Analytic multivariate generating function for random multiplicative cascade processes
Date
1998
Authors
Greiner M.
Eggers H.C.
Lipa P.
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Abstract
We have found an analytic expression for the multivariate generating function governing all n-point statistics of random multiplicative cascade processes. The variable appropriate for this generating function is the logarithm of the energy density. In ε. rather than ε itself. All cumulant statistics become sums over derivatives of "branching generating functions" which are Laplace transforms of the splitting functions and completely determine the cascade process. We show that the branching generating function is a generalization of the multifractal mass exponents. Two simple models from fully developed turbulence illustrate the new formalism.
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Physical Review Letters
80
24
80
24