Limit theorems for multiplicative processes

DOI10.1023/B:JOTP.0000012003.49768.f6zbMath1039.60035OpenAlexW2073935264MaRDI QIDQ1426860

Alain Rouault, Emmanuel Rio, Quan-sheng Liu

Publication date: 15 March 2004

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:jotp.0000012003.49768.f6

zbMATH Keywords

functional central limit theoremslarge deviationsfunctional law of the iterated logarithmlaws of large numbersrandom measuresself-similar cascadesMandelbrot's martingales

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Functional limit theorems; invariance principles (60F17)

Related Items (3)

Limit theorems for multiplicative cascades in a random environment ⋮ Convergence of complex multiplicative cascades ⋮ Uniform Strong Law of Large Numbers for Random Signed Measures

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