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Gaussian multiplicative Chaos for symmetric isotropic matrices

Vargas, Vincent; Rhodes, Rémi; Chevillard, Laurent (2013), Gaussian multiplicative Chaos for symmetric isotropic matrices, Journal of Statistical Physics, 150, 4, p. 678-703. http://dx.doi.org/10.1007/s10955-013-0697-9

Type
Article accepté pour publication ou publié
External document link
http://hal.archives-ouvertes.fr/hal-00714919
Date
2013
Journal name
Journal of Statistical Physics
Volume
150
Number
4
Publisher
Springer
Pages
678-703
Publication identifier
Metadata
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Author(s)
Vargas, Vincent
Rhodes, Rémi
Chevillard, Laurent
Abstract (EN)
Motivated by isotropic fully developed turbulence, we define a theory of symmetric matrix valued isotropic Gaussian multiplicative chaos. Our construction extends the scalar theory developed by J.P. Kahane in 1985.
Subjects / Keywords
noncommutativity; random matrices; Gaussian multiplicative chaos