Gaussian Multiplicative Chaos for Symmetric Isotropic Matrices

被引:7
|
作者
Chevillard, Laurent [1 ]
Rhodes, Remi [2 ]
Vargas, Vincent [2 ]
机构
[1] ENS Lyon, CNRS, Phys Lab, F-69364 Lyon 07, France
[2] Univ Paris 09, UMR 7564, Ceremade, F-75775 Paris 16, France
关键词
Gaussian multiplicative chaos; Random matrices; Fully developed turbulence; LOCAL-STRUCTURE; TURBULENCE; GRAVITY;
D O I
10.1007/s10955-013-0697-9
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
Motivated by isotropic fully developed turbulence, we define a theory of symmetric matrix valued isotropic Gaussian multiplicative chaos. Our construction extends the scalar theory developed by J.P. Kahane in 1985.
引用
收藏
页码:678 / 703
页数:26
相关论文
共 50 条
  • [21] Universal tail profile of Gaussian multiplicative chaos
    Mo Dick Wong
    Probability Theory and Related Fields, 2020, 177 : 711 - 746
  • [22] Lee–Yang Property and Gaussian Multiplicative Chaos
    Charles M. Newman
    Wei Wu
    Communications in Mathematical Physics, 2019, 369 : 153 - 170
  • [23] Critical Gaussian multiplicative chaos for singular measures
    Lacoin, Hubert
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2024, 175
  • [24] Jordan Triple Multiplicative Maps on the Symmetric Matrices
    Zhang, Haifeng
    Li, Yuying
    WEB INFORMATION SYSTEMS AND MINING, PT I, 2011, 6987 : 27 - 34
  • [25] A UNIVERSALITY RESULT FOR SUBCRITICAL COMPLEX GAUSSIAN MULTIPLICATIVE CHAOS
    Lacoin, Hubert
    ANNALS OF APPLIED PROBABILITY, 2022, 32 (01): : 269 - 293
  • [26] Renormalization of Critical Gaussian Multiplicative Chaos and KPZ Relation
    Duplantier, Bertrand
    Rhodes, Remi
    Sheffield, Scott
    Vargas, Vincent
    COMMUNICATIONS IN MATHEMATICAL PHYSICS, 2014, 330 (01) : 283 - 330
  • [27] Renormalization of Critical Gaussian Multiplicative Chaos and KPZ Relation
    Bertrand Duplantier
    Rémi Rhodes
    Scott Sheffield
    Vincent Vargas
    Communications in Mathematical Physics, 2014, 330 : 283 - 330
  • [28] CRITICAL GAUSSIAN MULTIPLICATIVE CHAOS: CONVERGENCE OF THE DERIVATIVE MARTINGALE
    Duplantier, Bertrand
    Rhodes, Remi
    Sheffield, Scott
    Vargas, Vincent
    ANNALS OF PROBABILITY, 2014, 42 (05): : 1769 - 1808
  • [29] Lee-Yang Property and Gaussian Multiplicative Chaos
    Newman, Charles M.
    Wu, Wei
    COMMUNICATIONS IN MATHEMATICAL PHYSICS, 2019, 369 (01) : 153 - 170
  • [30] Negative moments for Gaussian multiplicative chaos on fractal sets
    Garban, Christophe
    Holden, Nina
    Sepulveda, Avelio
    Sun, Xin
    ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2018, 23 : 1 - 10