Higher moments for random multiplicative measures

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Abstract

We obtain a condition for the Lq-convergence of martingales generated by random multiplicative cascade measures for q>1 without any self-similarity requirements on the cascades.

Original languageEnglish
Pages (from-to)229-247
Number of pages19
JournalJournal of Fractal Geometry
Volume2
Issue number3
DOIs
Publication statusPublished - Aug 2015

Keywords

  • Multiplicative measures
  • Cascades
  • Moments
  • Random fractals

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