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We consider a sub-critical Gaussian multiplicative chaos (GMC) measure defined on the unit interval [0,1] and prove an exact formula for the fractional moments of the total mass of this measure. Our formula includes the case where…

概率论 · 数学 2019-11-06 Guillaume Remy , Tunan Zhu

We develop an approach for investigating geometric properties of Gaussian multiplicative chaos (GMC) in an infinite dimensional set up. The base space is chosen to be the space of continuous functions endowed with Wiener measure, and the…

概率论 · 数学 2022-03-08 Yannic Bröker , Chiranjib Mukherjee

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…

概率论 · 数学 2025-12-01 Juhan Aru , Antoine Jego , Janne Junnila

The objective of this note is to study the probability that the total mass of a sub-critical Gaussian multiplicative chaos (GMC) with arbitrary base measure $\sigma$ is small. When $\sigma$ has some continuous density w.r.t Lebesgue…

概率论 · 数学 2019-01-23 Christophe Garban , Nina Holden , Avelio Sepúlveda , Xin Sun

We provide new constructions of the subcritical and critical Gaussian multiplicative chaos (GMC) measures corresponding to the 2D Gaussian free field (GFF). As a special case we recover E. Aidekon's construction of random measures using…

概率论 · 数学 2020-06-11 Juhan Aru , Ellen Powell , Avelio Sepúlveda

We identify an equality between two objects arising from different contexts of mathematical physics: Kahane's Gaussian Multiplicative Chaos ($GMC^\gamma$) on the circle, and the Circular Beta Ensemble $(C\beta E)$ from Random Matrix Theory.…

概率论 · 数学 2025-12-02 Reda Chhaibi , Joseph Najnudel

We determine the exact threshold of the extended Seiberg bound for the existence of correlation functions in the boundary Liouville conformal field theory in the unit disk. In probabilistic terms, our result is a toolbox yielding the…

概率论 · 数学 2023-02-14 Yichao Huang

Gaussian multiplicative chaos (GMC) is a canonical random fractal measure obtained by exponentiating log-correlated Gaussian processes, first constructed in the seminal work of Kahane (1985). Since then it has served as an important…

概率论 · 数学 2025-02-25 Mriganka Basu Roy Chowdhury , Shirshendu Ganguly

We study how the Gaussian multiplicative chaos (GMC) measures $\mu^\gamma$ corresponding to the 2D Gaussian free field change when $\gamma$ approaches the critical parameter $2$. In particular, we show that as $\gamma\to 2^{-}$,…

概率论 · 数学 2020-04-14 Juhan Aru , Ellen Powell , Avelio Sepúlveda

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

Many low temperature disordered systems are expected to exhibit Poisson-Dirichlet (PD) statistics. In this paper, we focus on the case when the underlying disorder is a logarithmically correlated Gaussian process $\phi_N$ on the box…

概率论 · 数学 2023-02-15 Shirshendu Ganguly , Kyeongsik Nam

Given a measure $\nu$ on a regular planar domain $D$, the Gaussian multiplicative chaos measure of $\nu$ studied in this paper is the random measure ${\widetilde \nu}$ obtained as the limit of the exponential of the $\gamma$-parameter…

概率论 · 数学 2018-12-14 Kenneth Falconer , Xiong Jin

The purpose of these notes, based on a course given by the second author at Les Houches summer school, is to explain the probabilistic construction of Polyakov's Liouville quantum gravity using the theory of Gaussian multiplicative chaos.…

概率论 · 数学 2016-02-25 Rémi Rhodes , Vincent vargas

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…

概率论 · 数学 2025-09-23 Yichao Huang , Youtao Liu

The aim of this review-style paper is to provide a concise, self-contained and unified presentation of the construction and main properties of Gaussian multiplicative chaos (GMC) measures for log-correlated fields in 2D in the subcritical…

概率论 · 数学 2020-04-30 Juhan Aru

Given an instance $h$ of the Gaussian free field on a planar domain $D$ and a constant $\gamma \in (0,2)$, one can use various regularization procedures to make sense of the Liouville quantum gravity area measure $\mu := e^{\gamma h(z)}…

概率论 · 数学 2020-09-08 Nathanaël Berestycki , Scott Sheffield , Xin Sun

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

Virasoro conformal blocks are a family of important functions defined as power series via the Virasoro algebra. They are a fundamental input to the conformal bootstrap program for 2D conformal field theory (CFT) and are closely related to…

概率论 · 数学 2024-01-30 Promit Ghosal , Guillaume Remy , Xin Sun , Yi Sun

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

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
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