Multifractality of Multiplicative Cascades: a Diffusive Point of View


Two of my favorite papers of Ed Waymire’s study the multifractality of the multiplicative cascade measures on trees, i.e. a quantification of the size of points around which the random cascade measure has a pre-specified local scaling behavior. I’ll discuss how ideas from these papers influence an inprogress multifractal analysis of a random measure coming from the Circular-Beta ensemble of random matrix theory (joint with Raoul Normand), and an earlier attempt of myself and Ben Rifkind to rederive multifractality results for multiplicative cascades from a stochastic calculus point of view.

Apr 23, 2018 14:30 MDT — 15:30 MDT
Centro de Investigación en Matemáticas (CIMAT)
De Jalisco s/n, Valenciana, Guanajuato, GTO 36023
Tom Alberts
Tom Alberts
Associate Professor of Mathematics
University of Utah