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Statistics in the p-model

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  • Materassi, Massimo
  • Wernik, Andrzej W.
  • Yordanova, Emiliya

Abstract

The p-model is a mathematical construction largely applied in physics to construct intermittent distributions on a real interval and in general to study diadic branching processes (cascades). The model produces a hierarchy of 1d distributions u(n) with n=0,1,2,…, referred to as generations, that may be used to mimic natural irregular signals at different scales. Here we study the correlation between two p-model generations u(m) and u(n) analytically, as well as the skewness and flatness of the values u(n)(x) as depending on the generation indices m and n.

Suggested Citation

  • Materassi, Massimo & Wernik, Andrzej W. & Yordanova, Emiliya, 2006. "Statistics in the p-model," Chaos, Solitons & Fractals, Elsevier, vol. 30(3), pages 642-655.
    • Handle: RePEc:eee:chsofr:v:30:y:2006:i:3:p:642-655
    DOI: 10.1016/j.chaos.2005.11.089
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    References listed on IDEAS

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