Dynamics of Mandelbrot Cascades

Simple item page
dc.creatorBarral, Julien
dc.creatorPeyriere, Jacques
dc.creatorWen, Zhi-Ying
dc.date2007-10-10
dc.date.accessioned2026-07-07T08:35:26Z
dc.date.available2026-07-07T08:35:26Z
dc.descriptionMandelbrot 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 version. The limit Gaussian process can also be obtained as limit of an `additive cascade' of independent normal variables.
dc.identifierhttps://arxiv.org/abs/0710.1985
dc.identifierhttp://arxiv.org/abs/0710.1985
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/139744
dc.subjectProbability
dc.subjectDynamical Systems
dc.subject60F05, 60F17, 60G15, 60G17, 60G42, 37C99
dc.titleDynamics of Mandelbrot Cascades
dc.typetext

Files

Collections

arXiv