Dimension result and KPZ formula for two-dimensional multiplicative cascade processes

DOI10.1214/10-AOP613MaRDI QIDQ662422zbMATH OpenOpenAlexFDO

Authors Xiong Jin

Publication date 22 February 2012

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

Full work available at URL https://arxiv.org/abs/1005.5255

zbMATH Keywords

Hausdorff dimensionmultiplicative cascadeimage of stochastic processKPZ formula

Mathematics Subject Classification ID

Random measures (60G57) Hausdorff and packing measures (28A78) Fractals (28A80) Two-dimensional field theories, conformal field theories, etc. in quantum mechanics (81T40) Self-similar stochastic processes (60G18) Other physical applications of random processes (60K40)

Abstract: We prove a Hausdorff dimension result for the image of two-dimensional multiplicative cascade processes, and we obtain from this result a KPZ-type formula which normally has one point of phase transition.

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Cited in

(6)

• Quantum gravity and the KPZ formula [after Duplantier-Sheffield]
• Another derivation of the geometrical KPZ relations
• KPZ in one dimensional random geometry of multiplicative cascades
• A uniform dimension result for two-dimensional fractional multiplicative processes
• KPZ formula derived from Liouville heat kernel
• KPZ formula for log-infinitely divisible multifractal random measures

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