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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

The holomorphic multiplicative chaos (HMC) is a holomorphic analogue of the Gaussian multiplicative chaos. It arises naturally as the limit in large matrix size of the characteristic polynomial of Haar unitary, and more generally…

Probability · Mathematics 2025-02-21 Joseph Najnudel , Elliot Paquette , Nick Simm , Truong Vu

The holomorphic multiplicative chaos (HMC) is a holomorphic analogue of the Gaussian multiplicative chaos. It arises naturally as the limit in large matrix size of the characteristic polynomial of Haar unitary matrices, and more generally,…

Probability · Mathematics 2025-08-21 Christopher Atherfold , Joseph Najnudel

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

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

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…

Probability · Mathematics 2025-08-01 Yukun Chen , Zhaofeng Lin , Yanqi Qiu

We introduce a unified approach for studying the polynomial Fourier decay of classical multiplicative chaos measures. As consequences, we obtain the precise Fourier dimensions for multiplicative chaos measures arising from the following key…

Probability · Mathematics 2025-06-18 Zhaofeng Lin , Yanqi Qiu , Mingjie Tan

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

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

We show that the imaginary multiplicative chaos $\exp(i\beta \Gamma)$ determines the gradient of the underlying field $\Gamma$ for all log-correlated Gaussian fields with covariance of the form $-\log |x-y| + g(x,y)$ with mild regularity…

Probability · Mathematics 2021-02-03 Juhan Aru , Janne Junnila

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

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 construct and study properties of an infinite dimensional analog of Kahane's theory of Gaussian multiplicative chaos \cite{K85}. Namely, if $H_T(\omega)$ is a random field defined w.r.t. space-time white noise $\dot B$ and integrated…

Probability · Mathematics 2025-07-09 Rodrigo Bazaes , Isabel Lammers , Chiranjib Mukherjee

On the 1+2 dimensional lattice, we consider a directed polymer in a random Gaussian environment that is independent in time and correlated in space. The spatial correlation is supposed to decay as $(\log |x|)^a /|x|^{2}$, $a>-1$, where the…

Probability · Mathematics 2025-10-02 Clément Cosco , Francesca Cottini , Anna Donadini

We study Fourier multipliers with logarithmic oscillation at high frequency. The guiding example is the radial symbol \[ m_{\gamma,\beta}(\xi) = \bigl(\log(e+|\xi|)\bigr)^{-\beta} e^{i(\log(e+|\xi|))^\gamma}, \qquad \gamma>1, \] whose…

Functional Analysis · Mathematics 2026-05-28 Vicente Vergara

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

Gaussian Multiplicative Chaos (GMC) is informally defined as a random measure $e^{\gamma X} \mathrm{d} x$ where $X$ is Gaussian field on $\mathbb R^d$ (or an open subset of it) whose correlation function is of the form $ K(x,y)= \log…

Probability · Mathematics 2020-12-23 Hubert Lacoin

We consider Gaussian random monochromatic waves $u$ on the plane depending on a real parameter $s$ that is directly related to the regularity of its Fourier transform. Specifically, the Fourier transform of $u$ is $f\,d\sigma$, where…

Spectral Theory · Mathematics 2021-07-08 Alberto Enciso , Daniel Peralta-Salas , Álvaro Romaniega

We continue the study of the Fourier coefficients of Gaussian multiplicative chaos (GMC) recently initiated by Garban and Vargas. We show that if $\{c_n\}_{n\geq 1}$ are the Fourier coefficients of critical GMC on the unit interval, then…

Probability · Mathematics 2026-03-17 Louis-Pierre Arguin , Jad Hamdan

For an $N \times N$ random unitary matrix $U_N$, we consider the random field defined by counting the number of eigenvalues of $U_N$ in a mesoscopic arc of the unit circle, regularized at an $N$-dependent scale $\epsilon_N>0$. We prove that…

Probability · Mathematics 2018-04-20 Gaultier Lambert , Dmitry Ostrovsky , Nick Simm
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