Stochastic discrete scale invariance: renormalization group operators and iterated function systems

Abstract

Abstract We revisit here the notion of discrete scale invariance. Initially defined for signal indexed by the positive reals, we present a generalized version of discrete scale invariant signals relying on a renormalization group approach. In this view, the signals are seen as fixed point of a renormalization operator acting on a space of signal. We recall how to show that these fixed point present discrete scale invariance. As an illustration we use the random iterated function system as generators of random processes of the interval that are dicretely scale invariant

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