A class of spatio-temporal and causal stochastic processes, with application to multiscaling and multifractality
| dc.creator | Schmiegel, J. | |
| dc.creator | Barndorff-Nielsen, O. E. | |
| dc.creator | Eggers, H. C. | |
| dc.date | 2005-12-13 | |
| dc.date.accessioned | 2026-07-07T06:54:38Z | |
| dc.date.available | 2026-07-07T06:54:38Z | |
| dc.description | We present a general class of spatio-temporal stochastic processes describing the causal evolution of a positive-valued field in space and time. The field construction is based on independently scattered random measures of Levy type whose weighted amplitudes are integrated within a causality cone. General n-point correlations are derived in closed form. As a special case of the general framework, we consider a causal multiscaling process in space and time in more detail. The latter is derived from, and completely specified by, power-law two-point correlations, and gives rise to scaling behaviour of both purely temporal and spatial higher-order correlations. We further establish the connection to classical multifractality and prove the multifractal nature of the coarse-grained field amplitude. | |
| dc.description | 16 pages, 3 figures | |
| dc.identifier | https://arxiv.org/abs/math-ph/0512044 | |
| dc.identifier | http://arxiv.org/abs/math-ph/0512044 | |
| dc.identifier | South African Journal of Science 101,513-519 (2005) | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/106007 | |
| dc.subject | Mathematical Physics | |
| dc.title | A class of spatio-temporal and causal stochastic processes, with application to multiscaling and multifractality | |
| dc.type | text |