Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processes (Q945458)

The paper is devoted to the \(L_2\)-convergence of multifractal products of stochastic processes. Depending of the initial processes (normal, gamma, negative inverted gamma) the log-normal, log-gamma and log-negative inverted gamma limit behaviour is shown. The proofs involve the techniques from [\textit{P. Mannersalo, I. Norros} and \textit{R. Riedi}, Adv. Appl. Probab. 34, No. 4, 888--903 (2002; Zbl 1027.60044)].