Multifractality of Multiplicative Cascades: a Diffusive Point of View

Abstract

Two of my favorite papers of Ed Waymire’s study the multifractality of the multiplicative cascade measures on trees, i.e. a quantification of the size of points around which the random cascade measure has a pre-specified local scaling behavior. I’ll discuss how ideas from these papers influence an inprogress multifractal analysis of a random measure coming from the Circular-Beta ensemble of random matrix theory (joint with Raoul Normand), and an earlier attempt of myself and Ben Rifkind to rederive multifractality results for multiplicative cascades from a stochastic calculus point of view.