Dimension result and KPZ formula for two-dimensional multiplicative cascade processes
Probability
2012-09-26 v2 Mathematical Physics
math.MP
Abstract
We prove a Hausdorff dimension result for the image of two-dimensional multiplicative cascade processes, and we obtain from this result a KPZ-type formula which normally has one point of phase transition.
Keywords
Cite
@article{arxiv.1005.5255,
title = {Dimension result and KPZ formula for two-dimensional multiplicative cascade processes},
author = {Xiong Jin},
journal= {arXiv preprint arXiv:1005.5255},
year = {2012}
}
Comments
Published in at http://dx.doi.org/10.1214/10-AOP613 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)