English

Trigonometric multiplicative chaos and Application to random distributions

Probability 2022-05-20 v2

Abstract

The random trigonometric series n=1ρncos(nt+ωn)\sum_{n=1}^\infty \rho_n \cos (nt +\omega_n) on the circle T\mathbb{T} are studied under the conditions ρn2=\sum |\rho_n|^2=\infty and ρn0\rho_n\to 0, where {ωn}\{\omega_n\} are iid and uniformly distributed on T\mathbb{T}. 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 Td\mathbb{T}^d of dimension d1d\ge 1.

Keywords

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

R2 v1 2026-06-24T00:53:18.303Z