A general decomposition theory for random cascades
Probability
2009-09-25 v1
Abstract
This announcement describes a probabilistic approach to cascades which, in addition to providing an entirely probabilistic proof of the Kahane-Peyri\`ere theorem for independent cascades, readily applies to general dependent cascades. Moreover, this unifies various seemingly disparate cascade decompositions, including Kahane's T-martingale decomposition and dimension disintegration.
Cite
@article{arxiv.math/9410222,
title = {A general decomposition theory for random cascades},
author = {Edward C. Waymire and Stanley C. Williams},
journal= {arXiv preprint arXiv:math/9410222},
year = {2009}
}
Comments
7 pages