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arXiv:2312.12847 [math.PR]AbstractReferencesReviewsResources

Moments of Mandelbrot cascades at critical exponents

Yong Han, Yanqi Qiu, Zipeng Wang

Published 2023-12-20Version 1

We obtain the asymptotic growth rate of the moments of the Mandelbrot random cascades at critical exponents. The key ingredient is a $q$ to $q/2$ reduction method for the moment-estimation, which is obtained by combining the martingale inequalities due to Burkholder and Burkholder-Rosenthal.

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