On Markov-Mandelbrot martingales
type: Item
instance of: scholarly article
title: On Markov-Mandelbrot martingales
zbMATH Open document ID: 1022.60044
DOI: 10.1016/S0021-7824(02)01267-9
published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série
publication date: 2003-09-07T00:00:00Z
Mathematics Subject Classification ID: 60G57
Mathematics Subject Classification ID: 28A80
zbMATH DE Number: 1975960
zbMATH Keywords: random measure
zbMATH Keywords: \(\ell\)-Markov measure
zbMATH Keywords: Gibbs measure
zbMATH Keywords: Mandelbrot cascades
zbMATH Keywords: Hausdorff dimension
author: Ai-Hua Fan
MaRDI profile type: Publication
cites work: Moments, continuity, and multifractal analysis of Mandelbrot martingales
cites work: Une extension de l'équation fonctionnelle de B. Mandelbrot
cites work: Q3774656
cites work: Equilibrium states and the ergodic theory of Anosov diffeomorphisms
cites work: Q5822308
cites work: Fixed points of the smoothing transformation
cites work: Q3034635
cites work: RECURRENCE, DIMENSION AND ENTROPY
cites work: Q3729757
cites work: Positive martingales and random measures
cites work: Multiplications aléatoires et dimensions de Hausdorff. (Random multiplications and Hausdorff dimensions)
cites work: Recouvrements aléatoires et théorie du potentiel
cites work: Q4945268
cites work: Sur certaines martingales de Benoit Mandelbrot
cites work: Sur Une Équation Fonctionnelle Et SES Applications: Une Extension Du Théorème De Kesten-Stigum Concernant Des Processus De Branchement
cites work: Intermittent turbulence in self-similar cascades: divergence of high moments and dimension of the carrier
cites work: Q4403134
cites work: Q4403135
cites work: Calculs de dimensions de Hausdorff
cites work: Q4945269
cites work: Q3321154
cites work: Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
cites work: Q3931654
cites work: A cascade decomposition theory with applications to Markov and exchangeable cascades
full work available at URL: s0021-7824(02)01267-9
OpenAlex ID: W2029014286
description: scientific article; zbMATH DE number 1975960