We describe a formalism that allows us to study space (or time)-scalecorrelations in multiscale processes. This method, based on the continuous wavelet transform, is particularly well suited to study multiplicative r...
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ISBN:
(纸本)0819437646
We describe a formalism that allows us to study space (or time)-scalecorrelations in multiscale processes. This method, based on the continuous wavelet transform, is particularly well suited to study multiplicative random cascades for which the correlationfunctions take very simple expressions. This two-point space-scale statistical analysis is illustrated on synthetic multifractal signals and then applied to financial time series and fully developed turbulence data.
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