Multifractal scaling of products of birth-death processes
2009
We investigate the scaling properties of products of the exponential of birth–death processes with certain given marginal discrete distributions and covariance structures. The conditions on the mean, variance and covariance functions of the resulting cumulative processes are interpreted in terms of the moment generating functions. We provide four illustrative examples of Poisson, Pascal, binomial and hypergeometric distributions. We establish the corresponding log-Poisson, log-Pascal, log-binomial and log-hypergeometric scenarios for the limiting processes, including their Renyi functions and dependence properties.
Keywords:
- Correction
- Source
- Cite
- Save
- Machine Reading By IdeaReader
29
References
12
Citations
NaN
KQI