{"title":"DISTRIBUTIONAL INVARIANCE IN BINARY MULTIPLICATIVE CASCADES","authors":"CÉSAR AGUILAR-FLORES, ALIN-ANDREI CARSTEANU","doi":"10.1142/s0218348x24500725","DOIUrl":null,"url":null,"abstract":"<p>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.</p>","PeriodicalId":501262,"journal":{"name":"Fractals","volume":"16 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-04-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Fractals","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1142/s0218348x24500725","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
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.
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