Asymptotic properties and absolute continuity of laws stable by random weighted mean.

DOI10.1016/S0304-4149(01)00092-8zbMath1058.60068OpenAlexW2045904790MaRDI QIDQ1765995

Publication date: 25 February 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(01)00092-8

zbMATH Keywords

branching processes martingales functional equations support absolute continuity branching random walks multiplicative cascades smoothing processes Crump-Mode-Jagers left tails moments of negative orders decay rate of characteristic function

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Characteristic functions; other transforms (60E10) Random measures (60G57) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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