Gaussian multiplicative chaos revisited
Robert, Raoul ; Vargas, Vincent
Ann. Probab., Tome 38 (2010) no. 1, p. 605-631 / Harvested from Project Euclid
In this article, we extend the theory of multiplicative chaos for positive definite functions in ℝd of the form f(x)=λ2ln+ R/|x|+g(x), where g is a continuous and bounded function. The construction is simpler and more general than the one defined by Kahane in [Ann. Sci. Math. Québec 9 (1985) 105–150]. As a main application, we provide a rigorous mathematical meaning to the Kolmogorov–Obukhov model of energy dissipation in a turbulent flow.
Publié le : 2010-03-15
Classification:  Random measures,  Gaussian processes,  multifractal processes,  60G57,  60G15,  60G25,  28A80
@article{1268143528,
     author = {Robert, Raoul and Vargas, Vincent},
     title = {Gaussian multiplicative chaos revisited},
     journal = {Ann. Probab.},
     volume = {38},
     number = {1},
     year = {2010},
     pages = { 605-631},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1268143528}
}
Robert, Raoul; Vargas, Vincent. Gaussian multiplicative chaos revisited. Ann. Probab., Tome 38 (2010) no. 1, pp.  605-631. http://gdmltest.u-ga.fr/item/1268143528/