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Gaussian Multiplicative Chaos revisited

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.
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Contributor : Vincent Vargas Connect in order to contact the contributor
Submitted on : Monday, July 7, 2008 - 4:49:32 PM
Last modification on : Tuesday, January 18, 2022 - 3:24:08 PM
Long-term archiving on: : Friday, May 28, 2010 - 11:14:34 PM


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  • HAL Id : hal-00293830, version 1
  • ARXIV : 0807.1030



Raoul Robert, Vincent Vargas. Gaussian Multiplicative Chaos revisited. 2008. ⟨hal-00293830⟩



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