DISTRIBUTIONAL INVARIANCE IN BINARY MULTIPLICATIVE CASCADES

Cã‰sar Aguilar-Flores and Alin-Andrei Carsteanu
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Cã‰sar Aguilar-Flores: Escuela Superior de Física y Matemáticas — Instituto Politécnico Nacional, U.P. Adolfo López Mateos, Col. San Pedro Zacatenco, Mexico City, Mexico
Alin-Andrei Carsteanu: Escuela Superior de Física y Matemáticas — Instituto Politécnico Nacional, U.P. Adolfo López Mateos, Col. San Pedro Zacatenco, Mexico City, Mexico

FRACTALS (fractals), 2024, vol. 32, issue 03, 1-7

Abstract: The stability properties of certain probability distribution functions under the combined effects of cascading and “dressing†in a binary multiplicative cascade are contemplated and proven herein. Their main importance for applications resides in parameterizing the multiplicative cascade generators of multifractal measures from single realizations, given the generic lack of distributional ergodicity of those cascades. The results are also being illustrated by numerical simulations.

Keywords: Multiplicative Cascade; Dressing Factor; Breakdown Coefficient (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1142/S0218348X24500725

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