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math.PR2008
KPZ formula for log-infinitely divisible multifractal random measures
Rémi Rhodes, Vincent Vargas
We consider the continuous model of log-infinitely divisible multifractal random measures (MRM) introduced in \cite{bacry} . If M is a non degenerate multifractal measure with asso…
math.PR2008
Gaussian Multiplicative Chaos revisited
Raoul Robert, Vincent Vargas
In this article, we extend the theory of multiplicative chaos for positive definite functions in Rd of the form f(x) = 2 ln+ T|x|+ g(x) where g is a continuous and bounded function…