Trigonometric multiplicative chaos and Application to random distributions

DOI10.1007/S11425-021-1969-3arXiv2104.02524MaRDI QIDQ6364653FDOQ6364653

Publication date: 6 April 2021

Abstract: The random trigonometric series

s u m_{n = 1}^{i} n f t y h o_{n} c o s (n t + o m e g a_{n})

on the circle

m a t h b b T

are studied under the conditions

s u m | h o_{n} |^{2} = i n f t y

and

h o_{n} o 0

, where

o m e g a_{n}

are iid and uniformly distributed on

m a t h b b T

. They are almost surely not Fourier-Stieljes series but define pseudo-functions. This leads us to develop the theory of trigonometric multiplicative chaos, which are the limits of the exponentiations of partials sums. which produces a class of random measures. The behaviors of the partial sums of the above series are proved to be multifractal. Our theory holds on the torus

m a t h b b T^{d}

of dimension

d g e 1

.

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Random measures (60G57) Hausdorff and packing measures (28A78) Convergence and absolute convergence of Fourier and trigonometric series (42A20) Martingales and classical analysis (60G46)

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