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Multidimensional infinitely divisible cascades
Authors:P Chainais
Institution:(1) LIMOS UMR CNRS 6158-Université Blaise Pascal, 63173 Aubière Cedex, France
Abstract:The framework of infinitely divisible scaling was first developed to analyse the statistical intermittency of turbulence in fluid dynamics. It also reveals a powerful tool to describe and model various situations including Internet traffic, financial time series, textures ... A series of recent works introduced the infinitely divisible cascades in 1 dimension, a family of multifractal processes that can be easily synthesized numerically. This work extends the definition of infinitely divisible cascades from 1 dimension to d dimensions in the scalar case. Thus, a class of models is proposed both for data analysis and for numerical simulation in dimension d≥1. In this article, we give the definitions and main properties of infinitely divisible cascades in d dimensions. Then we focus on the modelling of statistical intermittency in turbulent flows. Several other applications are considered.
Keywords:02  50  Ey Stochastic processes  05  45  Df  Fractals  47  53  +n Fractals in fluid dynamics  47  27  E- Turbulence simulation and modelling
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