Gaussian Multiplicative Chaos revisited

dc.contributor.author	Robert, Raoul
dc.contributor.author	Vargas, Vincent HAL ID: 739861
dc.date.accessioned	2010-01-26T10:12:24Z
dc.date.available	2010-01-26T10:12:24Z
dc.date.issued	2010
dc.identifier.uri	https://basepub.dauphine.fr/handle/123456789/3134
dc.language.iso	en	en
dc.subject	Multifractal processes	en
dc.subject	Random measures	en
dc.subject	Gaussian processes	en
dc.subject.ddc	519	en
dc.title	Gaussian Multiplicative Chaos revisited	en
dc.type	Article accepté pour publication ou publié
dc.description.abstracten	In this article, we extend the theory of multiplicative chaos for positive definite functions in Rd of the form f(x) = 2 ln+ T\|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 1985. As main application, we give a rigorous mathematical meaning to the Kolmogorov-Obukhov model of energy dissipation in a turbulent flow.	en
dc.relation.isversionofjnlname	Annals of Probability
dc.relation.isversionofjnlvol	38
dc.relation.isversionofjnlissue	2
dc.relation.isversionofjnldate	2010
dc.relation.isversionofjnlpages	605-631
dc.relation.isversionofdoi	http://dx.doi.org/10.1214/09-AOP490
dc.identifier.urlsite	http://hal.archives-ouvertes.fr/hal-00293830/en/	en
dc.description.sponsorshipprivate	oui	en
dc.relation.isversionofjnlpublisher	Institute of Mathematical Statistics
dc.subject.ddclabel	Probabilités et mathématiques appliquées	en

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