Mandelbrot cascades on random weighted trees and nonlinear smoothing transforms

الأصل · EN

We consider complex Mandelbrot multiplicative cascades on a random weighted tree. Under suitable assumptions, this yields a dynamics on laws invariant by random weighted means (the so called fixed points of smoothing transformations) and which have a finite moment of order 2. Moreover, we can exhibit two main behaviors: If the weights are conservative, i.e., sum up to 1 almost surely, we find a domain for the initial law μ such that a non-standard (functional) central limit theorem is valid for the orbit (ⁿμ)ₙ≥ ₀ (this completes in a non trivial way our previous result in the case of non-negative Mandelbrot cascades on a regular tree). If the weights are non conservative, we find a domain for the initial law μ over which (ⁿμ)ₙ≥ ₀ converges to the law of a non trivial random variable whose law turns out to be a fixed point of a quadratic smoothing transformation, which naturally extends the usual notion of (linear) smoothing transformation; moreover, this limit law can be built as the limit of a non-negative martingale. Also, the dynamics can be modified to build fixed points of higher degree smoothing transformations.