Dynamics of Mandelbrot cascades

DOI10.1007/S00440-008-0156-8MaRDI QIDQ2391172zbMATH OpenOpenAlexFDO

Authors Julien Barral, Jacques Peyrière, Zhi-Ying Wen

Publication date 24 July 2009

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0710.1985

zbMATH Keywords

Gaussian processesdynamical systemsmultiplicative cascadesrandom fractalsMandelbrot martingalesadditive cascadesfunction central limit theorem

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) Functional limit theorems; invariance principles (60F17) Sample path properties (60G17) Self-similar stochastic processes (60G18)

Abstract: Mandelbrot multiplicative cascades provide a construction of a dynamical system on a set of probability measures defined by inequalities on moments. To be more specific, beyond the first iteration, the trajectories take values in the set of fixed points of smoothing transformations (i.e., some generalized stable laws). Studying this system leads to a central limit theorem and to its functional version. The limit Gaussian process can also be obtained as limit of an `additive cascade' of independent normal variables.

Recommendations

• Mandelbrot cascades and related topics
• On multidimensional Mandelbrot cascades
• Critical Mandelbrot cascades
• An introduction to Mandelbrot cascades
• THE DYNAMICS OF FRACTALS
• Moments for multidimensional Mandelbrot cascades
• scientific article; zbMATH DE number 5013083
• The fabulous destiny of Mandelbrot cascades
• scientific article; zbMATH DE number 1424077
• https://www.lhscientificpublishing.com/Journals/DNC-Download.aspx?volume=2021&issue=2

Cites work

• scientific article; zbMATH DE number 3434889 (Why is no real title available?)
• scientific article; zbMATH DE number 3438200 (Why is no real title available?)
• scientific article; zbMATH DE number 3433282 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Continuity of the multifractal spectrum of a random statistically self-similar measure
• Fixed points of the smoothing transformation
• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
• Intermittent turbulence in self-similar cascades: divergence of high moments and dimension of the carrier
• On generalized multiplicative cascades
• Sur certaines martingales de Benoit Mandelbrot
• Sur une extension de la notion de loi semi-stable. (On an extension of the notion of semi-stable law)

Cited in

(17)

• Critical Mandelbrot cascades
• Small deviations in lognormal Mandelbrot cascades
• Diffusions of multiplicative cascades
• Mandelbrot cascades on random weighted trees and nonlinear smoothing transforms
• Multifractal scenarios for products of geometric Lévy-based stationary models
• An introduction to Mandelbrot cascades
• The fabulous destiny of Mandelbrot cascades
• Mandelbrot cascades and related topics
• Limit theorems for multiplicative cascades in a random environment
• Local fluctuations of critical Mandelbrot cascades
• Limit theorems for multifractal products of geometric stationary processes
• Mandelbrot cascade measures independent of branching parameter
• NONANALYTIC DYNAMICS FOR GENERATING THE MANDELBROT SET: A TUTORIAL
• Convergence of complex multiplicative cascades
• On normalized multiplicative cascades under strong disorder
• On multidimensional Mandelbrot cascades
• scientific article; zbMATH DE number 1424077 (Why is no real title available?)

This page was built for publication: Dynamics of Mandelbrot cascades

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2391172)