Gaussian multiplicative Chaos for symmetric isotropic matrices

Abstract

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.

References in corpus (4)

• KPZ in one dimensional random geometry of multiplicative cascades
• A phenomenological theory of Eulerian and Lagrangian velocity fluctuations in turbulent flows
• Hydrodynamic turbulence and intermittent random fields
• Forecasting volatility with the multifractal random walk model

Cited by in corpus (5)

• A dissipative random velocity field for fully developed fluid turbulence
• Gaussian multiplicative chaos and applications: a review
• The Fixed Points of the Multivariate Smoothing Transform
• Magnetic fields from Multiplicative Chaos
• Expected Number and Height Distribution of Critical Points of Smooth Isotropic Gaussian Random Fields