Skip to main content
Log in

Large deviations for multiplicative chaos

  • Published:
Communications in Mathematical Physics Aims and scope Submit manuscript

Abstract

The local singularities for a class of random measures, obtained by random iterated multiplications, are investigated using the thermodynamic formalism. This analysis can be interpreted as a rigorous study of the phase transition of a system with random interactions.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Aizenman, M., Lebowitz, J.L., Ruelle, D.: Some Rigorous Results on the Sherrington-Kirkpatrick Spin Glass Model. Commun. Math. Phys.112, 3–20 (1987)

    Google Scholar 

  2. Collet, P., Lebowitz, J.L., Porzio, A.: The Dimension Spectrum of Some Dynamical Systems. J. Stat. Phys.47, 609–644 (1987)

    Google Scholar 

  3. Dellacherie, C., Meyer, P.A.: Probabilités et potential. Paris: Hermann (1980)

    Google Scholar 

  4. Durret, R., Liggett, T.M.: Fixed Points of the Smoothing Transformation. Z. Wahr. Verw. Geb.64, 275–300 (1983)

    Google Scholar 

  5. Ellis, R.S.: Large deviations for a general class of random vectors. Ann. Prob.12, 1–12 (1984)

    Google Scholar 

  6. Frostman, O.: Potentiel d'équilibre et capacité des ensembles. Håkan Ohlsson, Lund 1935

    Google Scholar 

  7. Guivarc'h, Y.: Sur une extension de la loi semi-stable fonctionnelle non linéaire de Benoit Mandelbrot. Ann. Inst. Henri Poincaré26, 261–285 (1990)

    Google Scholar 

  8. Hasley, T.C., Jensen, M.H., Kadanoff, L.P., Proccacia, I., Shraiman, B.I.: Fractal measures and their singularities: The characterization of strange sets. Phys. Rev.B33, 1141–1151 (1986)

    Google Scholar 

  9. Holley, R., Liggett, T.M.: Generalized potlatch and smoothing processes. Z. Wahr. Verw. Geb.55, 165–195 (1981).

    Google Scholar 

  10. Kahane, J.-P., Peyrière, J.: Sur certaines martingales de Benoit Mandelbrot. Adv. Math.22, 131–145 (1976)

    Google Scholar 

  11. Kahane, J.-P.: Multiplications aléatoires et dimensions de Hausdorff. Ann. Inst. Henri Poincaré23, 289–296 (1987)

    Google Scholar 

  12. Kahane, J.-P., Katznelson, Y.: Décomposition des mesures selon la dimension. Colloquium Mathematicum vol.LVIII, fasc. 2, 269–279 (1990)

    Google Scholar 

  13. Koukiou, F.: Rigorous bounds for the free energy of the short-range Ising spin glass model. Europhys. Lett.17, 669–671 (1992)

    Google Scholar 

  14. Koukiou, F.: Random Interactions, Critical Behaviour and Measure Valued Processes (In preparation)

  15. Mandelbrot, B.B.: In Statistical models and turbulence. Symposium at U.C. San Diego 1971, Berlin, Heidelberg, New York: Springer 1972

    Google Scholar 

  16. Neveu, J.: Discrete-parameter martingales. Amsterdam: North-Holland 1975

    Google Scholar 

  17. Perkins, E.A.: A space-time property of a class of measure-valued branching diffusions. Trans. Am. Math. Soc.305, 743–795 (1988)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

Communicated by M. Aizenman

Partially supported by SCIENCE grant CT000307

UPR A014 du CNRS

Rights and permissions

Reprints and permissions

About this article

Cite this article

Collet, P., Koukiou, F. Large deviations for multiplicative chaos. Commun.Math. Phys. 147, 329–342 (1992). https://doi.org/10.1007/BF02096590

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02096590

Keywords

Navigation