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arxiv: math/9410222 · v1 · submitted 1994-10-01 · 🧮 math.PR

A general decomposition theory for random cascades

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This announcement describes a probabilistic approach to cascades which, in addition to providing an entirely probabilistic proof of the Kahane-Peyri\`ere theorem for independent cascades, readily applies to general dependent cascades. Moreover, this unifies various seemingly disparate cascade decompositions, including Kahane's T-martingale decomposition and dimension disintegration.

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