On Markov-Mandelbrot martingales

DOI10.1016/S0021-7824(02)01267-9zbMath1022.60044OpenAlexW2029014286MaRDI QIDQ1406920

Ai-Hua Fan

Publication date: 7 September 2003

Published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0021-7824(02)01267-9

zbMATH Keywords

Hausdorff dimensionGibbs measurerandom measure\(\ell\)-Markov measureMandelbrot cascades

Mathematics Subject Classification ID

Random measures (60G57) Fractals (28A80)

Related Items (4)

Trigonometric multiplicative chaos and applications to random distributions ⋮ Diffusions of multiplicative cascades ⋮ Multifractal analysis in a mixed asymptotic framework ⋮ Convergence of complex multiplicative cascades

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