Hierarchical symmetry selects log-Poisson cascades: classification, uniqueness, and stability
Abstract
Within i.i.d. multiplicative cascades, a single axiom -- the hierarchical symmetry, a linear contraction on incremental scaling exponents -- is shown to be necessary and sufficient for the cascade multiplier to be log-Poisson. We establish three results: (1) a characterization theorem proving that the hierarchical symmetry uniquely determines the log-Poisson distribution with explicit parameters; (2) a classification theorem proving that the hierarchical symmetry selects exactly the log-Poisson class from the full log-infinitely-divisible family, excluding log-normal, log-stable, and all intermediate generators; and (3) a stability theorem proving that approximate hierarchical symmetry implies approximate log-Poisson, with an explicit Wasserstein bound. The proofs reduce the problem to the Hausdorff moment problem on via the change of variables , where determinacy and stability follow from classical results.
Keywords
Cite
@article{arxiv.2604.01632,
title = {Hierarchical symmetry selects log-Poisson cascades: classification, uniqueness, and stability},
author = {E. M. Freeburg},
journal= {arXiv preprint arXiv:2604.01632},
year = {2026}
}
Comments
14 pages, no figures