most citedMultifractal scaling of products of birth--death processes

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math.ST2009★ 9 cited

Multifractal scaling of products of birth--death processes

Vo V. Anh, Nikolai N. Leonenko, Narn-Rueih Shieh

We investigate the scaling properties of products of the exponential of birth--death processes with certain given marginal discrete distributions and covariance structures. The con…