| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10480622 | Physica A: Statistical Mechanics and its Applications | 2013 | 10 Pages |
Abstract
⺠Multi-fractal processes based on products of geometric Ornstein-Uhlenbeck processes. ⺠Rules to easily derive the Renyi function of the multi-fractal process. ⺠Several examples summarized in ready-to-use formula tables. ⺠Fitting techniques and analysis of some real data sets.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Nikolai Leonenko, Stuart Petherick, Emanuele Taufer,