Gaussian Multiplicative Chaos revisited
Raoul Robert (IF), Vincent Vargas (CEREMADE)

TL;DR
This paper extends the theory of Gaussian multiplicative chaos to more general functions, simplifying the construction and applying it to model energy dissipation in turbulence.
Contribution
It introduces a more general and simpler construction of multiplicative chaos for certain positive definite functions, broadening the theoretical framework.
Findings
Provides a rigorous mathematical foundation for the Kolmogorov-Obukhov turbulence model
Simplifies the construction of multiplicative chaos compared to Kahane's original approach
Extends the theory to functions of the form f(x) = 2 ln+ T|x|+ g(x)
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.
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Taxonomy
TopicsMathematical Dynamics and Fractals · Complex Systems and Time Series Analysis · Ecosystem dynamics and resilience
