Mandelbrot cascades on random weighted trees and nonlinear smoothing transforms

DOI10.4310/AJM.2018.v22.n5.a5zbMath1408.37070arXiv1407.6275OpenAlexW2962958078WikidataQ128963144 ScholiaQ128963144MaRDI QIDQ1621939

Julien Barral, Jacques Peyrière

Publication date: 12 November 2018

Published in: The Asian Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.6275

zbMATH Keywords

dynamical systemsGaussian processescentral limit theoremGalton-Watson treerandom fractalsWasserstein distancemultiplicative cascadessmoothing transformationsMandelbrot martingales

Mathematics Subject Classification ID

Gaussian processes (60G15) Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Sample path properties (60G17) Generation, random and stochastic difference and differential equations (37H10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Functional limit theorems; invariance principles (60F17) Dynamical systems involving maps of trees and graphs (37E25)

Related Items (1)

Box-counting dimension in one-dimensional random geometry of multiplicative cascades

This page was built for publication: Mandelbrot cascades on random weighted trees and nonlinear smoothing transforms