Limit theorems for Mandelbrot's multiplicative cascades.

DOI10.1214/aoap/1019737670zbMath1161.60316OpenAlexW2079115850MaRDI QIDQ1578612

Alain Rouault, Quan-sheng Liu

Publication date: 4 September 2000

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1019737670

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Large deviations (60F10)

Related Items (11)

Moments and large deviations for supercritical branching processes with immigration in random environments ⋮ A class of multifractal processes constructed using an embedded branching process ⋮ Trigonometric multiplicative chaos and applications to random distributions ⋮ Diffusions of multiplicative cascades ⋮ Limit distributions for multitype branching processes of \(m\)-ary search trees ⋮ Moments, moderate and large deviations for a branching process in a random environment ⋮ Limit theorems for multiplicative cascades in a random environment ⋮ A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options ⋮ The Hausdorff dimension of a class of random self-similar fractal trees ⋮ Convergence of complex multiplicative cascades ⋮ Noncommutative probability and multiplicative cascades

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