Fractional multiplicative processes

DOI10.1214/08-AIHP198zbMath1201.60035arXiv0902.2902OpenAlexW2027706594MaRDI QIDQ985348

Julien Barral, Benoit B. Mandelbrot

Publication date: 21 July 2010

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0902.2902

zbMATH Keywords

Brownian motionmartingalesHausdorff dimensioncentral limit theoremfractalsrandom functionslaws stable under random weighted mean

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17) Hausdorff and packing measures (28A78)

Related Items (8)

The Weighted Branching Process ⋮ Imaginary multiplicative chaos: moments, regularity and connections to the Ising model ⋮ On the estimation of the large deviations spectrum ⋮ A uniform dimension result for two-dimensional fractional multiplicative processes ⋮ Uniform convergence for complex [0,1-martingales] ⋮ Convergence of complex multiplicative cascades ⋮ Stochastic fixed-point equations ⋮ Density of imaginary multiplicative chaos via Malliavin calculus

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