In mathematics, a multiplicative cascade is a
fractal
In mathematics, a fractal is a geometric shape containing detailed structure at arbitrarily small scales, usually having a fractal dimension strictly exceeding the topological dimension. Many fractals appear similar at various scales, as illu ...
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multifractal
A multifractal system is a generalization of a fractal system in which a single exponent (the fractal dimension) is not enough to describe its dynamics; instead, a continuous spectrum of exponents (the so-called singularity spectrum) is needed. ...
distribution of points produced via an iterative and multiplicative
random process
In probability theory and related fields, a stochastic () or random process is a mathematical object usually defined as a family of random variables. Stochastic processes are widely used as mathematical models of systems and phenomena that appe ...
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Definition
The plots above are examples of multiplicative cascade multifractals.
To create these distributions there are a few steps to take. Firstly, we must create a lattice of cells which will be our underlying probability density field.
Secondly, an iterative process is followed to create multiple levels of the lattice: at each iteration the cells are split into four equal parts (cells). Each new cell is then assigned a probability randomly from the set
without replacement, where