Levy multiplicative chaos and star scale invariant random measures

DOI10.1214/12-AOP810zbMath1295.60064arXiv1201.5219OpenAlexW3101968547MaRDI 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

uniquenessscale invariancerandom measureinfinitely divisible processesmultiplicative chaosmultifractal processesstar equationMandelbrot star equation

Mathematics Subject Classification ID

Gaussian processes (60G15) Random operators and equations (aspects of stochastic analysis) (60H25) Random measures (60G57) Self-similar stochastic processes (60G18) Fractals (28A80)

Related Items (13)

Liouville Brownian motion ⋮ Gaussian multiplicative chaos and KPZ duality ⋮ Intermittency in the small-time behavior of Lévy processes ⋮ Small deviations in lognormal Mandelbrot cascades ⋮ Trigonometric multiplicative chaos and applications to random distributions ⋮ Limiting laws of supercritical branching random walks ⋮ Critical Gaussian multiplicative chaos: convergence of the derivative martingale ⋮ Gaussian multiplicative chaos and applications: a review ⋮ Liouville Brownian motion at criticality ⋮ Freezing and decorated Poisson point processes ⋮ Renormalization of critical Gaussian multiplicative chaos and KPZ relation ⋮ Dynamical fractional and multifractal fields ⋮ Complex Gaussian multiplicative chaos

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