Limit theorems for multiplicative cascades in a random environment
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Publication:1750714
DOI10.11650/TJM/5216zbMath1387.60073OpenAlexW2738212480MaRDI QIDQ1750714
Publication date: 23 May 2018
Published in: Taiwanese Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.twjm/1501120842
law of large numberscentral limit theoremlarge deviationsrandom environmentself-similar cascadesMandelbrot's martingales
Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Large deviations (60F10)
Cites Work
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