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arxiv: 1207.1582 · v2 · pith:B3DAXBWBnew · submitted 2012-07-06 · 🧮 math.PR · math-ph· math.MP

Gaussian multiplicative Chaos for symmetric isotropic matrices

Laurent Chevillard (Phys-ENS) , R\'emi Rhodes (CEREMADE) , Vincent Vargas (CEREMADE) This is my paper
classification 🧮 math.PR math-phmath.MP
keywords isotropicchaosdevelopedgaussianmultiplicativesymmetrictheoryconstruction
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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.

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