The uniqueness of the Gaussian multiplicative chaos revisited
Probability
2015-09-29 v2 Mathematical Physics
math.MP
Abstract
We consider Gaussian multiplicative chaos measures defined in a general setting of metric measure spaces. Uniqueness results are obtained, verifying that different sequences of approximating Gaussian fields lead to the same chaos measure. Specialized to Euclidean spaces, our setup covers both the subcritical chaos and the critical chaos, actually extending to all non-atomic Gaussian chaos measures.
Keywords
Cite
@article{arxiv.1506.05099,
title = {The uniqueness of the Gaussian multiplicative chaos revisited},
author = {Janne Junnila and Eero Saksman},
journal= {arXiv preprint arXiv:1506.05099},
year = {2015}
}
Comments
A normalization typo corrected in Theorem 1.3 and added Remark 6.14