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Limit theorems for multifractal products of random fields

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posted on 2024-01-19, 01:43 authored by Illia DonhauzerIllia Donhauzer, Andriy OlenkoAndriy Olenko
This paper investigates asymptotic properties of multifractal products of random fields and multidimensional multifractal measures. The obtained limit theorems provide sufficient conditions for the convergence of cumulative fields in the spaces Lq. New results on the rate of convergence of cumulative fields are presented. Simple unified conditions for the limit theorems and the calculation of the Rényi function are given. They are less restrictive than those in the known one-dimensional results. The developed methodology is also applied to multidimensional multifractal measures. Finally, an application to a new class of examples of geometric φ-sub-Gaussian random fields is presented. In this case, the general assumptions have a simple form and can be expressed in terms of covariance functions only.

Funding

This research was partially supported under the Australian Research Council's Discovery Projects funding scheme (project number DP220101680) .

History

Publication Date

2024-03-01

Journal

Journal of Mathematical Analysis and Applications

Volume

531

Issue

1, Part 2

Article Number

127888

Pagination

32p.

Publisher

Elsevier

ISSN

0022-247X

Rights Statement

© 2023 The Author(s). Published by Elsevier Inc. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).

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