Features arising from randomly multiplicative measures

Multifractal systems usually have singularity spectra defined on bounded sets of H\"older exponents. As a consequence, their associated multifractal scaling exponents are expected to depend linearly upon statistical moment orders at high enough orders -- a phenomenon referred to as the {\it{linearization effect}}. Motivated by general ideas taken from models of turbulent intermittency and focusing on the case of two-dimensional systems, we investigate the issue within the fra...

The numerical experiments of turbulence conducted by Gotoh et al. are analyzed precisely with the help of the formulae for the scaling exponents of velocity structure function and for the probability density function (PDF) of velocity fluctuations. These formulae are derived by the present authors with the multifractal aspect based on the statistics that are constructed on the generalized measures of entropy, i.e., the extensive R\'{e}nyi's or the non-extensive Tsallis' entro...

A Gibbs-like approach for simultaneous multi-scale correlation functions in random, time-dependent, multiplicative processes for the turbulent energy cascade is investigated. We study the optimal log-normal Gibbs-like distribution able to describe the subtle effects induced by non-trivial time dependency on both single-scale (structure functions) and multi-scale correlation functions. We provide analytical expression for the general multi-scale correlation functions in terms ...

In this article, we construct two families of nonsymmetrical multifractal fields. One of these families is used for the modelization of the velocity field of turbulent flows.

The probability density functions measured by Lewis and Swinney for turbulent Couette-Taylor flow, observed by Bodenschatz and co-workers in the Lagrangian measurement of particle accelerations and those obtained in the DNS by Gotoh et al. are analyzed in excellent agreement with the theoretical formulae derived with the multifractal analysis, a unified self-consistent approach based on generalized entropy, i.e., the Tsallis or the Renyi entropy. This analysis rests on the in...

We define a large class of continuous time multifractal random measures and processes with arbitrary log-infinitely divisible exact or asymptotic scaling law. These processes generalize within a unified framework both the recently defined log-normal Multifractal Random Walk (MRW) [Bacry-Delour-Muzy] and the log-Poisson "product of cynlindrical pulses" [Barral-Mandelbrot]. Our construction is based on some ``continuous stochastic multiplication'' from coarse to fine scales tha...

The appearance of vortex filaments, the power-law dependence of velocity and vorticity correlators and their multiscaling behavior are derived from the Navier-Stokes equation. This is possible due to interpretation of the Navier-Stokes equation as an equation with multiplicative noise, and remarkable properties of random matrix products.

In the context of random multiplicative energy cascade processes, we derive analytical expressions for translationally invariant one- and two-point cumulants in logarithmic field amplitudes. Such cumulants make it possible to distinguish between hitherto equally successful cascade generator models and hence supplement lowest-order multifractal scaling exponents and multiplier distributions.

In this paper, we provide a simple, ``generic'' interpretation of multifractal scaling laws and multiplicative cascade process paradigms in terms of volatility correlations. We show that in this context 1/f power spectra, as observed recently by Bonanno et al., naturally emerge. We then propose a simple solvable ``stochastic volatility'' model for return fluctuations. This model is able to reproduce most of recent empirical findings concerning financial time series: no correl...

We use singular value decomposition techniques to generalize the wavelet transform modulus maxima method to the multifractal analysis of vector-valued random fields. The method is calibrated on synthetic multifractal 2D vector measures and monofractal 3D fractional Brownian vector fields. We report the results of some application to the velocity and vorticity fields issued from 3D isotropic turbulence simulations. This study reveals the existence of an intimate relationship b...