Weighted moments for Mandelbrot's martingales

DOI10.1214/ECP.V20-4443MaRDI QIDQ894514zbMATHFDO

Authors Xingang Liang, Quansheng Liu

Publication date 1 December 2015

Published in Electronic Communications in Probability (Search for Journal in Brave)

zbMATH Keywords

slowly varying functionweighted momentsMandelbrot martingale

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Self-similar stochastic processes (60G18)

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Cited in

(5)

• Moments for multidimensional Mandelbrot cascades
• Large and moderate deviations for a -valued branching random walk with a random environment in time
• Asymptotic properties of a branching random walk with a random environment in time
• Convergence of complex martingale for a branching random walk in a time random environment
• Regular variation of fixed points of the smoothing transform

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