Levy multiplicative chaos and star scale invariant random measures

DOI10.1214/12-AOP810zbMath1295.60064arXiv1201.5219MaRDI QIDQ2447338

Vincent Vargas, Julien Sohier, Rémi Rhodes

Publication date: 25 April 2014

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.5219

zbMATH Keywords

uniqueness; scale invariance; random measure; infinitely divisible processes; multiplicative chaos; multifractal processes; star equation; Mandelbrot star equation

Mathematics Subject Classification ID

60G15: Gaussian processes

60H25: Random operators and equations (aspects of stochastic analysis)

60G57: Random measures

60G18: Self-similar stochastic processes

28A80: Fractals

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