{"title":"A.s. convergence rate for Mandelbrot’s cascade in a random environment","authors":"Yingqiu Li, Lin Deng, Yushao Wei","doi":"10.1080/15326349.2024.2332324","DOIUrl":null,"url":null,"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 ...","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":"72 1","pages":""},"PeriodicalIF":0.5000,"publicationDate":"2024-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Models","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/15326349.2024.2332324","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
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 ...
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.