Convergence of complex multiplicative cascades
From MaRDI portal
Publication:990377
DOI10.1214/09-AAP665zbMath1221.60028arXiv0812.4557MaRDI QIDQ990377
Xiong Jin, Julien Barral, Benoit B. Mandelbrot
Publication date: 1 September 2010
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0812.4557
functional central limit theoremmultifractalsmultiplicative cascadeslaws stable under random weighted meancontinuous function-valued martingales
Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Martingales with continuous parameter (60G44) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17) Hausdorff and packing measures (28A78)
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