The influence of statictical fluctuations on the identification of various random cascade models
Wei Zhong · Journal of Central China Normal University · 2002
Recently, a scheme for the identification of various random cascade mechanisms using two specific correlation patterns is proposed in literature. That paper further discused this important problem with the stress on the influence of statistical fluctuations. It studies the problems of empty bin and probability conservation, which will be present in the application of this scheme to real data analysis in some detail and proposes the methods for solving these problems. It finally analyses the influence of statictical fluctuations on the identification of various random cascade models.