Local fluctuations of critical Mandelbrot cascades
Probability
2018-05-23 v4
Abstract
We investigate so-called generalized Mandelbrot cascades at the freezing (critical) temperature. It is known that, after a proper rescaling, a~sequence of multiplicative cascades converges weakly to some continuous random measure. Our main question is how the limiting measure fluctuates. For any given point , denoting by the ball of radius centered around , we present optimal lower and upper estimates of as .
Keywords
Cite
@article{arxiv.1604.03328,
title = {Local fluctuations of critical Mandelbrot cascades},
author = {Dariusz Buraczewski and Piotr Dyszewski and Konrad Kolesko},
journal= {arXiv preprint arXiv:1604.03328},
year = {2018}
}
Comments
27 pages