A class of spatio-temporal and causal stochastic processes, with application to multiscaling and multifractality

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dc.contributor.authorSchmiegel, Schmiegelen_ZA
dc.contributor.authorBarndorff-Nielsen, Ole E.en_ZA
dc.contributor.authorEggers, Hans C.en_ZA
dc.date.accessioned2011-05-15T15:55:14Z
dc.date.available2011-05-15T15:55:14Z
dc.date.issued2005
dc.descriptionCITATION: Schmiegel, S., Barndorff-Nielsen, O. E. & Eggers, H. C. 2005. A class of spatio-temporal and causal stochastic processes, with application to multiscaling and multifractality. South African Journal of Science, 101(11-12):513-519.
dc.descriptionThe original publication is available at https://journals.co.za
dc.description.abstractWe present a general class of spatio-temporal stochastic processes describing the causal evolution of a positive-valued field in space and time. The field construction is based on independently scattered random measures of Lévy type whose weighted amplitudes are integrated within a causality cone. General n-point correlations are derived in closed form. As a special case of the general framework, we consider a causal multiscaling process in space and time in more detail. The latter is derived from, and completely specifed by, power-law two-point correlations, and gives rise to scaling behaviour of both purely temporal and spatial higher-order correlations. We further establish the connection to classical multifractality and prove the multifractal nature of the coarse-grained field amplitude.
dc.description.urihttps://journals.co.za/content/sajsci/101/11-12/EJC96324
dc.format.extent22 pages
dc.identifier.citationSchmiegel, S., Barndorff-Nielsen, O. E. & Eggers, H. C. 2005. A class of spatio-temporal and causal stochastic processes, with application to multiscaling and multifractality. South African Journal of Science, 101(11-12):513-519
dc.identifier.issn1996-7489 (online)
dc.identifier.issn0038-2353 (print)
dc.identifier.urihttp://hdl.handle.net/10019.1/9658
dc.publisherAcademy of Science for South Africa
dc.rights.holderAcademy of Science for South Africa
dc.rights.holderPublisher's version
dc.subjectFractals
dc.subjectStochastic processes
dc.titleA class of spatio-temporal and causal stochastic processes, with application to multiscaling and multifractalityen_ZA
dc.typeArticle
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