Predictability of multiplicative processes: a preliminary study
Vojak, Robert ; Lévy-Vehel, Jacques
HAL, inria-00613975 / Harvested from HAL
Text on HAL
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.
Publié le : 1994-07-05
Classification:  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 
@article{inria-00613975,
     author = {Vojak, Robert and L\'evy-Vehel, Jacques},
     title = {Predictability of multiplicative processes: a preliminary study},
     journal = {HAL},
     volume = {1994},
     number = {0},
     year = {1994},
     language = {en},
     url = {http://dml.mathdoc.fr/item/inria-00613975}
}

Vojak, Robert; Lévy-Vehel, Jacques. Predictability of multiplicative processes: a preliminary study. HAL, Tome 1994 (1994) no. 0, . http://gdmltest.u-ga.fr/item/inria-00613975/