Critical Gaussian Multiplicative Chaos revisited
Probability
2022-09-15 v1 Mathematical Physics
math.MP
Abstract
We present new, short and self-contained proofs of the convergence (with an adequate renormalization) of four different sequences to the critical Gaussian Multiplicative Chaos:(a) the derivative martingale (b) the critical martingale (c) the exponential of the mollified field (d) the subcritical Gaussian Multiplicative Chaos.
Keywords
Cite
@article{arxiv.2209.06683,
title = {Critical Gaussian Multiplicative Chaos revisited},
author = {Hubert Lacoin},
journal= {arXiv preprint arXiv:2209.06683},
year = {2022}
}
Comments
26 pages, 5 figures