Showing 1 - 1 of 1
It is shown phenomenologically that the fractional derivative $\xi=D^\alpha u$ of order $\alpha$ of a multifractal function has a power-law tail $\propto |\xi| ^{-p_\star}$ in its cumulative probability, for a suitable range of $\alpha$'s. The exponent is determined by the condition...
Persistent link: https://www.econbiz.de/10005084056