Trigonometric multiplicative chaos and Application to random distributions
Probability
2022-05-20 v2
Abstract
The random trigonometric series on the circle are studied under the conditions and , where are iid and uniformly distributed on . They are almost surely not Fourier-Stieljes series but define pseudo-functions. This leads us to develop the theory of trigonometric multiplicative chaos, which are the limits of the exponentiations of partials sums. which produces a class of random measures. The behaviors of the partial sums of the above series are proved to be multifractal. Our theory holds on the torus of dimension .
Cite
@article{arxiv.2104.02524,
title = {Trigonometric multiplicative chaos and Application to random distributions},
author = {Aihua Fan and Yve Meyer},
journal= {arXiv preprint arXiv:2104.02524},
year = {2022}
}
Comments
48 pages, 2 figures