Positive martingales and random measures

From MaRDI portal
Publication:1098166

zbMath0636.60049MaRDI QIDQ1098166

Jean-Pierre Kahane

Publication date: 1987

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)




Related Items (42)

Densities of some Poisson \(\mathbf T\)-martingales and random covering numbersOn the multifractal analysis of a non-standard branching random walkMellin transform of the limit lognormal distributionRandom $p$-adic Riesz products: Continuity, singularity, and dimensionAbsolute continuity of one-sided random translationsCovering numbers of different points in Dvoretzky coveringThe singularity spectrum of Lévy processes in multifractal timeOn Barnes beta distributions and applications to the maximum distribution of the 2D Gaussian free fieldRandom cutout sets with spatially inhomogeneous intensitiesMultifractal scaling of products of birth-death processesA family of probability distributions consistent with the DOZZ formula: towards a conjecture for the law of 2D GMCMultifractal analysis of infinite products of stationary jump processesA general decomposition theory for random cascadesTrigonometric multiplicative chaos and applications to random distributionsOn the exact dimension of Mandelbrot measureRandom conformal weldingsIntermittency expansions for limit lognormal multifractalsOn Markov-Mandelbrot martingalesSelf-Similar Sets: Projections, Sections and PercolationA Class of Random Cantor Measures, with ApplicationsA cascade decomposition theory with applications to Markov and exchangeable cascadesMultiperiodic multifractal martingale measures.Hausdorff and packing dimensions of Mandelbrot measureA random covering interpretation for the phase transition of the random energy model.On exact scaling log-infinitely divisible cascadesPoisson point processes, cascades, and random coverings of \(R^ n\)Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processesA theory of intermittency differentiation of 1D infinitely divisible multiplicative chaos measuresSpatially independent martingales, intersections, and applicationsA note on moments of limit log-infinitely divisible stochastic measures of Bacry and MuzyOn the limit lognormal and other limit log-infinitely divisible lawsLimsup deviations on treesMultifractality of products of geometric Ornstein-Uhlenbeck-type processesUniform convergence for complex [0,1-martingales] ⋮ Convergence of complex multiplicative cascadesLimit theorems for multifractal products of geometric stationary processesFunctional Feynman-Kac equations for limit lognormal multifractalsTransfinite multifractal dimension spectrumsA review of conjectured laws of total mass of Bacry–Muzy GMC measures on the interval and circle and their applicationsHow many intervals cover a point in Dvoretzky covering?Renewal of singularity sets of random self-similar measuresA relative vectorial multifractal formalism




This page was built for publication: Positive martingales and random measures