Small deviations in lognormal Mandelbrot cascades
نویسندگان
چکیده
منابع مشابه
Dynamics of Mandelbrot Cascades
Mandelbrot multiplicative cascades provide a construction of a dynamical system on a set of probability measures defined by inequalities on moments. To be more specific, beyond the first iteration, the trajectories take values in the set of fixed points of smoothing transformations (i.e., some generalized stable laws). Studying this system leads to a central limit theorem and to its functional ...
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ژورنال
عنوان ژورنال: Electronic Communications in Probability
سال: 2020
ISSN: 1083-589X
DOI: 10.1214/17-ecp85