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A general decomposition theory for random cascades
Authors:
Edward C. Waymire and Stanley C. Williams
Journal:
Bull. Amer. Math. Soc. 31 (1994), 216-222
MSC:
Primary 60G57; Secondary 60D05, 60G30, 60G42, 60J10, 60K35
MathSciNet review:
1260522
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Abstract: This announcement describes a probabilistic approach to cascades which, in addition to providing an entirely probabilistic proof of the Kahane-Peyrière theorem for independent cascades, readily applies to general dependent cascades. Moreover, this unifies various seemingly disparate cascade decompositions, including Kahane's T-martingale decomposition and dimension disintegration.
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à des substitutions, C. R. Acad. Sci. Paris Sér. I Math.
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(88b:60124)
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multifractals, Pitman Research Notes in Mathematics Series,
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(95j:28006)
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Peckham and Ed
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147 (1992), no. 2, 365–370. MR 1174418
(93c:76053)
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Jacques
Peyrière, Calculs de dimensions de Hausdorff, Duke
Math. J. 44 (1977), no. 3, 591–601. MR 0444911
(56 #3257)
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Christopher
J. Preston, Gibbs states on countable sets, Cambridge
University Press, London, 1974. Cambridge Tracts in Mathematics, No. 68. MR 0474556
(57 #14194a)
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A. Shepp, Covering the line with random intervals, Z.
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163–170. MR 0322923
(48 #1284)
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(51 #14321)
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- [WW1]
Edward
C. Waymire and Stanley
C. Williams, Markov cascades, Classical and modern branching
processes (Minneapolis, MN, 1994) IMA Vol. Math. Appl., vol. 84,
Springer, New York, 1997, pp. 305–321. MR 1601698
(99k:60093), http://dx.doi.org/10.1007/978-1-4612-1862-3_24
- [WW2]
-, Multiplicative cascades : Dimension spectra and dependence, Preprint presented at Colloque en l'honneur de J.-P. Kahane (June 28 - July 3, 1993), Université de Paris-Sud, Orsay, France.
- [WW3]
-, A cascade decomposition theory with applications to Markov and exchangeable cascades, preprint.
- [C]
- C. Cutler, The Hausdorff dimension distribution of finite measures in Euclidean space, Canad. J. Math. XXXVIII (1986). MR 873419 (88b:28013)
- [CK]
- P. Collet and F. Koukiou, Large deviations for multiplicative chaos, Comm. Math. Phys. 147 (1992), 329-342. MR 1174416 (94a:82003)
- [CCD]
- J. Chayes, L. Chayes, and R. Durrett, Connectivity properties of Mandelbrot's percolation, Probab. Theory Related Fields 77 (1988), 307-324. MR 931500 (89d:60193)
- [DE]
- B. Derrida, Directed polymers in a random medium, Phys. A 163 (1990), 71-84. MR 1043640 (90m:82038)
- [DF]
- L. Dubins and D. A. Freedman, Random distribution functions, Bull. Amer. Math. Soc. 69 (1963), 548-551. MR 0149522 (26:7008)
- [DG]
- F. M. Dekking and G. R. Grimmett, Superbranching processes and projections of random Cantor sets, Probab. Theory Related Fields 78 (1988), 335-355. MR 949177 (89f:60099)
- [DL]
- R. Durrett and T. M. Liggett, Fixed points of the smoothing transformation, Z. Wahr. Verw. Geb. 64 (1983), 275-301. MR 716487 (85e:60059)
- [DM]
- F. M. Dekking and R. W. J. Meester, On the structure of Mandelbrot's percolation process and other random Cantor sets, J. Stat. Phys. 58 (1990), 1109-1126. MR 1049059 (91c:60140)
- [F]
- K. Falconer, The multifractal spectrum of statistically self-similar measures, preprint. MR 1284660 (95m:60076)
- [GMW]
- S. Graf, D. Mauldin, and S. Williams, The exact Hausdorff dimension in random recursive constructions, Mem. Amer. Math. Soc., vol. 71, Amer. Math. Soc., Providence, RI, 1987. MR 920961 (88k:28010)
- [GW]
- V. K. Gupta and E. Waymire, A statistical analysis of mesoscale rainfall as a random cascade, J. Appl. Meteor. 32 (1993), 251-267.
