1993/08/07 by Antonio O. Bouzas, Antonio Bouzas
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Theoretical and Computational Physics #hep-ph
paper · pdf · doi:10.1007/bf01957775
published as Z. Phys. C64 (1994) 665-674 · 20 pages, UCLA93/TEP/28
arxiv created 1993/08/07 · openalex publication_date 1994/12/01 · arxiv updated 2009/11/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/29
We study the intermittency properties of two branching processes, one with a uniform and another with a singular splitting kernel. The asymptotic intermittency indices, as well as the leading corrections to the asymptotic linear regime are explicitly computed in an analytic framework. Both models are found to possess a monofractal spectrum with φq=q-1. Relations with previous results are discussed.