Abstract
We prove a formula relating the Hausdorff dimension of a subset of the unit interval and the Hausdorff dimension of the same set with respect to a random path matric on the interval, which is generated using a multiplicative cascade. When the random variables generating the cascade are exponentials of Gaussians, the well known KPZ formula of Knizhnik, Polyakov and Zamolodchikov from quantum gravity [KPZ88] appears. This note was inspired by the recent work of Duplantier and Sheffield [DS08] proving a somewhat different version of the KPZ formula for Liouville gravity. In contrast with the Liouville gravity setting, the one dimensional multiplicative cascade framework facilitates the determination of the Hausdorff dimension, rather than some expected box count dimension.
Similar content being viewed by others
References
Duplantier, B., Sheffield, S.: In preparation, 2008
Kolmogorov, A.N.: The local structure of turbulence in incompressible viscous fluid for very large Reynolds numbers. Translated from the Russian by V. Levin, Turbulence and stochastic processes: Kolmogorov’sideas 50 years on, Proc. Roy. Soc. London Ser. A 434(1890), 9–13 (1991)
Kahane J.-P., Peyrière J.: Sur certaines martingales de Benoit Mandelbrot. Adv. Math. 22(2), 131–145 (1976)
Knizhnik V.G., Polyakov A.M., Zamolodchikov A.B.: Fractal structure of 2D-quantum gravity. Mod. Phys. Lett. A 3(8), 819–826 (1988)
Liu Q.: Asymptotic properties and absolute continuity of laws stable by random weighted mean. Stoch. Proc. Appl. 95(1), 83–107 (2001)
Mandelbrot B.: Intermittent turbulence in self similar cascades: divergence of high moments and dimension of carrier. J. Fluid Mech. 62, 331–333 (1974)
Mattila, P.: Geometry of sets and measures in Euclidean spaces. Volume 44 of Cambridge Studies in Advanced Mathematics. Cambridge: Cambridge University Press, 1995
Ossiander M., Waymire E.C.: Statistical estimation for multiplicative cascades. Ann. Stat. 28(6), 1533–1560 (2000)
Polyakov A.M.: Quantum gravity in two dimensions. Mod. Phys. Lett. A 2(11), 893–898 (1987)
Yaglom A.M.: Effect of fluctuations in energy dissipation rate on the form of turbulence characteristics in the inertial subrange. Dokl. Akad. Nauk SSSR 166, 49–52 (1966)
Author information
Authors and Affiliations
Corresponding author
Additional information
Communicated by M. Aizenman
Rights and permissions
About this article
Cite this article
Benjamini, I., Schramm, O. KPZ in One Dimensional Random Geometry of Multiplicative Cascades. Commun. Math. Phys. 289, 653–662 (2009). https://doi.org/10.1007/s00220-009-0752-1
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00220-009-0752-1