Moments for multidimensional Mandelbrot cascades

be the multi-dimensional Mandelbrot's martingale defined as sums of products of random matrixes indexed by nodes of a Galton-Watson tree plus an appropriate vector. Its limit

m a t h b f Y

is a solution of the equation above. For

a l p h a > 1

, we show respectively a sufficient condition and a necessary condition for

m a t h b b E | m a t h b f Y |^{a} l p h a i n (0, i n f t y)

. Then for a non-degenerate solution

m a t h b f Z

of the equation above, we show the decay rates of

m a t h b b E e^{- m a t h b f t c d o t m a t h b f Z}

as

| m a t h b f t | i g h t a r r o w i n f t y

and those of the tail probability

m a t h b b P (m a t h b f y c d o t m a t h b f Z l e q x)

as

x i g h t a r r o w 0

for given

m a t h b f y = (y^{1}, c d o t s, y^{p}) i n m a t h b b R_{+}^{p}

, and the existence of the harmonic moments of

m a t h b f y c d o t m a t h b f Z

. As application, these above results about the moments (of positive and negative orders) of

m a t h b f Y

are applied to a special multitype branching random walk. Moreover, for the case where all the vectors and matrixes of the equation above are complex, a sufficient condition for the

L^{a} l p h a

convergence and the

a l p h a

th-moment of the Mandelbrot's martingale

m a t h b f Y_{n}

is also established.

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