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On normalized multiplicative cascades under strong disorder

2015
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Electronic Communications in Probability
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Multiplicative cascades, under weak or strong disorder, refer to sequences of positive random measures µ n, , n = 1, 2, . . . , parameterized by a positive disorder parameter , and defined on the Borel -field B of @T = {0, 1, . . . b 1} 1 for the product topology. The normalized cascade is defined by the corresponding sequence of random probability measures prob n, := Z 1 n, µ n, , n = 1, 2 . . . , normalized to a probability by the partition function Z n, . In this note, a recent result of

doi:10.1214/ecp.v20-3936
fatcat:ny2sa4bc6rgihofqsbnbuhvgzq