scientific article; zbMATH DE number 3438200

zbMATH Open0278.60082MaRDI QIDQ4404249FDOQ4404249

Authors: Jacques Peyrière 

Publication date: 1974

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

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Cited In (24)

• The strong Malthusian behavior of growth-fragmentation processes
• Sur certaines martingales de Benoit Mandelbrot
• \(N\)-branching random walk with \(\alpha\)-stable spine
• Gaussian multiplicative chaos and KPZ duality
• Critical Mandelbrot cascades
• Gaussian multiplicative chaos and applications: a review
• Exact dimensionality and projection properties of Gaussian multiplicative chaos measures
• The multifractal spectrum of statistically self-similar measures
• A simple method to find all solutions to the functional equation of the smoothing transform
• Self-Similar Sets: Projections, Sections and Percolation
• On the trajectory of an individual chosen according to supercritical Gibbs measure in the branching random walk
• Asymptotic of the maximal displacement in a branching random walk
• On the barrier problem of branching random walk in a time-inhomogeneous random environment
• On the derivative martingale in a branching random walk
• Dynamics of Mandelbrot cascades
• The singularity spectrum of Lévy processes in multifractal time
• Anomalous spreading in reducible multitype branching Brownian motion
• High values of disorder-generated multifractals and logarithmically correlated processes
• Maximal displacement of a supercritical branching random walk in a time-inhomogeneous random environment
• Infinitely ramified point measures and branching Lévy processes
• Maximal displacement of a branching random walk in time-inhomogeneous environment
• Total number of births on the negative half-line of the binary branching Brownian motion in the boundary case
• Maximum of branching Brownian motion in a periodic environment
• A necessary and sufficient condition for the convergence of the derivative martingale in a branching Lévy process

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