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scientific article; zbMATH DE number 2127747

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Publication:3154696
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zbMATH Open1057.60025MaRDI QIDQ3154696FDOQ3154696


Authors: Alain Rouault Edit this on Wikidata


Publication date: 14 January 2005



Title of this publication is not available (Why is that?)



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


zbMATH Keywords

Gibbs conditioning principleMandelbrot's multiplicative cascadeSanov type theorem


Mathematics Subject Classification ID

Large deviations (60F10)



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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