scientific article; zbMATH DE number 2127747

MaRDI QIDQ3154696zbMATH OpenFDO

Authors Alain Rouault

Publication date 14 January 2005

zbMATH Keywords

Gibbs conditioning principleMandelbrot's multiplicative cascadeSanov type theorem

Mathematics Subject Classification ID

Large deviations (60F10)

Recommendations

• Limit theorems for Mandelbrot's multiplicative cascades.
• Harmonic moments, large and moderate deviation principles for Mandelbrot's cascade in a random environment
• Limit theorems for multiplicative cascades in a random environment
• Small deviations in lognormal Mandelbrot cascades
• LARGE DEVIATIONS OF MULTIFRACTAL MEASURES

Cited in

(4)

• Harmonic moments, large and moderate deviation principles for Mandelbrot's cascade in a random environment
• Large deviations for dynamical fluctuations of open Markov processes, with application to random cascades on trees
• Small deviations in lognormal Mandelbrot cascades
• LARGE DEVIATIONS OF MULTIFRACTAL MEASURES

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