Related papers: Critical Gaussian Multiplicative Chaos for singula…
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…
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…
The precise tuning required to observe critical phenomena in gravitational collapse poses a challenge for most numerical codes. First, threshold estimation searches may be obstructed by the appearance of coordinate singularities, indicating…
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…
In this article, we review the theory of Gaussian multiplicative chaos initially introduced by Kahane's seminal work in 1985. Though this beautiful paper faded from memory until recently, it already contains ideas and results that are…
We construct a measure on the thick points of a Brownian loop soup in a bounded domain D of the plane with given intensity $\theta>0$, which is formally obtained by exponentiating the square root of its occupation field. The measure is…
The target measure $\mu$ is the distribution of a random vector in a box $\cB$, a Cartesian product of bounded intervals. The Gibbs sampler is a Markov chain with invariant measure $\mu$. A ``coupling from the past'' construction of the…
This is the first part of a series of papers devoted to studying the right tail profile of a bulk Gaussian multiplicative chaos measure with uniform singularity on the boundary. We investigate the bulk/boundary quotients of Gaussian…
In this note we construct a measure $\mu$ on a $\sigma$-algebra $\mathcal{M}$ of subsets of the positive real axis, $\mathbb{R}_{>0}$, with the following multiplicative property: \[ \mu \left( \bigcup_j E_j \right) = \prod_j \mu(E_j) \] for…
This is the second part of a series of papers where we consider questions related to the tail profile of the bulk/boundary quotients of Gaussian multiplicative chaos measures appearing in boundary Liouville conformal field theory. In this…
In this paper, we initiate the harmonic analysis of Gaussian multiplicative chaos (GMC) on the circle, i.e. the study of its Fourier coefficients. In particular, we show that almost surely GMC is a so-called Rajchman measure which means…
In a variety of applications it is important to extract information from a probability measure $\mu$ on an infinite dimensional space. Examples include the Bayesian approach to inverse problems and possibly conditioned) continuous time…
We determine the exact values of the Fourier dimensions for Gaussian Multiplicative Chaos measures on the $d$-dimensional torus $\mathbb{T}^d$ for all integers $d \ge 1$. This resolves a problem left open in previous works [LQT24,LQT25] for…
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…
Let $h$ be a log-correlated Gaussian field on $\R^d$, let $\gamma \in (0,\sqrt{2d}),$ let $\mu_h$ be the $\gamma$-Gaussian multiplicative chaos measure, and let $D_h$ be an exponential metric associated with $h$ satisfying certain natural…
Let $\mu$ be a centered log-concave probability measure on ${\mathbb R}^n$ and let $\Lambda_{\mu}^{\ast}$ denote the Cram\'{e}r transform of $\mu$, i.e. $\Lambda_{\mu}^{\ast}(x)=\sup\{\langle…
We provide an algorithm to approximate a finitely supported discrete measure $\mu$ by a measure $\nu_{N}$ corresponding to a set of $N$ points so that the total variation between $\mu$ and $\nu_N$ has an upper bound. As a consequence if…
Let $\mu$ be an even Borel probability measure on ${\mathbb R}$. For every $N>n$ consider $N$ independent random vectors $\vec{X}_1,\ldots ,\vec{X}_N$ in ${\mathbb R}^n$, with independent coordinates having distribution $\mu $. We establish…
We establish the limiting distribution of $\frac{{(\log \log x)}^{1/4}}{\sqrt{x}} \sum_{n\le x}\alpha(n)$ where $\alpha$ is a Steinhaus random multiplicative function, answering a question of Harper. The distributional convergence is proved…
Given a finite Borel measure $\mu$ on R n and basic semi-algebraic sets $\Omega$\_i $\subset$ R n , i = 1,. .. , p, we provide a systematic numerical scheme to approximate as closely as desired $\mu$(\cup\_i $\Omega$\_i), when all moments…