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Analytical solution for multivariate statistics in random multiplicative cascades

H. C. Eggers·M. Greiner·P. Lipa
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Abstract

It has long been a puzzle how to solve random multiplicative cascade structures analytically. We present an analytical solution found recently in the form of a simple pedagogical example of the general case.

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H. C. Eggers, M. Greiner, P. Lipa. 1998-11-20. Analytical solution for multivariate statistics in random multiplicative cascades. https://arxiv.org/abs/hep-ph/9811204

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