Limit theorems for Mandelbrot's multiplicative cascades

Annals of Applied Probability

Volumn 10, Issue 1, 2000, Pages 218-239

  Liu, Quansheng ^a   Rouault, Alain ^b  

^a UNIVERSITÉ DE RENNES 1   (France)

^b UNIVERSITÉ DE VERSAILLES SAINT QUENTIN EN YVELINES   (France)

Author keywords

Central limit theorem; Convergence of moment generating function; Large deviations; Law of large numbers; Mandelbrot's martingales; Self similar cascades

Indexed keywords

EID: 0034344298     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1019737670     Document Type: Article

References (19)

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