Abstract
The iteration of random multiplications yields new random functions that are interesting theoretically and practically. For example, they represent intermittent turbulence, M 1974f{N15}, and the distribution of minerals. This paper also generalizes the stable random variables: Lévy’s criterion of invariance under non-random averaging is replaced by the criterion of invariance under randomly weighted averaging.
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© 1999 Benoit B. Mandelbrot
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Mandelbrot, B.B. (1999). Iterated random multiplications and invariance under randomly weighted averaging. In: Multifractals and 1/ƒ Noise. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-2150-0_16
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DOI: https://doi.org/10.1007/978-1-4612-2150-0_16
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4612-7434-6
Online ISBN: 978-1-4612-2150-0
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