Two-Point Statistics of Multifractal Measures

C. Meneveau* and A. Chhabra+
Mason Laboratory | Yale University | New Haven, CT 06520
*Present Address: Department of Mechanical Engineering
The Johns Hopkins University | Baltimore, MD 21218
+Present Address: Morgan Stanley | New York, NY


ABSTRACT: The relationship between the f(a) function of a multifractal and the spatial correlations of its singularity strengths is examined. An expression to compute the probability of observing two different singularities a' and a'' within a distance r is derived for measures arising from isotropic random multiplicative processes. the correlation of 's is shown to decay logarithmically with distance. Possible applications to turbulence models are discussed, and the results are illustrated for a binomial measure, where the scaling of two-point correlation functions is shown to exhibit a phase transition.

Physica A, 164, pp. 564-574

DOI: 10.1016/0378-4371(90)90223-F | Full PDF
Copyright © 1990 Published by Elsevier B.V. All rights reserved.

§ Archival Journal Publications: Articles may be downloaded for personal use only!
Any other use requires prior permission of the Author and the Publishers.

 

 

Charles Meneveau, Department of Mechanical Engineering, Johns Hopkins University, 3400 N. Charles Street, Baltimore MD 21218, USA, Phone: 1-410-516-7802, Fax: 1-(410) 516-7254, email: [email protected]

 
Last update: 04/18/2011