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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 μ\mu fluctuates. For any given point xx, denoting by Bn(x)B_n(x) the ball of radius 2n2^{-n} centered around xx, we present optimal lower and upper estimates of μ(Bn(x))\mu(B_n(x)) as nn \to \infty.

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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}
}

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27 pages