An introduction to Mandelbrot cascades

In this course, we propose an elementary and self-contained introduction to canonical Mandelbrot random cascades. The multiplicative construction is explained and the necessary and sufficient condition of non-degeneracy is proved. Then, we discuss the problem of the existence of moments and the link with nondegeneracy. We also calculate the almost sure dimension of the measures. Finally, we give an outline on multifractal analysis of Mandelbrot cascades. This course was delivered in september 2013 during a meeting of the “Multifractal Analysis GDR” (GDR no 3475 of the french CNRS).