Julien Barral

Gaussian multiplicative chaos and KPZ duality

This paper is concerned with the construction of atomic Gaussian multiplicative chaos and the KPZ formula in Liouville quantum gravity. On the first hand, we construct purely atomic random measures corresponding to values of the parameter γ2 beyond the transition phase (i.e. γ2 > 2d) and check the duality relation with sub-critical Gaussian multiplicative chaos. On the other hand, we give a simplified proof of the classical KPZ formula as well as the dual KPZ formula for atomic Gaussian multiplicative chaos. In particular, this framework allows to construct singular Liouville measures and to understand the duality relation in Liouville quantum gravity.

Gibbs measures on self-affine Sierpinski carpets and their singularity spectrum

We consider a class of Gibbs measures on self-affine Sierpinski carpets and perform the multifractal analysis of its elements. These deterministic measures are Gibbs measures associated with bundle random dynamical systems defined on probability spaces whose geometrical structure plays a central role. A special subclass of these measures is the class of multinomial measures on Sierpinski carpets. Our result improves the already known result concerning the multifractal nature of the elements of this subclass by considerably weakening and even eliminating in some cases a strong separation condition of geometrical nature.

A PURE JUMP MARKOV PROCESS WITH A RANDOM SINGULARITY SPECTRUM

We construct a non-decreasing pure jump Markov process, whose jump measure heavily depends on the values taken by the process. We determine the singularity spectrum of this process, which turns out to be random and to depend locally on the values taken by the process. The result relies on fine properties of the distribution of Poisson point processes and on ubiquity theorems.

MULTIFRACTAL ANALYSIS OF COMPLEX RANDOM CASCADES

We achieve the multifractal analysis of a class of complex valued statistically self-similar continuous functions. For we use multifractal formalisms associated with pointwise oscillation exponents of all orders. Our study exhibits new phenomena in multifractal analysis of continuous functions. In particular, we find examples of statistically self-similar such functions obeying the multifractal formalism and for which the support of the singularity spectrum is the whole interval [0, ∞].

Convergence of complex multiplicative cascades

The familiar cascade measures are sequences of random positive measures obtained on [0, 1] via b-adic independent cascades. To generalize them, this paper allows the random weights invoked in the cascades to take real or complex values. This yields sequences of random functions whose possible strong or weak limits are natural candidates for modeling multifractal phenomena. Their asymptotic behavior is investigated, yielding a sufficient condition for almost sure uniform convergence to nontrivial statistically self-similar limits. Is the limit function a monofractal function in multifractal time? General sufficient conditions are given under which such is the case, as well as examples for which no natural time change can be used. In most cases when the sufficient condition for convergence does not hold, we show that either the limit is 0 or the sequence diverges almost surely. In the later case, a functional central limit theorem holds, under some conditions. It provides a natural normalization making the sequence converge in law to a standard Brownian motion in multifractal time.

Basic properties of critical lognormal multiplicative chaos

We study one-dimensional exact scaling lognormal multiplicative chaos measures at criticality. Our main results are the determination of the exact asymptotics of the right tail of the distribution of the total mass of the measure, and an almost sure upper bound for the modulus of continuity of the cumulative distribution function of the measure. We also find an almost sure lower bound for the increments of the measure almost everywhere with respect to the measure itself, strong enough to show that the measure is supported on a set of Hausdorff dimension 0.

Generalized vector multiplicative cascades

We define the extension of the so-called ‘martingales in the branching random walk’ in R or C to some Banach algebras B of infinite dimension and give conditions for their convergence, almost surely and in the L p norm. This abstract approach gives conditions for the simultaneous convergence of uncountable families of such martingales constructed simultaneously in C, the idea being to consider such a family as a function-valued martingale in a Banach algebra of functions. The approach is an alternative to those of Biggins (1989), (1992) and Barral (2000), and it applies to a class of families to which the previous approach did not. We also give a result on the continuity of these multiplicative processes. Our results extend to a varying environment version of the usual construction: instead of attaching i.i.d. copies of a given random vector to the nodes of the tree ∪ n≥0 N + n , the distribution of the vector depends on the node in the multiplicative cascade. In this context, when B=R and in the nonnegative case, we generalize the measure on the boundary of the tree usually related to the construction; then we evaluate the dimension of this nonstatistically self-similar measure. In the self-similar case, our convergence results make it possible to simultaneously define uncountable families of such measures, and then to estimate their dimension simultaneously.

Ubiquity and large intersections properties under digit frequencies constraints

We are interested in two properties of real numbers: the first one is the property of being well-approximated by some dense family of real numbers {xn}n=1, such as rational numbers and more generally algebraic numbers, and the second one is the property of having given digit frequencies in some b-adic expansion.

MULTIFRACTAL ANALYSIS OF BIRKHOFF AVERAGES ON "SELF-AFFINE" SYMBOLIC SPACES

We achieve on self-affine Sierpinski carpets the multifractal analysis of the Birkhoff averages of potentials satisfying a Dini condition. Given such a potential, the corresponding Hausdorff spectrum cannot be deduced from that of the associated Gibbs measure by a simple transformation. Indeed, these spectra are, respectively, obtained as the Legendre transform of two distinct concave differentiable functions that cannot be deduced from one another by a dilation and a translation. This situation is in contrast to what is observed in the familiar self-similar case. Our results are presented in the framework of almost-multiplicative functions on products of two distinct symbolic spaces and their projection on the associated self-affine carpets.

Inside singularity sets of random Gibbs measures

We evaluate the scale at which the multifractal structure of some random Gibbs measures becomes discernible. The value of this scale is obtained through what we call the growth speed in Hölder singularity sets of a Borel measure. This growth speed yields new information on the multifractal behavior of the rescaled copies involved in the structure of statistically self-similar Gibbs measures. Our results are useful to understand the multifractal nature of various heterogeneous jump processes.