Abstract
The family of h-cascades arises naturally in the study of multiplicative cascades. We show that the limiting h-cascades deriving from a single collection of cascade generators have disjoint supports with probability 1 and are consequently a.s. mutually singular. This result relies upon the derivation of a fragmentation level for the individual multiplicative h-cascade measures using large deviation type techniques.
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Ossiander, M. (2000). Support Fragmentation for Multiplicative Cascade Measures. In: Giné, E., Mason, D.M., Wellner, J.A. (eds) High Dimensional Probability II. Progress in Probability, vol 47. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-1358-1_24
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DOI: https://doi.org/10.1007/978-1-4612-1358-1_24
Publisher Name: Birkhäuser, Boston, MA
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