English

Limit theorems for multifractal products of random fields

Probability 2022-02-08 v1

Abstract

This paper investigates asymptotic properties of multifractal products of random fields. The obtained limit theorems provide sufficient conditions for the convergence of cumulative fields in the spaces Lq.L_q. New results on the rate of convergence of cumulative fields are presented. Simple unified conditions for the limit theorems and the calculation of the R\'enyi function are given. They are less restrictive than those in the known one-dimensional results. The developed methodology is also applied to multidimensional multifractal measures. Finally, a new class of examples of geometric φ\varphi-sub-Gaussian random fields is presented. In this case, the general assumptions have a simple form and can be expressed in terms of covariance functions only.

Keywords

Cite

@article{arxiv.2202.02885,
  title  = {Limit theorems for multifractal products of random fields},
  author = {Illia Donhauzer and Andriy Olenko},
  journal= {arXiv preprint arXiv:2202.02885},
  year   = {2022}
}

Comments

28 pages

R2 v1 2026-06-24T09:22:58.633Z