Weighted moments for Mandelbrot's martingales

DOI10.1214/ECP.V20-4443zbMATH Open1335.60062MaRDI QIDQ894514FDOQ894514

Authors: Xingang Liang, Quansheng Liu 

Publication date: 1 December 2015

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

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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)

Cited In (4)

• 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
• Regular variation of fixed points of the smoothing transform
• Convergence of complex martingale for a branching random walk in a time random environment

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