Statistics of multifractal processes using the maximum entropy method

Details Statistics of multifractal processes using the maximum entropy method Statistics of multifractal processes using the maximum entropy method

Sep 2011

adsabs.harvard.edu/cgi-bin/nph-data_query?bibcode=2011georl..3817405n&link_type=abstract

Geophysical Research Letters, Volume 38, Issue 17, CiteID L17405

Physics

Geophysics

Natural Hazards: Statistical Analysis (1984, 1986), Nonlinear Geophysics: Fractals And Multifractals, Oceanography: Physical: Topographic/Bathymetric Interactions

Scientific paper

We have demonstrated that the maximum entropy (ME) principle can be used as a general inference algorithm to derive the probability distributions at different scales of a multifractal process characterized by its scaling properties such as multiscaling moments and geometric mean. In a case study, the ME distributions of topography have been tested using wavelet analysis.

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