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Titel |
Bounded lognormal cascades as quasi-multiaffine random processes |
VerfasserIn |
M. Menabde |
Medientyp |
Artikel
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Sprache |
Englisch
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ISSN |
1023-5809
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Digitales Dokument |
URL |
Erschienen |
In: Nonlinear Processes in Geophysics ; 5, no. 2 ; Nr. 5, no. 2, S.63-68 |
Datensatznummer |
250002321
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Publikation (Nr.) |
copernicus.org/npg-5-63-1998.pdf |
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Zusammenfassung |
A new model for simulating non-negative random processes is
developed. The model is based on a bounded random multiplicative cascade with a lognormal
generator with the scale parameter dependent on the number of steps in the cascade. It is
shown, both analytically and numerically, that the simulated field has multiaffine
properties within some restricted range of scales. This type of random processes is
defined here as quasi-multiaffine. A procedure for retrieving the modelling parameters from
real data is also discussed. |
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