A.s. convergence rate for Mandelbrot’s cascade in a random environment

IF 0.5 4区 数学 Q4 STATISTICS & PROBABILITY Stochastic Models Pub Date : 2024-04-02 DOI:10.1080/15326349.2024.2332324
Yingqiu Li, Lin Deng, Yushao Wei
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Abstract

For Mandelbrot’s cascade (Yn) in an independent and identically distributed (i.i.d.) random environment ξ, we are interested in the a.s. convergence rate of the Mandelbrot’s martingale (Wn) to its ...
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对于独立且同分布(i.i.d.)随机环境ξ中的曼德布罗特级联(Yn),我们感兴趣的是曼德布罗特马丁格(Wn)向其...
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来源期刊
Stochastic Models
Stochastic Models 数学-统计学与概率论
CiteScore
1.30
自引率
14.30%
发文量
42
审稿时长
>12 weeks
期刊介绍: Stochastic Models publishes papers discussing the theory and applications of probability as they arise in the modeling of phenomena in the natural sciences, social sciences and technology. It presents novel contributions to mathematical theory, using structural, analytical, algorithmic or experimental approaches. In an interdisciplinary context, it discusses practical applications of stochastic models to diverse areas such as biology, computer science, telecommunications modeling, inventories and dams, reliability, storage, queueing theory, mathematical finance and operations research.
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