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Mandelbrot 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…

Probability · Mathematics 2007-10-11 Julien Barral , Jacques Peyriere , Zhi-Ying Wen

We study Mandelbrot's multiplicative cascade measures at the critical temperature. As has been recently shown by Barral, Rhodes and Vargas (arXiv:1203.5445), an appropriately normalized sequence of cascade measures converges weakly in…

Probability · Mathematics 2015-06-05 Julien Barral , Antti Kupiainen , Miika Nikula , Eero Saksman , Christian Webb

This paper investigates new properties concerning the multifractal structure of a class of statistically self-similar measures. These measures include the well-known Mandelbrot multiplicative cascades, sometimes called independent random…

Probability · Mathematics 2007-05-23 Julien Barral , Stephane Seuret

We show from a categorical point of view that probability measures on certain measurable or topological spaces arise canonically as the extension of probability distributions on countable sets. We do this by constructing probability monads…

Category Theory · Mathematics 2022-06-23 Ruben Van Belle

We study continuity and discontinuity properties of some popular measure-dimension mappings under some topologies on the space of probability measures in this work. We give examples to show that no continuity can be guaranteed under general…

Dynamical Systems · Mathematics 2020-12-29 Liangang Ma

The familiar cascade measures are sequences of random positive measures obtained on $[0,1]$ via $b$-adic independent cascades. To generalize them, this paper allows the random weights invoked in the cascades to take real or complex values.…

Probability · Mathematics 2010-10-22 Julien Barral , Xiong Jin , Beno\^{ı}t Mandelbrot

We consider complex Mandelbrot multiplicative cascades on a random weigh\-ted tree. Under suitable assumptions, this yields a dynamics $\T$ on laws invariant by random weighted means (the so called fixed points of smoothing transformations)…

Probability · Mathematics 2014-12-24 Julien Barral , Jacques Peyrière

Let $\lambda$ be a probability measure on $\mathbb T^{n-1}$ where $n=2$ or 3. Suppose $\lambda$ is invariant, ergodic and has positive entropy with respect to the linear transformation defined by a hyperbolic matrix. We get a measure $\mu $…

Dynamical Systems · Mathematics 2014-07-18 Ronggang Shi

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…

Probability · Mathematics 2018-05-23 Dariusz Buraczewski , Piotr Dyszewski , Konrad Kolesko

In this paper we extend Hochman and Shmerkin's projection theorem to product measures of Mandelbrot cascades acting on ergodic measures imaged through canonical mappings of one-dimensional iterated function systems without any separation…

Dynamical Systems · Mathematics 2023-11-20 Catherine Bruce , Xiong Jin

We prove that if a Borel probability measure (\mu) on (\T) is invariant under the action of a "large" multiplicative semigroup (lower logarithmic density is positive) and the action of the whole semigroup is ergodic then (\mu) is either…

Dynamical Systems · Mathematics 2008-09-04 Manfred Einsiedler , Alexander Fish

In this course, we propose an elementary and self-contained introduction to canonical Mandelbrot random cascades. The multiplicative construction is explained and the necessary and sufficient condition of non-degeneracy is proved. Then, we…

Probability · Mathematics 2014-09-01 Yanick Heurteaux

We study periodic points and finitely supported invariant measures for continuous semigroup actions. Introducing suitable notions of periodicity in both topological and measure-theoretical contexts, we analyze the space of invariant Borel…

Dynamical Systems · Mathematics 2025-02-04 Raimundo Briceño , Álvaro Bustos-Gajardo , Miguel Donoso-Echenique

We consider measures which are invariant under a measurable iterated function system with positive, place-dependent probabilities in a separable metric space. We provide an upper bound of the Hausdorff dimension of such a measure if it is…

Dynamical Systems · Mathematics 2009-11-13 Joanna Jaroszewska , Michal Rams

We consider a Branching Random Walk on $\R$ whose step size decreases by a fixed factor, $0<b<1$, with each turn. This process generates a random probability measure on $\R$, that is, the limit of uniform distribution among the $2^n$…

Probability · Mathematics 2011-07-20 Itai Benjamini , Ori Gurel-Gurevich , Boris Solomyak

We study one-dimensional exact scaling lognormal multiplicative chaos measures at criticality. Our main results are the determination of the exact asymptotics of the right tail of the distribution of the total mass of the measure, and an…

Probability · Mathematics 2015-10-28 Julien Barral , Antti Kupiainen , Miika Nikula , Eero Saksman , Christian Webb

In this article, we consider the continuous analog of the celebrated Mandelbrot star equation with lognormal weights. Mandelbrot introduced this equation to characterize the law of multiplicative cascades. We show existence and uniqueness…

Probability · Mathematics 2013-01-29 Romain Allez , Rémi Rhodes , Vincent Vargas

Let $\nu$ be a probability measure that is ergodic under the endomorphism $(\times p, \times p)$ of the torus $\mathbb{T}^2$, such that $\dim \pi \mu < \dim \mu$ for some non-principal projection $\pi$. We show that, if both $m\neq n$ are…

Dynamical Systems · Mathematics 2020-01-22 Amir Algom

We establish variational principles for the Hausdorff and packing dimensions of a class of statistically self-affine sponges, including in particular fractal percolation sets obtained from Bara\'nski and Gatzouras-Lalley carpets and…

Probability · Mathematics 2025-09-16 Julien Barral , Guilhem Brunet

We construct ergodic probability measures with infinite metric entropy for typical continuous maps and homeomorphisms on compact manifolds. We also construct sequences of such measures that converge to a zero-entropy measure.

Dynamical Systems · Mathematics 2025-04-15 Eleonora Catsigeras , Serge Troubetzkoy
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