EGU23-10237
https://doi.org/10.5194/egusphere-egu23-10237
EGU General Assembly 2023
© Author(s) 2023. This work is distributed under
the Creative Commons Attribution 4.0 License.

Breakdown coefficients of multiplicative cascades having asymmetrically distributed generators with bounded essential range 

César Aguilar Flores and Alin Andrei Carsteanu
César Aguilar Flores and Alin Andrei Carsteanu
  • Instituto Politécnico Nacional (IPN), Escuela Superior de Física y Matemáticas (ESFM), México, CDMX, Mexico (cesaraguilarflores12@gmail.com)

In previous work [Aguilar Flores et al., Stoch. Environ. Res. Risk Assess. (2021) 35: 1681-1687], distributional convergence of breakdown coefficients (BDCs) to symmetric probability distribution functions of weights in discrete-scale multiplicative cascades has been shown. Asymmetric weights distributions, however, cannot become the limiting functions of symmetric BDC distributions. A procedure has been devised and is presented herein for the computation of the limiting distributions in the aforementioned cases, involving a convolution that is identified with the first-level BDCs probability distribution, and thereby can be used for the purpose of model validation in otherwise non-ergodic single realizations of multiplicative cascade models.

How to cite: Aguilar Flores, C. and Carsteanu, A. A.: Breakdown coefficients of multiplicative cascades having asymmetrically distributed generators with bounded essential range , EGU General Assembly 2023, Vienna, Austria, 24–28 Apr 2023, EGU23-10237, https://doi.org/10.5194/egusphere-egu23-10237, 2023.