An elementary approach to Gaussian multiplicative chaos
Probability
2017-10-31 v2
Abstract
A completely elementary and self-contained proof of convergence of Gaussian multiplicative chaos is given. The argument shows further that the limiting random measure is nontrivial in the entire subcritical phase and that the limit is universal (i.e., the limiting measure is independent of the regularisation of the underlying field)
Cite
@article{arxiv.1506.09113,
title = {An elementary approach to Gaussian multiplicative chaos},
author = {Nathanaël Berestycki},
journal= {arXiv preprint arXiv:1506.09113},
year = {2017}
}
Comments
This is the final published version, with a few additional typos corrected