Weighted moments for Mandelbrot's martingales

DOI10.1214/ECP.V20-4443MaRDI QIDQ894514zbMATH OpenFDO

Authors Xingang Liang, Quansheng Liu

Publication date 1 December 2015

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

Full work available at URL https://doi.org/10.1214/ECP.V20-4443

zbMATH Keywords

Mandelbrot martingaleslowly varying functionweighted moments

Mathematics Subject Classification ID

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

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Cited in

(9)

• Moments, continuity, and multifractal analysis of Mandelbrot martingales
• 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
• Moments for multidimensional Mandelbrot cascades
• Sur certaines martingales de Mandelbrot
• Large and moderate deviations for a -valued branching random walk with a random environment in time
• The extremal position of a branching random walk on the general linear group
• A.s. convergence rate for Mandelbrot’s cascade in a random environment

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