Analytic multivariate generating function for random multiplicative cascade processes

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dc.contributor.authorGreiner M.
dc.contributor.authorEggers H.C.
dc.contributor.authorLipa P.
dc.date.accessioned2011-05-15T16:05:19Z
dc.date.available2011-05-15T16:05:19Z
dc.date.issued1998
dc.description.abstractWe 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.
dc.description.versionArticle
dc.identifier.citationPhysical Review Letters
dc.identifier.citation80
dc.identifier.citation24
dc.identifier.issn319007
dc.identifier.urihttp://hdl.handle.net/10019.1/13074
dc.titleAnalytic multivariate generating function for random multiplicative cascade processes
dc.typeArticle
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