This paper is concerned with the construction of atomic Gaussian multiplicative chaos and the KPZ formula in Liouville quantum gravity. On the first hand, we construct purely atomic random measures corresponding to values of the parameter γ 2 beyond the transition phase (i.e. γ 2 > 2d) and check the duality relation with sub-critical Gaussian multiplicative chaos. On the other hand, we give a simplified proof of the classical KPZ formula as well as the dual KPZ formula for atomic Gaussian multiplicative chaos. In particular, this framework allows to construct singular Liouville measures and to understand the duality relation in Liouville quantum gravity.
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Sixty years ago, John Marstrand published a paper which, among other things, relates the Hausdorff dimension of a plane set to the dimensions of its orthogonal projections onto lines. For many years, the paper attracted very little attention. However, over the past 30 years, Marstrand's projection theorems have become the prototype for many results in fractal geometry with numerous variants and applications and they continue to motivate leading research.
We study the geometric properties of random multiplicative cascade measures defined on self‐similar sets. We show that such measures and their projections and sections are almost surely exact dimensional, generalizing a result of Feng and Hu for self‐similar measures. This, together with a compact group extension argument, enables us to generalize Hochman and Shmerkin's theorems on projections of deterministic self‐similar measures to these random measures without requiring any separation conditions on the underlying sets. We give applications to self‐similar sets and fractal percolation, including new results on projections, C1‐images and distance sets.
The familiar cascade measures are sequences of random positive measures
obtained on $[0,1]$ via $b$-adic independent cascades. To generalize them, this
paper allows the random weights invoked in the cascades to take real or complex
values. This yields sequences of random functions whose possible strong or weak
limits are natural candidates for modeling multifractal phenomena. Their
asymptotic behavior is investigated, yielding a sufficient condition for almost
sure uniform convergence to nontrivial statistically self-similar limits. Is
the limit function a monofractal function in multifractal time? General
sufficient conditions are given under which such is the case, as well as
examples for which no natural time change can be used. In most cases when the
sufficient condition for convergence does not hold, we show that either the
limit is 0 or the sequence diverges almost surely. In the later case, a
functional central limit theorem holds, under some conditions. It provides a
natural normalization making the sequence converge in law to a standard
Brownian motion in multifractal time.Comment: Published in at http://dx.doi.org/10.1214/09-AAP665 the Annals of
Applied Probability (http://www.imstat.org/aap/) by the Institute of
Mathematical Statistics (http://www.imstat.org
International audiencePositive T-martingales were developed as a general framework that extends the positive measure-valued martingales and are meant to model intermittent turbulence. We extend their scope by allowing the martingale to take complex values. We focus on martingales constructed on the interval T = [0, 1] and replace random measures by random functions. We specify a large class of such martingales for which we provide a general sufficient condition for almost sure uniform convergence to a nontrivial limit. Such a limit yields new examples of naturally generated multifractal processes that may be of use in multifractal signals modeling
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