no. 1
Optimal transportation for multifractal random measures and applications
Annales de l'I.H.P. Probabilités et statistiques, Tome 49 (2013) no. 1, pp. 119-137.

Dans ce papier, nous étudions des problèmes de transport optimal pour des mesures aléatoires multifractales. Puisque ces mesures sont beaucoup moins régulières que ce que la théorie requiert habituellement, nous introduisons une nouvelle notion de transport qui peut être vue intuitivement comme du transport à étapes multiples. En application, nous construisons des changements de temps multifractals et nous établissons l'existence de métriques aléatoires pour lesquelles les formes volume sont des mesures aléatoires multifractales.

In this paper, we study optimal transportation problems for multifractal random measures. Since these measures are much less regular than optimal transportation theory requires, we introduce a new notion of transportation which is intuitively some kind of multistep transportation. Applications are given for construction of multifractal random changes of times and to the existence of random metrics, the volume forms of which coincide with the multifractal random measures.

DOI : 10.1214/11-AIHP443
Classification : 60G57, 49J55, 28A80, 28A75
Mots clés : random measures, multifractal processes, optimal transportation, random metric 
@article{AIHPB_2013__49_1_119_0,
     author = {Rhodes, R\'emi and Vargas, Vincent},
     title = {Optimal transportation for multifractal random measures and applications},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     pages = {119--137},
     publisher = {Gauthier-Villars},
     volume = {49},
     number = {1},
     year = {2013},
     doi = {10.1214/11-AIHP443},
     mrnumber = {3060150},
     language = {en},
     url = {http://www.numdam.org/articles/10.1214/11-AIHP443/}
}
TY  - JOUR
AU  - Rhodes, Rémi
AU  - Vargas, Vincent
TI  - Optimal transportation for multifractal random measures and applications
JO  - Annales de l'I.H.P. Probabilités et statistiques
PY  - 2013
SP  - 119
EP  - 137
VL  - 49
IS  - 1
PB  - Gauthier-Villars
UR  - http://www.numdam.org/articles/10.1214/11-AIHP443/
DO  - 10.1214/11-AIHP443
LA  - en
ID  - AIHPB_2013__49_1_119_0
ER  - 
%0 Journal Article
%A Rhodes, Rémi
%A Vargas, Vincent
%T Optimal transportation for multifractal random measures and applications
%J Annales de l'I.H.P. Probabilités et statistiques
%D 2013
%P 119-137
%V 49
%N 1
%I Gauthier-Villars
%U http://www.numdam.org/articles/10.1214/11-AIHP443/
%R 10.1214/11-AIHP443
%G en
%F AIHPB_2013__49_1_119_0
Rhodes, Rémi; Vargas, Vincent. Optimal transportation for multifractal random measures and applications. Annales de l'I.H.P. Probabilités et statistiques, Tome 49 (2013) no. 1, pp. 119-137. doi : 10.1214/11-AIHP443. http://www.numdam.org/articles/10.1214/11-AIHP443/

[1] E. Bacry and J. F. Muzy. Log-infinitely divisible multifractal processes. Comm. Math. Phys. 236 (2003) 449-475. | MR | Zbl

[2] I. Benjamini and O. Schramm. KPZ in one dimensional random geometry of multiplicative cascades. Comm. Math. Phys. 289 (2009) 653-662. | MR | Zbl

[3] B. Duplantier and S. Sheffield. Liouville quantum gravity and KPZ. Invent. Math. 185 (2011) 333-393. | MR | Zbl

[4] A. H. Fan. Sur le chaos de Lévy d’indice 0<α<1. Ann. Sci. Math. Québec 21 (1997) 53-66. | Zbl

[5] J.-P. Kahane. Sur le chaos multiplicatif. Ann. Sci. Math. Québec 9 (1985) 105-150. | MR | Zbl

[6] R. Rhodes and V. Vargas. KPZ formula for log-infinitely divisible multifractal random measures. ESAIM Probab. Stat. 15 (2011) 358-371. | Numdam | MR | Zbl

[7] R. Rhodes and V. Vargas. Multidimensional multifractal random measures. Electron. J. Probab. 15 (2010) 241-258. | MR | Zbl

[8] C. Villani. Optimal Transport, Old and New. Grundlehren Math. Wiss. 338. Springer, Berlin. | MR | Zbl

[9] C. Villani. Topics in Optimal Transportations. Grad. Stud. Math. 58. Amer. Math. Soc., Providence, RI, 2003. | MR | Zbl

[10] E. C. Waymire and S. C. William. Multiplicative cascades: Dimension spectra and dependence. J. Fourier Anal. Appl. (Special Issue: Proceedings of the Conference in Honor of Jean-Pierre Kahane (Orsay, 1993)) (1995) 589-609. | MR | Zbl

Cité par Sources :