  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).
