Gaussian multiplicative chaos revisited (Q964779): Difference between revisions

The theory of multiplicative chaos was first defined rigorously by \textit{J. P. Kahane} in 1985 [Ann. Sci. Math. Qué. 9, 105--150 (1985; Zbl 0596.60041)]. More specifically, Kahane constructed a theory relying on the notion of a (sigma)-positive type kernel. The main application of the theory is to give a meaning to the ``limit-lognormal'' model introduced by \textit{B. B. Mandelbrot} [Lecture Notes Phys. 12, 333--351 (1972; Zbl 0227.76081)]. In this paper, the authors extend the theory of multiplicative chaos for positive definite functions in \(\mathbb R^d\) of the form \(f(x)=\lambda ^{2}\ln ^{+} \frac{R}{|x|}+g(x)\), where \(g\) is a continuous and bounded function. The construction is simpler and more general than the one defined by Kahane in [loc. cit.]. As a main application, we provide a rigorous mathematical meaning to the Kolmogorov-Obukhov model of energy dissipation in a turbulent flow.