Gaussian Multiplicative Chaos revisited

Details Gaussian Multiplicative Chaos revisited Gaussian Multiplicative Chaos revisited

2008-07-07

arxiv.org/abs/0807.1030v1

Mathematics

Probability

Scientific paper

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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