Self-Similarity of Fluctuations in Random Multiplicative Processes
- 1 September 1986
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review Letters
- Vol. 57 (9), 1098-1101
- https://doi.org/10.1103/physrevlett.57.1098
Abstract
A mapping of the unit interval of all realizations of the disorder for a random multiplicative process allows us to show that (a) the flucatuations due to different realizations of the disorder are characterized by a multifractal spectrum and (b) the fluctuations in space for a given realization of the disorder do not possess properties of self-similarity. These results have relevant implications for various physical problems with a multiplicative structure.Keywords
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