An extension of a functional equation of Poincaré and Mandelbrot

DOI10.4310/AJM.2002.v6.n1.a8zbMath1015.60006MaRDI QIDQ700540

Quan-sheng Liu

Publication date: 22 October 2002

Published in: The Asian Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

asymptotic propertiesBellman-Harris processesGalton-Watson processesbranching random walksmultiplicative cascadesMandelbrot functional equationPoincaré functional equation

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (6)

Extreme values and fat tails of multifractal fluctuations ⋮ Continuous cascade models for asset returns ⋮ Necessary and sufficient conditions for unique solution to functional equations of Poincaré type ⋮ Multifractal analysis in a mixed asymptotic framework ⋮ Log-normal continuous cascade model of asset returns: aggregation properties and estimation ⋮ Convergence of complex multiplicative cascades

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