Abstract
Given the use of multiplicative cascades for the construction of multifractal measures, combined with the difficulty of obtaining the probability distribution function of a cascade generator from a realization thereof, it becomes important to develop mathematical tools to estimate the generator distributions. We are herein devising a method of obtaining the probability distribution of weights in a one-dimensional, binary multiplicative cascade, using its binary breakdown coefficients. Confirmation is provided by numerical simulations, and the method is applied to rainfall intensity time series.
Published Version
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