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We consider Gaussian multiplicative chaos measures defined in a general setting of metric measure spaces. Uniqueness results are obtained, verifying that different sequences of approximating Gaussian fields lead to the same chaos measure.…

概率论 · 数学 2015-09-29 Janne Junnila , Eero Saksman

We study the total mass of high points in a random model for the Riemann-Zeta function. We consider the same model as in [8], [2], and build on the convergence to 'Gaussian' multiplicative chaos proved in [14]. We show that the total mass…

概率论 · 数学 2019-06-24 Louis-Pierre Arguin , Lisa Hartung , Nicola Kistler

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…

概率论 · 数学 2025-12-01 Federico Bertacco , Martin Hairer

Let $\alpha$ be a Steinhaus random multiplicative function. For a wide class of multiplicative functions $f$ we construct a multiplicative chaos measure arising from the Dirichlet series of $\alpha f$, in the whole $L^1$-regime. Our method…

数论 · 数学 2025-09-16 Ofir Gorodetsky , Mo Dick Wong

We prove that if $\omega$ is uniformly distributed on $[0,1]$, then as $T\to\infty$, $t\mapsto \zeta(i\omega T+it+1/2)$ converges to a non-trivial random generalized function, which in turn is identified as a product of a very well behaved…

概率论 · 数学 2018-02-23 Eero Saksman , Christian Webb

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…

概率论 · 数学 2017-10-31 Nathanaël Berestycki

This review-style article presents an overview of recent progress in constructing and studying critical Gaussian multiplicative chaos. A proof that the critical measure in any dimension can be obtained as a limit of subcritical measures is…

概率论 · 数学 2020-07-03 Ellen Powell

Given $d\ge 1$, we provide a construction of the random measure - the critical Gaussian Multiplicative Chaos - formally defined $e^{\sqrt{2d}X}\mathrm{d} \mu$ where $X$ is a $\log$-correlated Gaussian field and $\mu$ is a locally finite…

概率论 · 数学 2023-04-13 Hubert Lacoin

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…

概率论 · 数学 2016-05-30 Alexander Shamov

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…

概率论 · 数学 2016-06-30 Janne Junnila

Gaussian Multiplicative Chaos is a way to produce a measure on $\R^d$ (or subdomain of $\R^d$) of the form $e^{\gamma X(x)} dx$, where $X$ is a log-correlated Gaussian field and $\gamma \in [0,\sqrt{2d})$ is a fixed constant. A…

概率论 · 数学 2013-09-26 Bertrand Duplantier , Rémi Rhodes , Scott Sheffield , Vincent Vargas

In this article, we consider the multiplicative chaos measure associated to the log-correlated random Fourier series, or random wave model, with i.i.d. coefficients taken from a general class of distributions. This measure was shown to be…

概率论 · 数学 2025-12-17 Yujin H. Kim , Xaver Kriechbaum

We consider $N\times N$ matrices $X$ with independent, identically distributed entries, and prove that the sequence of measures $\frac{ | \det (X-z)|^\gamma}{\mathbb{E}[ | \det (X-z)|^\gamma]}$ converge to the Gaussian Multiplicative Chaos…

概率论 · 数学 2026-05-29 Giorgio Cipolloni , Benjamin Landon

In this paper, we study Gaussian multiplicative chaos in the critical case. We show that the so-called derivative martingale, introduced in the context of branching Brownian motions and branching random walks, converges almost surely (in…

概率论 · 数学 2016-08-14 Bertrand Duplantier , Rémi Rhodes , Scott Sheffield , Vincent Vargas

We consider powers of the absolute value of the characteristic polynomial of Haar distributed random orthogonal or symplectic matrices, as well as powers of the exponential of its argument, as a random measure on the unit circle minus small…

数学物理 · 物理学 2022-09-15 Johannes Forkel , Jonathan P. Keating

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…

概率论 · 数学 2018-04-20 Gaultier Lambert , Dmitry Ostrovsky , Nick Simm

We show that, for general convolution approximations to a large class of log-correlated fields, including the 2d Gaussian free field, the critical chaos measures with derivative normalisation converge to a limiting measure {\mu}'. This…

概率论 · 数学 2022-11-24 Ellen Powell

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…

概率论 · 数学 2024-09-02 Sami Vihko

As represented by the Liouville measure, Gaussian multiplicative chaos is a random measure constructed from a Gaussian field. Under certain technical assumptions, we prove the convergence of a process time-changed by Gaussian multiplicative…

概率论 · 数学 2024-10-02 Takumu Ooi

We study the integral means spectrum associated with the analytic function whose derivative is the so-called randomized Riemann zeta-function, introduced some time ago by Bagchi. The randomized $\zeta$-function,…

复变函数 · 数学 2026-03-30 Bertrand Duplantier , Véronique Gayrard , Eero Saksman
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