Extension of the lognormal multifractal limit theorem
Extension of the lognormal multifractal limit theorem
Let be the lognormal multifractal random measure with parameter , and let the extended singular integral be defined, for and continuous , by
Let and denote the unique constant and bounded function characterized by the limiting equations of Theorem 3, and let be the probability measure whose Stieltjes transform is . Extension conjecture. Theorem 3 should hold in the lognormal multifractal case for all , and the limiting equations should be obtained from those of the regularized theorem with as .
This would extend the main limiting characterization beyond the small-intermittency range required by the paper's proofs, using the extended definition of the singular integral.
Sources & referencesView supporting material
Primary source
Romain Allez, Rémi Rhodes and Vincent Vargas, “Marchenko Pastur type theorem for independent MRW processes: convergence of the empirical spectral measure”, arXiv:1106.5891 (2012).
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