Construction of non-Gaussian self-similar random fields with hierarchical structure

Abstract

In the present work we construct non-Gaussian self-similar random fields with hierarchical structure. The construction is based on non-Gaussian solutions of the main nonlinear equation of the hierarchical models theory. The existence of such solutions was proved originally by Sinai and the author and later by another method by Collet and Eckmann. Next we establish the uniqueness of a Gibbs state for the constructed self-similar field. Finally for a class of hierarchical models we prove the convergence of renormalization transformations of a random field at the critical point to the self-similar field.