Multifractality from randomness and basic properties of Gaussian Multiplicative Chaos

Christian Webb, Aalto University

Abstract:
I will discuss briefly and informally how multifractality appears in
some random objects. We will then focus on a specific random multifractal
object, namely Gaussian Multiplicative Chaos measures. These are random
multifractal measures whose density with respect to the Lebesgue measure
can be written informally as an exponential of a centered Gaussian field
with a logarithmic singularity in its covariance. We will review the
basic theory of constructing these measures and some of their properties.

Aalto Stochastics & Statistics Seminar
Mon 15 Sep 2014, 16:15
Lecture Hall M2, Otakaari 1, Espoo