Predictability of multiplicative processes: a preliminary study

Robert Vojak (1) , Jacques Lévy-Vehel (1)

1 FRACTALES - Fractals, complex models and artificial evolution

We define a multifractal analysis for correlations. We present explicit results in the case of deterministic multinomial measures, and show that the multifractal formalism does not hold for correlation on binomial measures.

Domaines: Probabilités [math.PR]

Robert Vojak, Jacques Lévy-Vehel. Predictability of multiplicative processes: a preliminary study. Fractals, 1994, 2 (3), pp.383-386. ⟨10.1142/S0218348X9400048X⟩. ⟨inria-00613975⟩