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Article Dans Une Revue Statistics and Probability Letters Année : 2018

Harmonic moments, large and moderate deviation principles for Mandelbrot's cascade in a random environment.

Xuelian Peng
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Résumé

For Mandelbrot's cascade in a random environment, we find the critical value for the existence of harmonic moments of the limit variable of Mandelbrot's martingale, and establish large and moderate deviation principles for the free energy. As applications, we show the corresponding limit theorems for branching random walks in random environments.
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hal-02019124 , version 1 (14-02-2019)

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  • HAL Id : hal-02019124 , version 1

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Yingqiu Li, Quansheng Liu, Xuelian Peng. Harmonic moments, large and moderate deviation principles for Mandelbrot's cascade in a random environment.. Statistics and Probability Letters, In press. ⟨hal-02019124⟩
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