Why study multifractal spectra?

Peter Morters

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

We show by three simple examples how multifractal spectra can enrich our understanding of stochastic processes. The first example concerns the problem of describing the speed of fragmentation in a stick-breaking process, the second concerns the nature of a phase transition in a simple model of statistical mechanics, and the third example discusses the speed of emergence in Kingman’s coalescent.
Original languageEnglish
Title of host publicationTrends in Stochastic Analysis: A Festschrift in Honour of Heinrich v. Weizsäcker.
EditorsJ Blath, Peter Morters, M Scheutzow
PublisherCambridge University Press
Pages99-120
Number of pages22
Volume353
Publication statusPublished - 2009

Publication series

NameThe London Mathematical Society Lecture Notes Series 353
PublisherCambridge University Press

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Morters, P. (2009). Why study multifractal spectra? In J. Blath, P. Morters, & M. Scheutzow (Eds.), Trends in Stochastic Analysis: A Festschrift in Honour of Heinrich v. Weizsäcker. (Vol. 353, pp. 99-120). (The London Mathematical Society Lecture Notes Series 353). Cambridge University Press.