attractors of certain dynamical systems. Conventional wisdom suggests that various definitions of the multifractal structure of random cascades exist and coincide. While this is rigorously known to be the case for certain deterministic cascade measures, the same is not true for random cascades. The purpose of this paper is to pursue this theory for a class of random cascades. In addition to providing a new role for the modified cumulant generating function (structure function) studied by Mandelbrot, Kahane and Peyriere, the results have implications for the theoretical interpretation of empirical data on turbulence and rainfall distributions.

Article information

Source
Ann. Appl. Probab., Volume 2, Number 4 (1992), 819-845.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoap/1177005577

Digital Object Identifier
doi:10.1214/aoap/1177005577

Mathematical Reviews number (MathSciNet)
MR1189419

Zentralblatt MATH identifier
0786.60064

JSTOR
links.jstor.org

Subjects
Primary: 60G57: Random measures
Secondary: 76F05: Isotropic turbulence; homogeneous turbulence

Keywords
Multiplicative cascade multifractal dimension tree

Citation

Holley, Richard; Waymire, Edward C. Multifractal Dimensions and Scaling Exponents for Strongly Bounded Random Cascades. Ann. Appl. Probab. 2 (1992), no. 4, 819--845. doi:10.1214/aoap/1177005577. https://projecteuclid.org/euclid.aoap/1177005577


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