Hostname: page-component-78c5997874-94fs2 Total loading time: 0 Render date: 2024-11-08T15:26:05.422Z Has data issue: false hasContentIssue false

Multiscaling and random cascades

Published online by Cambridge University Press:  01 July 2016

Edward C. Waymire*
Affiliation:
Oregon State University

Extract

The study of spatial distributions which arise from independent multiplicative cascades can be traced back at least to the efforts by the Russian school led by Andrei N. Kolmogorov on the statistical theory of turbulence. However, largely owing to the intriguing statistical/geometric scaling properties so heavily emphasized by Benoit Mandelbrot, and to the rich mathematical foundations begun by Jean-Pierre Kahane and Jacques Peyriere in the middle 1970's and continuing to the present, there has been a growing interest in random cascades both in the physical sciences and in mathematics. Our objective is to review some of the principal aspects of the theory and applications of independent cascades as well as some recent extensions.

Type
Stochastic Geometry and Statistical Applications
Copyright
Copyright © Applied Probability Trust 1996 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Gupta, V. K. and Waymire, Ε. C. (1993) A statistical analysis of mesoscale rainfall as a random cascade. J. Appl. Meteorol. 12, 251267.2.0.CO;2>CrossRefGoogle Scholar
Holley, R. and Waymire, E. (1992) Multifractal dimensions and scaling exponents for strongly bounded random cascades. Ann. Appl. Prob. 2, 819845.CrossRefGoogle Scholar
Kahane, J. P. and Peyriere, (1976) Sur certaines martingales de Benoit Mandelbrot. Adv. Math. 22, 131145.CrossRefGoogle Scholar
She, Z. S. and Waymire, E. C. (1995) Quantized energy cascade and log-Poisson statistics in fully developed turbulence. Phys. Rev. Lett. 74, 262265.CrossRefGoogle ScholarPubMed
Waymire, E. and Williams, S. (1994) A general decomposition theory for random cascades. Bullet. Amer. Math. Soc. 31, 216222.CrossRefGoogle Scholar
Waymire, E. and Williams, S. (1995) Multiplicative cascades: dimension spectra and dependence, J. Fourier Anal. Appl. (special issue), 589609.Google Scholar
Waymire, E. and Williams, S. (1995) A cascade decomposition theory with applications to Markov and exchangeable cascades. Trans. Amer. Math. Soc. (in press).CrossRefGoogle Scholar