Harmonic moments, large and moderate deviation principles for Mandelbrot's cascade in a random environment

DOI10.1016/j.spl.2018.10.002zbMath1442.60109OpenAlexW2896408529WikidataQ129060295 ScholiaQ129060295MaRDI QIDQ1726892

Xuelian Peng, Quan-sheng Liu, Ying-qiu Li

Publication date: 20 February 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.10.002

zbMATH Keywords

large deviationsrandom environmentmoderate deviationsbranching random walkharmonic momentsMandelbrot's cascade

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Processes in random environments (60K37) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (4)

Delay dynamic double integral inequalities on time scales with applications ⋮ Asymptotic properties for branching random walks with immigration in random environments ⋮ Moments, large and moderate deviations for branching random walks with immigration in random environments ⋮ Convergence of complex martingale for a branching random walk in an independent and identically distributed environment

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