{ "id": "2312.12847", "version": "v1", "published": "2023-12-20T08:55:54.000Z", "updated": "2023-12-20T08:55:54.000Z", "title": "Moments of Mandelbrot cascades at critical exponents", "authors": [ "Yong Han", "Yanqi Qiu", "Zipeng Wang" ], "comment": "15 pages", "categories": [ "math.PR", "math.FA" ], "abstract": "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.", "revisions": [ { "version": "v1", "updated": "2023-12-20T08:55:54.000Z" } ], "analyses": { "keywords": [ "critical exponents", "mandelbrot cascades", "asymptotic growth rate", "mandelbrot random cascades", "reduction method" ], "note": { "typesetting": "TeX", "pages": 15, "language": "en", "license": "arXiv", "status": "editable" } } }