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Predictability of multiplicative processes: a preliminary study

Abstract : We define a multifractal analysis for correlations. We present explicit results in the case of deterministic multinomial measures, and show that the multifractal formalism does not hold for correlation on binomial measures.
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https://hal.inria.fr/inria-00613975
Contributor : Lisandro Fermin <>
Submitted on : Monday, August 8, 2011 - 12:43:13 PM
Last modification on : Friday, May 25, 2018 - 12:02:05 PM

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Robert Vojak, Jacques Lévy-Vehel. Predictability of multiplicative processes: a preliminary study. Fractals, World Scientific Publishing, 1994, 2 (3), pp.383-386. ⟨10.1142/S0218348X9400048X⟩. ⟨inria-00613975⟩

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