- [HL]
- R. Holley and T. M. Liggett, Generalized potlatch and smoothing processes, Z. Wahr Verw. Geb. 55 (1981), 165-195. MR 608015 (82i:60176)
- [HW]
- R. Holley and E. Waymire, Multifractal dimensions and scaling exponents for strongly bounded random cascades, Ann. Appl. Probab. 2 (1992), 819-845. MR 1189419 (93k:60122)
- [KP]
- J. P. Kahane and J. Peyrière, Sur certaines martingales de Benoît Mandelbrot, Adv. Math. 22 (1976), 131-145. MR 0431355 (55:4355)
- [K1]
- J. P. Kahane, Multiplications aléatoires et dimensions de Hausdorff, Ann. Inst. Poincaré 23 (1987), 289-296. MR 898497 (88h:60100)
- [K2]
- -, Positive Martingales and random measures, Chinese Ann. Math. 8 (1987), 1-12. MR 886744 (88j:60098)
- [K3]
- -, Random multiplications, random coverings, and multiplicative chaos, Proceedings of the Special Year in Modern Analysis (E. Berkson, N. Tenney Peck, J. Jerry Uhl, eds.), London Math. Soc. Lect. Notes, vol. 137, Cambridge Univ. Press, London, 1989, pp. 196-255. MR 1009176 (91e:60152)
- [K4]
- -, Produits de poids aléatoires indépendants et applications, Fractal Geometry and Analysis (J. Belair and S. Dubac, eds.), Kluwer Academic Publ., The Netherlands, 1991. MR 1140725
- [KK]
- J. P. Kahane and Y. Katznelson, Décomposition des mesures selon la dimension, Colloq. Math. LVII (1990), 269-279. MR 1060178 (91g:28018)
- [L]
- R. Lyons, Random walks and percolation on trees, Ann. Probab. 18 (1990), 931-958. MR 1062053 (91i:60179)
- [MS]
- C. Meneveau and K. R. Sreenivasan, The multifractal spectrum of the dissipation field in turbulent flows, Nuclear Phys. B (Proc. Suppl.) 2 (1987), 49-76.
- [N]
- Ben Nasr, Mesures aléatores de Mandelbrot associées à des substitutions, C. R. Acad. Sc. Paris Sér. I Math. 304 (1987), 255-258. MR 882783 (88b:60124)
- [O]
- L. Olsen, Random geometrically graph directed self-similar multifractals, Mem. Amer. Math. Soc. (to appear). MR 1297123 (95j:28006)
- [PW]
- S. Pekham and E. Waymire, On a symmetry of turbulence, Comm. Math. Phys 147 (1991), 365-370. MR 1174418 (93c:76053)
- [P]
- J. Peyrière, Calculs de dimensions de Hausdorff, Duke Math. J. 44 (1977), 591-601. MR 0444911 (56:3257)
- [Pr]
- C. Preston, Gibbs states on countable sets, Cambridge Univ. Press, London, 1974. MR 0474556 (57:14194a)
- [S]
- L. Shepp, Covering the line with random intervals, Z. Wahr. Verw. Geb. 23 (1972), 163-170. MR 0322923 (48:1284)
- [Sp]
- F. Spitzer, Markov random fields on an infinite tree, Ann. Probab. 3 (1975), 387-398. MR 0378152 (51:14321)
- [TLS]
- Y. Tessier, S. Lovejoy, and D. Schertzer, Universal multifractals: Theory and observation for rain and clouds, J. Appl. Meteor. 32 (1993), 223-250.
- [WW1]
- E. Waymire and S. C. Williams, Markov cascades, preprint. MR 1601698 (99k:60093)
- [WW2]
- -, Multiplicative cascades : Dimension spectra and dependence, Preprint presented at Colloque en l'honneur de J.-P. Kahane (June 28 - July 3, 1993), Université de Paris-Sud, Orsay, France.
- [WW3]
- -, A cascade decomposition theory with applications to Markov and exchangeable cascades, preprint.
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Additional Information
DOI:
http://dx.doi.org/10.1090/S0273-0979-1994-00521-X
PII:
S 0273-0979(1994)00521-X
Keywords:
Martingale,
Hausdorff dimension,
tree,
random measure
Article copyright:
© Copyright 1994 American Mathematical Society
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