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dc.contributor.authorAllez, Romain
dc.contributor.authorRhodes, Rémi
dc.contributor.authorVargas, Vincent
HAL ID: 739861
dc.date.accessioned2011-02-07T14:31:24Z
dc.date.available2011-02-07T14:31:24Z
dc.date.issued2013
dc.identifier.issn0178-8051
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/5669
dc.language.isoenen
dc.subjectScale invariance
dc.subjectRandom measure
dc.subjectMultiplicative chaos
dc.subjectStar equation
dc.subjectUniqueness
dc.subject.ddc519en
dc.titleLognormal star-scale invariant random measures
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenIn this article, we consider the continuous analog of the celebrated Mandelbrot star equation with lognormal weights. We show existence and uniqueness of measures satisfying the aforementioned continuous equation; these measures fall under the scope of the Gaussian multplicative chaos theory developped by J.P. Kahane in 1985 (or possibly extensions of this theory). As a by product, we also obtain an explicit characterization of the covariance structure of these measures. We also prove that qualitative properties such as long-range independence or isotropy can be read off the equation.
dc.relation.isversionofjnlnameProbability Theory and Related Fields
dc.relation.isversionofjnlvol155
dc.relation.isversionofjnlissue3-4
dc.relation.isversionofjnldate2013
dc.relation.isversionofjnlpages751-788
dc.relation.isversionofdoihttp://dx.doi.org/10.1007/s00440-012-0412-9
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherSpringer
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.description.ssrncandidatenon
dc.description.halcandidateoui
dc.description.readershiprecherche
dc.description.audienceInternational
dc.relation.Isversionofjnlpeerreviewedoui
dc.date.updated2017-01-20T18:51:09Z


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