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A Theory of Intermittency Differentiation of 1D Infinitely Divisible Multiplicative Chaos Measures

机译:1D无限可分割乘法混沌措施的间歇性分化理论

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A theory of intermittency differentiation is developed for a general class of 1D infinitely divisible multiplicative chaos measures. The intermittency invariance of the underlying infinitely divisible field is established and utilized to derive a Feynman-Kac equation for the distribution of the total mass of the limit measure by considering a stochastic flow in intermittency. The resulting equation prescribes the rule of intermittency differentiation for a general functional of the total mass and determines the distribution of the total mass and its dependence structure to the first order in intermittency. A class of non-local functionals of the limit measure extending the total mass is introduced and shown to be invariant under intermittency differentiation making the computation of the full high-temperature expansion of the total mass distribution possible in principle. For application, positive integer moments and covariance structure of the total mass are considered in detail.
机译:为一般阶级的1D无限可分隔的乘法混沌措施开发了间歇性分化理论。 基础无限分割领域的间歇性不变性地建立并利用了Feynman-KAC方程,以通过考虑间歇性流动的间歇性流动来分布极限度量的总质量。 所得到的方程规定了总质量的一般功能的间歇性分化规则,并确定总质量的分布及其依赖结构到间歇性的第一阶。 引入了一类延长总质量的限制措施的非局部功能,并显示在间歇性分化下是不变的,这使得计算全部质量分布的全部高温扩展的计算。 对于应用,详细考虑了总质量的正整数和协方差结构。

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