Dimension result and KPZ formula for two-dimensional multiplicative cascade processes

Xiong Jin

doi:10.1214/10-AOP613

Dimension result and KPZ formula for two-dimensional multiplicative cascade processes

Xiong Jin

Pure Mathematics

Research output: Contribution to journal › Article › peer-review

2 Citations (Scopus)

Abstract

We prove a Hausdorff dimension result for the image of two-dimensional multiplicative cascade processes, and we obtain from this result a KPZ-type formula which normally has one point of phase transition.

Original language	English
Pages (from-to)	1-18
Number of pages	18
Journal	The Annals of Probability
Volume	40
Issue number	1
DOIs	https://doi.org/10.1214/10-AOP613
Publication status	Published - 2012

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JO - The Annals of Probability

JF - The Annals of Probability

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Dimension result and KPZ formula for two-dimensional multiplicative cascade processes

Abstract

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