An extension of a functional equation of Poincaré and Mandelbrot
From MaRDI portal
Publication:700540
DOI10.4310/AJM.2002.v6.n1.a8zbMath1015.60006MaRDI QIDQ700540
Publication date: 22 October 2002
Published in: The Asian Journal of Mathematics (Search for Journal in Brave)
asymptotic properties; Bellman-Harris processes; Galton-Watson processes; branching random walks; multiplicative cascades; Mandelbrot functional equation; Poincaré functional equation
60E10: Characteristic functions; other transforms
60E05: Probability distributions: general theory
60J80: Branching processes (Galton-Watson, birth-and-death, etc.)
Related Items
Log-normal continuous cascade model of asset returns: aggregation properties and estimation, Continuous cascade models for asset returns, Convergence of complex multiplicative cascades, Multifractal analysis in a mixed asymptotic framework, Necessary and sufficient conditions for unique solution to functional equations of Poincaré type, Extreme values and fat tails of multifractal fluctuations