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Consider a log-correlated Gaussian field $\Gamma$ and its associated imaginary multiplicative chaos $:e^{i \beta \Gamma}:$ where $\beta$ is a real parameter. In [AJJ22], we showed that for any nonzero test function $f$, the law of $\int f…

Probability · Mathematics 2025-12-01 Juhan Aru , Antoine Jego , Janne Junnila

In this note we continue the study of imaginary multiplicative chaos $\mu_\beta := \exp(i \beta \Gamma)$, where $\Gamma$ is a two-dimensional continuum Gaussian free field. We concentrate here on the fine-scale analytic properties of…

Probability · Mathematics 2025-01-17 Juhan Aru , Guillaume Baverez , Antoine Jego , Janne Junnila

In the present paper, we show that (under some minor technical assumption) Complex Gaussian Multiplicative Chaos defined as the complex exponential of a $\log$-correlated Gaussian field can be obtained by taking the limit of the exponential…

Probability · Mathematics 2020-12-01 Hubert Lacoin

We consider the imaginary Gaussian multiplicative chaos, i.e. the complex Wick exponential $\mu_\beta := :e^{i\beta \Gamma(x)}:$ for a log-correlated Gaussian field $\Gamma$ in $d \geq 1$ dimensions. We prove a basic density result, showing…

Probability · Mathematics 2025-12-01 Juhan Aru , Antoine Jego , Janne Junnila

We consider log-correlated random fields $X$ and the associated multiplicative chaos measures $\mu_{\gamma,X}$. Our results reconstruct the underlying field $X$ from the multiplicative chaos measure $\nu_{\gamma,X}$. The new feature of our…

Probability · Mathematics 2024-09-02 Sami Vihko

Denote by $\mu_\beta="\exp(\beta X)"$ the Gaussian multiplicative chaos which is defined using a log-correlated Gaussian field $X$ on a domain $U\subset\mathbb{R}^d$. The case $\beta\in\mathbb{R}$ has been studied quite intensively, and…

Probability · Mathematics 2019-05-30 Janne Junnila , Eero Saksman , Lauri Viitasaari

In this article, we study complex Gaussian multiplicative chaos. More precisely, we study the renormalization theory and the limit of the exponential of a complex log-correlated Gaussian field in all dimensions (including Gaussian Free…

Probability · Mathematics 2015-02-17 Hubert Lacoin , Rémi Rhodes , Vincent Vargas

We study non-Gaussian log-correlated multiplicative chaos, where the random field is defined as a sum of independent fields that satisfy suitable moment and regularity conditions. The convergence, existence of moments and analyticity with…

Probability · Mathematics 2016-06-30 Janne Junnila

The aim of this review-style paper is to provide a concise, self-contained and unified presentation of the construction and main properties of Gaussian multiplicative chaos (GMC) measures for log-correlated fields in 2D in the subcritical…

Probability · Mathematics 2020-04-30 Juhan Aru

In this article we study imaginary Gaussian multiplicative chaos -- namely a family of random generalized functions which can formally be written as $e^{i X(x)}$, where $X$ is a log-correlated real-valued Gaussian field on $\mathbb{R}^d$,…

Probability · Mathematics 2018-12-21 Janne Junnila , Eero Saksman , Christian Webb

We study the high-frequency Fourier asymptotics of imaginary Gaussian multiplicative chaos on the unit circle, a complex-valued random distribution formally given by $\mathrm M_{\mathrm i\beta}=\exp(\mathrm i\beta X)$, where $X$ is a…

Probability · Mathematics 2026-05-13 Benjamin Bonnefont , Hermanni Rajamäki , Vincent Vargas

In this article we establish novel decompositions of Gaussian fields taking values in suitable spaces of generalized functions, and then use these decompositions to prove results about Gaussian multiplicative chaos. We prove two…

Probability · Mathematics 2019-04-29 Janne Junnila , Eero Saksman , Christian Webb

Given an instance $h$ of the Gaussian free field on a planar domain $D$ and a constant $\gamma \in (0,2)$, one can use various regularization procedures to make sense of the Liouville quantum gravity area measure $\mu := e^{\gamma h(z)}…

Probability · Mathematics 2020-09-08 Nathanaël Berestycki , Scott Sheffield , Xin Sun

Consider a logarithmically-correlated Gaussian field $X$ in $d$ dimensions. For all $\gamma \in (-\sqrt{2d},\sqrt{2d})$, we show that the derivatives $\frac{\partial^k}{\partial\gamma^k} :e^{\gamma X_\epsilon}:$ of the regularised Gaussian…

Probability · Mathematics 2026-01-28 Antoine Jego

Let $M_{\gamma}$ be a subcritical Gaussian multiplicative chaos measure associated with a general log-correlated Gaussian field defined on a bounded domain $D \subset \mathbb{R}^d$, $d \geq 1$. We find an explicit formula for its…

Probability · Mathematics 2023-01-06 Federico Bertacco

Recognizing the regime of positive definiteness for a strictly logarithmic covariance kernel, we prove that the small deviations of a related Gaussian multiplicative chaos (GMC) $M_\gamma$ are for each natural dimension $d$ always of…

Probability · Mathematics 2024-06-04 Anna Talarczyk , Maciej Wiśniewolski

A completely elementary and self-contained proof of convergence of Gaussian multiplicative chaos is given. The argument shows further that the limiting random measure is nontrivial in the entire subcritical phase $(\gamma < \sqrt{2d})$ and…

Probability · Mathematics 2017-10-31 Nathanaël Berestycki

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…

Probability · Mathematics 2025-12-01 Federico Bertacco , Martin Hairer

Gaussian multiplicative chaos (GMC) is a canonical random fractal measure obtained by exponentiating log-correlated Gaussian processes, first constructed in the seminal work of Kahane (1985). Since then it has served as an important…

Probability · Mathematics 2025-02-25 Mriganka Basu Roy Chowdhury , Shirshendu Ganguly

The complex Gaussian Multiplicative Chaos (or complex GMC) is informally defined as a random measure $e^{\gamma X} \mathrm{d} x$ where $X$ is a log correlated Gaussian field on $\mathbb R^d$ and $\gamma=\alpha+i\beta$ is a complex…

Probability · Mathematics 2024-05-29 Hubert Lacoin
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