Gaussian multiplicative Chaos for symmetric isotropic matrices
Probability
2015-06-05 v2 Mathematical Physics
math.MP
Abstract
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.
Keywords
Cite
@article{arxiv.1207.1582,
title = {Gaussian multiplicative Chaos for symmetric isotropic matrices},
author = {Laurent Chevillard and Rémi Rhodes and Vincent Vargas},
journal= {arXiv preprint arXiv:1207.1582},
year = {2015}
}