TY - JOUR
T1 - Breakdown coefficient statistics in binary multiplicative cascades
AU - Aguilar-Flores, César
AU - Rocha-Martínez, José María
AU - Carsteanu, Alin Andrei
N1 - Publisher Copyright:
© 2021, The Author(s), under exclusive licence to Springer-Verlag GmbH, DE part of Springer Nature.
PY - 2021/8
Y1 - 2021/8
N2 - Given the use of multiplicative cascades for the construction of multifractal measures, combined with the difficulty of obtaining the probability distribution function of a cascade generator from a realization thereof, it becomes important to develop mathematical tools to estimate the generator distributions. We are herein devising a method of obtaining the probability distribution of weights in a one-dimensional, binary multiplicative cascade, using its binary breakdown coefficients. Confirmation is provided by numerical simulations, and the method is applied to rainfall intensity time series.
AB - Given the use of multiplicative cascades for the construction of multifractal measures, combined with the difficulty of obtaining the probability distribution function of a cascade generator from a realization thereof, it becomes important to develop mathematical tools to estimate the generator distributions. We are herein devising a method of obtaining the probability distribution of weights in a one-dimensional, binary multiplicative cascade, using its binary breakdown coefficients. Confirmation is provided by numerical simulations, and the method is applied to rainfall intensity time series.
KW - Breakdown coefficients
KW - Cascade
KW - Multifractal
KW - Parameterization
UR - http://www.scopus.com/inward/record.url?scp=85102485448&partnerID=8YFLogxK
U2 - 10.1007/s00477-021-01975-5
DO - 10.1007/s00477-021-01975-5
M3 - Artículo
AN - SCOPUS:85102485448
SN - 1436-3240
VL - 35
SP - 1681
EP - 1687
JO - Stochastic Environmental Research and Risk Assessment
JF - Stochastic Environmental Research and Risk Assessment
IS - 8
ER -