Wavelet cascades

Jens Giesemann, Martin Greiner and Peter Lipa

Physica A: Statistical Mechanics and its Applications, 1997, vol. 247, issue 1, 41-58

Abstract: The generators of binary multiplicative cascade models with a non-overlapping branching structure are given by the Haar wavelets. We construct specific generalizations of these models for which any given wavelet represents the generators of the local cascade branchings. Such “wavelet cascades”, for which we calculate spatial correlation functions, have spatially overlapping branches and are therefore useful for modeling recombination effects in hierarchical branching processes.

Date: 1997
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:247:y:1997:i:1:p:41-58

DOI: 10.1016/S0378-4371(97)00394-4

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