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Reconstruction of log-correlated fields from multiplicative chaos measures

Probability 2024-09-02 v1 Mathematical Physics math.MP

Abstract

We consider log-correlated random fields XX and the associated multiplicative chaos measures μγ,X\mu_{\gamma,X}. Our results reconstruct the underlying field XX from the multiplicative chaos measure νγ,X\nu_{\gamma,X}. The new feature of our results is that we allow the dimension dd to be arbitrary and cover also the critical case γ=2d\gamma=\sqrt{2d}. In the sub-critical regime γ<2d\gamma<\sqrt{2d}, we allow the fields to be mildly non-Gaussian, that is, the field has the decomposition X=G+HX=G+H with a log-correlated Gaussian field GG and a H\"older-continuos (not necessarily Gaussian) field HH.

Keywords

Cite

@article{arxiv.2408.17219,
  title  = {Reconstruction of log-correlated fields from multiplicative chaos measures},
  author = {Sami Vihko},
  journal= {arXiv preprint arXiv:2408.17219},
  year   = {2024}
}

Comments

39 pages, 1 figure