Optimal transportation for multifractal random measures and applications

DOI10.1214/11-AIHP443zbMath1296.60130MaRDI QIDQ1943322

Vincent Vargas, Rémi Rhodes

Publication date: 19 March 2013

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aihp/1359470128

zbMATH Keywords

optimal transportationrandom measuresrandom metricmultifractal processes

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Length, area, volume, other geometric measure theory (28A75) Random measures (60G57) Self-similar stochastic processes (60G18) Fractals (28A80)

Related Items (2)

Levy multiplicative chaos and star scale invariant random measures ⋮ Gaussian multiplicative chaos and applications: a review

Cites Work

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• Liouville quantum gravity and KPZ
• Multidimensional multifractal random measures
• KPZ in one dimensional random geometry of multiplicative cascades
• Multiplicative cascades: Dimension spectra and dependence
• Log-infinitely divisible multifractal processes
• KPZ formula for log-infinitely divisible multifractal random measures
• Optimal Transport

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