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Trigonometric multiplicative chaos and applications to random distributions
by
Meyer, Yves
, Fan, Aihua
in
Applications of Mathematics
/ Chaos theory
/ Fourier series
/ Infinite series
/ Mathematics
/ Mathematics and Statistics
/ Random variables
/ Theorems
/ Toruses
2023
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Do you wish to request the book?
Trigonometric multiplicative chaos and applications to random distributions
by
Meyer, Yves
, Fan, Aihua
in
Applications of Mathematics
/ Chaos theory
/ Fourier series
/ Infinite series
/ Mathematics
/ Mathematics and Statistics
/ Random variables
/ Theorems
/ Toruses
2023
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Trigonometric multiplicative chaos and applications to random distributions
Journal Article
Trigonometric multiplicative chaos and applications to random distributions
2023
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Overview
The random trigonometric series
∑
n
=
1
∞
ρ
n
cos
(
n
t
+
ω
n
)
on the circle
T
are studied under the conditions ∑∣
ρ
n
∣
2
= ∞ and
ρ
n
→ 0, where {
ω
n
} are independent and uniformly distributed random variables on
T
. They are almost surely not Fourier-Stieltjes series but determine pseudo-functions. This leads us to develop the theory of trigonometric multiplicative chaos, which produces a class of random measures. The kernel and the image of chaotic operators are fully studied and the dimensions of chaotic measures are exactly computed. The behavior of the partial sums of the above series is proved to be multifractal. Our theory holds on the torus
T
d
of dimension
d
⩾ 1.
Publisher
Science China Press,Springer Nature B.V
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