Uniqueness of supercritical Gaussian multiplicative chaos
Probability
2025-12-01 v3 Mathematical Physics
math.MP
Abstract
We show that, for general convolution approximations to a large class of log-correlated Gaussian fields, the properly normalised supercritical Gaussian multiplicative chaos measures converge stably to a nontrivial limit. This limit depends on the choice of regularisation only through a multiplicative constant and can be characterised as an integrated atomic measure with a random intensity expressed in terms of the critical Gaussian multiplicative chaos.
Keywords
Cite
@article{arxiv.2504.07552,
title = {Uniqueness of supercritical Gaussian multiplicative chaos},
author = {Federico Bertacco and Martin Hairer},
journal= {arXiv preprint arXiv:2504.07552},
year = {2025}
}
Comments
21 pages. Accepted version