Gaussian multiplicative chaos revisited
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Publication:964779
Abstract: In this article, we extend the theory of multiplicative chaos for positive definite functions in Rd of the form f(x) = 2 ln+ T|x|+ g(x) where g is a continuous and bounded function. The construction is simpler and more general than the one defined by Kahane in 1985. As main application, we give a rigorous mathematical meaning to the Kolmogorov-Obukhov model of energy dissipation in a turbulent flow.
The theory of multiplicative chaos was first defined rigorously by \textit{J. P. Kahane} in 1985 [Ann. Sci. Math. Qué. 9, 105--150 (1985; Zbl 0596.60041)]. More specifically, Kahane constructed a theory relying on the notion of a (sigma)-positive type kernel. The main application of the theory is to give a meaning to the ``limit-lognormal model introduced by \textit{B. B. Mandelbrot} [Lecture Notes Phys. 12, 333--351 (1972; Zbl 0227.76081)]. In this paper, the authors extend the theory of multiplicative chaos for positive definite functions in \(\mathbb R^d\) of the form \(f(x)=\lambda ^{2}\ln ^{+} \frac{R}{|x|}+g(x)\), where \(g\) is a continuous and bounded function. The construction is simpler and more general than the one defined by Kahane in [loc. cit.]. As a main application, we provide a rigorous mathematical meaning to the Kolmogorov-Obukhov model of energy dissipation in a turbulent flow.
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