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math.PR2023
Deviation results for Mandelbrot's multiplicative cascades with exponential tails
Thierry Klein, Agnès Lagnoux, P Petit
Let be a nonnegative random variable with expectation . For all , we consider the total mass of the associated Mandelbrot multiplicative cascade…
math.PR2014
Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score
Claudie Chabriac, Agnès Lagnoux, Sabine Mercier +1
Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score.