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A universality result for subcritical Complex Gaussian Multiplicative Chaos

Probability 2020-12-01 v3 Mathematical Physics math.MP

Abstract

In the present paper, we show that (under some minor technical assumption) Complex Gaussian Multiplicative Chaos defined as the complex exponential of a log\log-correlated Gaussian field can be obtained by taking the limit of the exponential of the field convoluted with a smoothing Kernel. We consider two types of chaos: eγXe^{\gamma X} for a log correlated field XX and γ=α+iβ\gamma=\alpha+i\beta, α,βR\alpha, \beta\in \mathbb R and eαX+iβYe^{\alpha X+i\beta Y} for XX and YY two independent fields with α,βR\alpha, \beta\in \mathbb R. Our result is valid in the range Osub:={α2+β2<d}{α(d/2,2d) and β<2dα}, \mathcal O_{\mathrm{sub}}:=\{ \alpha^2+\beta^2<d \} \cup \{ |\alpha|\in (\sqrt{d/2},\sqrt{2d} ) \text{ and } |\beta|< \sqrt{2d}-|\alpha| \}, which, up to boundary, is conjectured to be optimal.

Keywords

Cite

@article{arxiv.2003.14024,
  title  = {A universality result for subcritical Complex Gaussian Multiplicative Chaos},
  author = {Hubert Lacoin},
  journal= {arXiv preprint arXiv:2003.14024},
  year   = {2020}
}

Comments

27 pages, 1 Figure (revised version. The proof of convergence in local Sobolev spaces has been added)

R2 v1 2026-06-23T14:33:20.852Z