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math.PR2013
Small deviations in lognormal Mandelbrot cascades
Miika Nikula
We study small deviations in Mandelbrot cascades and some related models. Denoting by the total mass variable of a Mandelbrot cascade generated by , we show that if $\log \l…
math.PR2013★ 14 cited
Basic properties of critical lognormal multiplicative chaos
Julien Barral, Antti Kupiainen, Miika Nikula +2
We study one-dimensional exact scaling lognormal multiplicative chaos measures at criticality. Our main results are the determination of the exact asymptotics of the right tail of…