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March 2010 Gaussian multiplicative chaos revisited
Raoul Robert, Vincent Vargas
Ann. Probab. 38(2): 605-631 (March 2010). DOI: 10.1214/09-AOP490

Abstract

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.

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Raoul Robert. Vincent Vargas. "Gaussian multiplicative chaos revisited." Ann. Probab. 38 (2) 605 - 631, March 2010. https://doi.org/10.1214/09-AOP490

Information

Published: March 2010
First available in Project Euclid: 9 March 2010

zbMATH: 1191.60066
MathSciNet: MR2642887
Digital Object Identifier: 10.1214/09-AOP490

Subjects:
Primary: 28A80, 60G15, 60G25, 60G57

Rights: Copyright © 2010 Institute of Mathematical Statistics

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Vol.38 • No. 2 • March 2010
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