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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