English
Related papers

Related papers: Multiplicative chaos of the Brownian loop soup

200 papers

The distribution $\mu_{cl}$ of a Poisson cluster process in $X=\mathbb{R}^{d}$ (with i.i.d. clusters) is studied via an auxiliary Poisson measure on the space of configurations in $\mathfrak{X}=\sqcup_{n} X^n$, with intensity measure…

Functional Analysis · Mathematics 2008-10-07 Leonid Bogachev , Alexei Daletskii

We endow the $\sqrt{8/3}$-Liouville quantum gravity sphere with a metric space structure and show that the resulting metric measure space agrees in law with the Brownian map. Recall that a Liouville quantum gravity sphere is a priori…

Probability · Mathematics 2021-04-20 Jason Miller , Scott Sheffield

It is well-known (see Dvoretzky, Erd{\H o}s and Kakutani [8] and Le Gall [12]) that a planar Brownian motion $(B_t)_{t\ge 0}$ has points of infinite multiplicity, and these points form a dense set on the range. Our main result is the…

Probability · Mathematics 2021-05-03 Elie Aïdékon , Yueyun Hu , Zhan Shi

Consider the metric space $(\mathcal{P}_2(\mathbb{R}^d),W_2)$ of square integrable laws on $\mathbb{R}^d$ with the topology induced by the 2-Wasserstein distance $W_2$. Let $\Phi: \mathcal{P}_2( \mathbb{R}^d) \to \mathbb{R}$ be a function…

Probability · Mathematics 2022-06-02 Jean-François Chassagneux , Lukasz Szpruch , Alvin Tse

Recent works have shown that an instance of a Brownian surface (such as the Brownian map or Brownian disk) a.s. has a canonical conformal structure under which it is equivalent to a $\sqrt{8/3}$-Liouville quantum gravity (LQG) surface. In…

Probability · Mathematics 2019-09-25 Ewain Gwynne , Jason Miller , Scott Sheffield

In this paper, we establish the exact Fourier dimensions of all standard sub-critical Gaussian multiplicative chaos on the unit interval, thereby confirming the Garban-Vargas conjecture. The proof relies on a significant improvement of the…

Probability · Mathematics 2025-05-07 Zhaofeng Lin , Yanqi Qiu , Mingjie Tan

This paper describes the quality of convergence to an infinitely divisible law relative to free multiplicative convolution. We show that convergence in distribution for products of identically distributed and infinitesimal free random…

Functional Analysis · Mathematics 2014-05-07 Michael Anshelevich , Jiun-Chau Wang , Ping Zhong

We study the analogue of Poisson ensembles of Markov loops ('loop soups') in the setting of one-dimensional diffusions. We give a detailed description of the corresponding intensity measure. The properties of this measure on loops lead us…

Probability · Mathematics 2020-06-11 Titus Lupu

Inspired by the recent work of Bertini and Posta, who introduced the boundary driven Brownian gas on $[0,1]$, we study boundary driven systems of independent particles in a general setting, including particles jumping on finite graphs and…

Probability · Mathematics 2021-12-24 Gioia Carinci , Simone Floreani , Cristian Giardinà , Frank Redig

We construct loop soups for general Markov processes without transition densities and show that the associated permanental process is equal in distribution to the loop soup local time. This is used to establish isomorphism theorems…

Probability · Mathematics 2014-01-13 P. J. Fitzsimmons , Jay Rosen

We study generalized non-intersection probabilities for the three-dimensional Brownian loop soup at subcritical intensities. We establish the existence of generalized intersection exponents (GIE) and prove an up-to-constants estimate for…

Probability · Mathematics 2026-05-19 Yifan Gao , Ruixuan Li , Xinyi Li

We provide a new construction of the Brownian disks, which have been defined by Bettinelli and Miermont as scaling limits of quadrangulations with a boundary when the boundary size tends to infinity. Our method is very similar to the…

Probability · Mathematics 2017-10-23 Jean-François Le Gall

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

We show that the unit area Liouville quantum gravity sphere can be constructed in two equivalent ways. The first, which was introduced by the authors and Duplantier, uses a Bessel excursion measure to produce a Gaussian free field variant…

Probability · Mathematics 2018-10-11 Jason Miller , Scott Sheffield

We construct the natural diffusion in the random geometry of planar Liouville quantum gravity. Formally, this is the Brownian motion in a domain $D$ of the complex plane for which the Riemannian metric tensor at a point $z \in D$ is given…

Probability · Mathematics 2013-01-16 Nathanael Berestycki

We describe a measurement device principle based on discrete iterations of Bayesian updating of system state probability distributions. Although purely classical by nature, these measurements are accompanied with a progressive collapse of…

Mathematical Physics · Physics 2015-06-11 Michel Bauer , Denis Bernard , Tristan Benoist

We compute analytically and in closed form the four-point correlation function in the plane, and the two-point correlation function in the upper half-plane, of layering vertex operators in the two dimensional conformally invariant system…

Mathematical Physics · Physics 2020-08-26 Federico Camia , Valentino F. Foit , Alberto Gandolfi , Matthew Kleban

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 consider the discrete Gaussian Free Field in a square box in $\mathbb Z^2$ of side length $N$ with zero boundary conditions and study the joint law of its properly-centered extreme values ($h$) and their scaled spatial positions ($x$) in…

Probability · Mathematics 2016-06-24 Marek Biskup , Oren Louidor

These are lecture notes from a course given at the CRM in Montreal in 1992. They survey the author's attempts to find and understand canonical probabilistic entities in a local field (e.g. p-adic) setting. We propose answers to the related…

Probability · Mathematics 2007-05-23 Steven N. Evans
‹ Prev 1 4 5 6 7 8 10 Next ›