Related papers: An introduction to Mandelbrot cascades
Among the statistical models employed to approximate nonlinear interactions in biological and psychological processes, one prominent framework is that of cascades. Despite decades of empirical work using multifractal formalisms, a…
In this article, we consider the continuous analog of the celebrated Mandelbrot star equation with lognormal weights. Mandelbrot introduced this equation to characterize the law of multiplicative cascades. We show existence and uniqueness…
The creativity and emergence of biological and psychological behavior are nonlinear. However, that does not necessarily mean only that the measurements of the behaviors are curvilinear. Furthermore, the linear model might fail to reduce…
Multiplicative cascades have been introduced in turbulence to generate random or deterministic fields having intermittent values and long-range power-law correlations. Generally this is done using discrete construction rules leading to…
We consider multifractal Mandelbrot cascades supported on planar $C^2$ curves with nonvanishing curvature and show that their Fourier dimension is as large as possible, i.e., equal to the infimum of the lower pointwise dimension of the…
Multifractal analysis of multiplicative random cascades is revisited within the framework of {\em mixed asymptotics}. In this new framework, statistics are estimated over a sample which size increases as the resolution scale (or the…
The properties of the similarity transformation in percolation theory in the complex plane of the percolation probability are studied. It is shown that the percolation problem on a two-dimensional square lattice reduces to the Mandelbrot…
These notes provide a pedagogical introduction to the role of transversality theory in the analysis of statistical degeneracies within the framework of distributional statistical models. The classical question of when a statistical model is…
In this paper we extend some classical results valid for canonical multiplicative cascades to exact scaling log-infinitely divisible cascades. We complete previous results on non-degeneracy and moments of positive orders obtained by Barral…
We develop a stochastic model for the velocity gradients dynamics along a Lagrangian trajectory. Comparing with different attempts proposed in the literature, the present model, at the cost of introducing a free parameter known in…
We present an analytical approach to determining the expected cascade size in a broad range of dynamical models on the class of random networks with arbitrary degree distribution and nonzero clustering introduced in [M.E.J. Newman, Phys.…
This is a survey paper about the fractal percolation process, also known as Mandelbrot percolation. It is intended to give a general breadth overview of more recent research in the topic, but also includes some of the more classical…
Concise introduction to a relatively new subject of non-linear algebra: literal extension of text-book linear algebra to the case of non-linear equations and maps. This powerful science is based on the notions of discriminant…
Some asymptotic properties of a Brownian motion in multifractal time, also called multifractal random walk, are established. We show the almost sure and $L^1$ convergence of its structure function. This is an issue directly connected to the…
We define a large class of continuous time multifractal random measures and processes with arbitrary log-infinitely divisible exact or asymptotic scaling law. These processes generalize within a unified framework both the recently defined…
We study Mandelbrot's percolation process in dimension $d \geq 2$. The process generates random fractal sets by an iterative procedure which starts by dividing the unit cube $[0,1]^d$ in $N^d$ subcubes, and independently retaining or…
The Mandelbrot set is an extremely well-known mathematical object that can be described in a quite simple way but has very interesting and non-trivial properties. This paper surveys some results that are known concerning the…
We consider perturbations of the complex quadratic map $ z \to z^2 +c$ and corresponding changes in their quasi-Mandelbrot sets. Depending on particular perturbation, visual forms of quasi-Mandelbrot set changes either sharply (when the…
Scattering moments provide nonparametric models of random processes with stationary increments. They are expected values of random variables computed with a nonexpansive operator, obtained by iteratively applying wavelet transforms and…
Empirical time series of inter-event or waiting times are investigated using a modified Multifractal Detrended Fluctuation Analysis operating on fluctuations of mean detrended dynamics. The core of the extended multifractal analysis is the…