Multidimensional Multifractal Random Measures

Rémi Rhodes (1) , Vincent Vargas (1)

1 CEREMADE - CEntre de REcherches en MAthématiques de la DEcision

We construct and study space homogeneous and isotropic random measures (MMRM) which generalize the so-called MRM measures constructed in \cite{bacry}. Our measures satisfy an exact scale invariance equation (see equation (\ref{eq:invarianceparfaite}) below) and are therefore natural models in dimension 3 for the dissipation measure in a turbulent flow.

Keywords: Random measures; Multifractal processes

Domains: Probability [math.PR]

Rémi Rhodes, Vincent Vargas. Multidimensional Multifractal Random Measures. 2009. ⟨hal-00394758⟩