English

First passage sets of the 2D continuum Gaussian free field

Probability 2020-06-11 v3 Mathematical Physics math.MP

Abstract

We introduce the first passage set (FPS) of constant level a-a of the two-dimensional continuum Gaussian free field (GFF) on finitely connected domains. Informally, it is the set of points in the domain that can be connected to the boundary by a path on which the GFF does not go below a-a. It is, thus, the two-dimensional analogue of the first hitting time of a-a by a one-dimensional Brownian motion. We provide an axiomatic characterization of the FPS, a continuum construction using level lines, and study its properties: it is a fractal set of zero Lebesgue measure and Minkowski dimension 2 that is coupled with the GFF Φ\Phi as a local set AA so that Φ+a\Phi+a restricted to AA is a positive measure. One of the highlights of this paper is identifying this measure as a Minkowski content measure in the non-integer gauge rlog(r)1/2r2r \mapsto \vert\log(r)\vert^{1/2}r^{2}, by using Gaussian multiplicative chaos theory.

Keywords

Cite

@article{arxiv.1706.07737,
  title  = {First passage sets of the 2D continuum Gaussian free field},
  author = {Juhan Aru and Titus Lupu and Avelio Sepúlveda},
  journal= {arXiv preprint arXiv:1706.07737},
  year   = {2020}
}

Comments

The first version also contained arXiv:1805.09204, which is now a paper on its own; the third version is an all-around improved version ; 42 pages; 8 figures,