English

Hierarchical symmetry selects log-Poisson cascades: classification, uniqueness, and stability

Probability 2026-04-03 v1 Mathematical Physics math.MP

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 O(ε)O(\sqrt{\varepsilon}) Wasserstein bound. The proofs reduce the problem to the Hausdorff moment problem on [0,1][0,1] via the change of variables u=ekxu = e^{kx}, 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

R2 v1 2026-07-01T11:50:19.705Z