Gaussian Multiplicative Chaos revisited
Probability
2008-07-08 v1
Abstract
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.
Keywords
Cite
@article{arxiv.0807.1030,
title = {Gaussian Multiplicative Chaos revisited},
author = {Raoul Robert and Vincent Vargas},
journal= {arXiv preprint arXiv:0807.1030},
year = {2008}
}