1207.1582 (Laurent Chevillard et al.)

Gaussian multiplicative Chaos for symmetric isotropic matrices    [PDF]

Laurent Chevillard, Rémi Rhodes, Vincent Vargas

Motivated by isotropic fully developed turbulence, we define a theory of symmetric matrix valued isotropic Gaussian multiplicative chaos. Our construction extends the scalar theory developed by J.P. Kahane in 1985.

View original: http://arxiv.org/abs/1207.1582