Higher moments for random multiplicative measures

math.PR

/ Authors

/ Abstract

We obtain a condition for the $L^q$-convergence of martingales generated by random multiplicative cascade measures for $q>1$ without any self-similarity requirements on the cascades.

Higher moments for random multiplicative measures

math.PR

/ Authors

K. J. Falconer

/ Abstract

We obtain a condition for the $L^q$-convergence of martingales generated by random multiplicative cascade measures for $q>1$ without any self-similarity requirements on the cascades.