Harmonic moments, large and moderate deviation principles for Mandelbrot's cascade in a random environment
DOI10.1016/J.SPL.2018.10.002zbMATH Open1442.60109OpenAlexW2896408529WikidataQ129060295 ScholiaQ129060295MaRDI QIDQ1726892FDOQ1726892
Authors: Xuelian Peng, Yingqiu Li, Quansheng Liu
Publication date: 20 February 2019
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2018.10.002
Recommendations
large deviationsmoderate deviationsrandom environmentbranching random walkharmonic momentsMandelbrot's cascade
Large deviations (60F10) Central limit and other weak theorems (60F05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Processes in random environments (60K37)
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Cited In (6)
- Small deviations in lognormal Mandelbrot cascades
- Delay dynamic double integral inequalities on time scales with applications
- Asymptotic properties for branching random walks with immigration in random environments
- Convergence of complex martingale for a branching random walk in an independent and identically distributed environment
- Moments, large and moderate deviations for branching random walks with immigration in random environments
- Title not available (Why is that?)
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