Dynamics of Mandelbrot cascades

DOI10.1007/s00440-008-0156-8zbMath1190.60012arXiv0710.1985OpenAlexW1966771429MaRDI QIDQ2391172

Julien Barral, Jacques Peyrière, Zhi-Ying Wen

Publication date: 24 July 2009

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0710.1985

zbMATH Keywords

dynamical systemsGaussian processesrandom fractalsmultiplicative cascadesMandelbrot martingalesadditive cascadesfunction central limit theorem

Mathematics Subject Classification ID

Gaussian processes (60G15) Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Sample path properties (60G17) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Multifractal scenarios for products of geometric Lévy-based stationary models ⋮ Limit theorems for multifractal products of geometric stationary processes

Cites Work

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• On generalized multiplicative cascades
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• Fixed points of the smoothing transformation
• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
• Continuity of the multifractal spectrum of a random statistically self-similar measure

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