Statistical properties of non-linear observables of fractal Gaussian fields with a focus on spatial-averaging observables and on composite operators

Abstract

The statistical properties of non-linear observables of the fractal Gaussian field $\varphi (\vec{x})$ of negative Hurst exponent $H<0$ in dimension $d$ are revisited with a focus on spatial-averaging observables and on the properties of the finite parts ${\varphi }_n(\vec{x})$ of the ill-defined composite operators ${\varphi }^n(\vec{x})$. For the special case $n=2$ of quadratic observables, explicit results include the cumulants of arbitrary order, the Lévy-Khintchine formula for the characteristic function and the anomalous large deviations properties. The case of observables of arbitrary order $n>2$ is analyzed via the Wiener-Ito chaos-expansion for functionals of the white noise: the multiple stochastic Ito integrals are useful to identify the finite parts ${\varphi }_n(\vec{x})$ of the ill-defined composite operators ${\varphi }^n(\vec{x})$ and to compute their correlations involving the Hurst exponents $H_n=nH$.

v2=final version (35 pages)