Multiplier phenomenology in random multiplicative cascade processes

Abstract

We demonstrate that the correlations observed in conditioned multiplier distributions of the energy dissipation in fully developed turbulence can be understood as an unavoidable artefact of the observation procedure. Taking the latter into account, all reported properties of both unconditioned and conditioned multiplier distributions can be reproduced by cascade models with uncorrelated random weights if their bivariate splitting function is non-energy conserving. For the alpha-model we show that the simulated multiplier distributions converge to a limiting form, which is very close to the experimentally observed one. If random translations of the observation window are accounted for, also the subtle effects found in conditioned multiplier distributions are precisely reproduced.

4 pages, 3 figures

References in corpus (3)

• The multifractal nature of turbulent energy dissipation
• Analytic multivariate generating function for random multiplicative cascade processes
• Spatial correlations of singularity strengths in multifractal branching processes

Cited by in corpus (12)

• Multifractality in stock indexes: Fact or fiction?
• Scale invariant multiplier and multifractality of absolute returns in stock markets
• Multifractality of Drop Breakup in Air-blast Nozzle Atomization Process
• Optimal subgrid scheme for shell models of turbulence
• Stochastic energy-cascade model for 1+1 dimensional fully developed turbulence
• Statistical properties of user activity fluctuations in virtual worlds
• The Markovian metamorphosis of a simple turbulent cascade model
• Non-Poisson donation behaviors in virtual worlds
• Translationally invariant cumulants in energy cascade models of turbulence
• Random cascade models of multifractality : real-space renormalization and travelling-waves
• A causal continuous-time stochastic model for the turbulent energy cascade in a helium jet flow
• Does randomness in multifractals imply latent dimensions?