On Gaussian multiplicative chaos
Probability
2016-05-30 v4
Abstract
We propose a new definition of the Gaussian multiplicative chaos (GMC) and an approach based on the relation of subcritical GMC to randomized shifts of a Gaussian measure. Using this relation we prove general uniqueness and convergence results for subcritical GMC that hold for Gaussian fields with arbitrary covariance kernels.
Cite
@article{arxiv.1407.4418,
title = {On Gaussian multiplicative chaos},
author = {Alexander Shamov},
journal= {arXiv preprint arXiv:1407.4418},
year = {2016}
}
Comments
34 pages. Major revision of the original version. Numeration has changed significantly