{"title":"Multifractal analysis of Gaussian multiplicative chaos and applications","authors":"Federico Bertacco","doi":"10.1214/22-EJP893","DOIUrl":null,"url":null,"abstract":"Let M γ be a subcritical Gaussian multiplicative chaos measure associated with a general log-correlated Gaussian field defined on a bounded domain D ⊂ R d , d ≥ 1. We find an explicit formula for its singularity spectrum by showing that M γ satisfies almost surely the multifractal formalism, i.e","PeriodicalId":50538,"journal":{"name":"Electronic Journal of Probability","volume":" ","pages":""},"PeriodicalIF":1.3000,"publicationDate":"2022-06-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Electronic Journal of Probability","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1214/22-EJP893","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 2
Abstract
Let M γ be a subcritical Gaussian multiplicative chaos measure associated with a general log-correlated Gaussian field defined on a bounded domain D ⊂ R d , d ≥ 1. We find an explicit formula for its singularity spectrum by showing that M γ satisfies almost surely the multifractal formalism, i.e
期刊介绍：
The Electronic Journal of Probability publishes full-size research articles in probability theory. The Electronic Communications in Probability (ECP), a sister journal of EJP, publishes short notes and research announcements in probability theory.
Both ECP and EJP are official journals of the Institute of Mathematical Statistics
and the Bernoulli society.
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