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Название: Limit Lognormal Multifractal as an Exponential Functional
Автор: Dmitry Ostrovsky
Аннотация:
The limiting distribution of the limit lognormal multifractal, first introduced by Mandelbrot ( Statistical Models and Turbulence , M. Rosenblatt and C. Van Atta, eds., Lecture Notes in Physics 12 , Springer, New York, 1972, p. 333) and constructed explicitly by Bacry et al. (Phys. Rev. E 64 , 026103 (2001)), is investigated using its Laplace transform.