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Statistics of multifractal processes using the maximum entropy method
Author(s) -
Nieves V.,
Wang J.,
Bras R. L.
Publication year - 2011
Publication title -
geophysical research letters
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.007
H-Index - 273
eISSN - 1944-8007
pISSN - 0094-8276
DOI - 10.1029/2011gl048716
Subject(s) - multifractal system , principle of maximum entropy , statistical physics , wavelet , scaling , mathematics , probability and statistics , entropy (arrow of time) , probability distribution , inference , statistics , physics , fractal , mathematical analysis , computer science , geometry , artificial intelligence , thermodynamics
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.