![](images/spacer.gif) |
|
|
| | | | | |
|
|
|
|
|
Multidimensional Multifractal Random Measures
|
Rémi Rhodes, Université Paris Dauphine Vincent Vargas, Université Paris Dauphine |
Abstract
We construct and study space homogeneous and isotropic random measures (MMRM) which generalize the so-called MRM measures constructed by previous authors.
Our measures satisfy an exact scale invariance equation and are
therefore natural models in dimension 3 for the dissipation measure in a turbulent flow.
|
Full text: PDF
Pages: 241-258
Published on: March 10, 2010
|
Bibliography
-
E. Bacry, J.F. Muzy. Log-infinitely divisible multifractal processes.
Comm. Math. Phys. 236 (2003), 449--475.
Math. Review 2004m:60071
-
J. Barral, B.B. Mandelbrot. Multifractal products of cylindrical pulses.
Probab. Theory Relat. Fields 124 (2002), 409--430.
Math. Review 2004g:28005
-
B. Castaing, Y. Gagne, E.J. Hopfinger. Velocity probability density-functions of high Reynolds-number turbulence.
Physica D 46 (1990), 177--200.
Math. Review number not available.
-
B. Castaing, Y. Gagne, M. Marchand. Conditional velocity pdf in 3-D turbulence.
J. Phys. II France 4 (1994), 1--8.
Math. Review number not available.
-
P. Chainais. Multidimensional infinitely divisible cascades. Application to the modelling of intermittency in turbulence.
European Physical Journal B 51 (2006), 229--243.
Math. Review number not available.
-
B. Duplantier, S. Sheffield. Liouville Quantum Gravity and KPZ.
Available on arxiv at the URL
http://arxiv.org/abs/0808.1560
-
U. Frisch.
Turbulence, Cambridge University Press (1995).
Math. Review 98e:76002
-
T. Gneiting. Criteria of Polya type for radial positive definite functions.
Proceedings of the American Mathematical Society 129 (2001), 2309--2318.
Math. Review 2002b:42018
-
F. Hiai, D. Petz.
The semicircle law, free random variables and Entropy, A.M.S. (2000).
Math. Review 2001j:46099
-
J.P. Kahane. Positive martingales and random measures.
Chi. Ann. Math 8B (1987), 1--12.
Math. Review 88j:60098
-
J.P. Kahane. Sur le chaos multiplicatif.
Ann. Sci. Math. Quebec 9 (1985), 105--150.
Math. Review 88h:60099a
-
V.G. Knizhnik, A.M. Polyakov, A.B. Zamolodchikov. Fractal structure of 2D-quantum gravity.
Modern Phys. Lett A 3 (1988), 819--826.
Math. Review 89i:83039
-
W. Rudin. An extension theorem for positive-definite functions.
Duke Math Journal 37 (1970), 49--53.
Math. Review number not available.
-
B. Rajput, J. Rosinski. Spectral representations of infinitely divisible processes.
Probab. Theory Relat. Fields 82 (1989), 451Đ-487.
Math. Review 91i:60149
-
R. Robert, V. Vargas. Gaussian Multiplicative Chaos revisited.
To appear in the Annals of Probability, available on arxiv at the URL
http://arxiv.org/abs/0807.1030
-
R. Rhodes, V. Vargas. KPZ formula for log-infinitely divisible multifractal random measures.
To appear in ESAIM:PS, available on arxiv at the URL
http://arxiv.org/abs/0807.1036
-
F. Schmitt, D. Lavallee, D. Schertzer, S. Lovejoy. Empirical determination of universal multifractal exponents in turbulent velocityfields.
Phys. Rev. Lett. 68 (1992), 305--308.
Math. Review number not available.
-
Z.S. She, E. Leveque. Universal scaling laws in fully developed turbulence.
Phys. Rev. Lett. 72 (1994), 336--339.
Math. Review number not available.
-
G. Stolovitzky, P. Kailasnath, K.R. Sreenivasan. Kolmogorov's Refined Similarity Hypotheses.
Phys. Rev. Lett. 69 (1992), 1178--1181.
Math. Review number not available.
-
D.W. Stroock, S.R.S. Varadhan.
Multidimensionnal Diffusion Processes
Grundlehren der Mathematischen Wissenschaft 233, Springer, Berlin
et al., (1979).
Math. Review 2006f:60005
|
|
|
|
|
|
|
| | | | |
Electronic Journal of Probability. ISSN: 1083-6489 |
|