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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 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

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

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 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

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

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

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

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

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

The complex Gaussian Multiplicative Chaos (or complex GMC) is informally defined as a random measure $e^{\gamma X} \mathrm{d} x$ where $X$ is a log correlated Gaussian field on $\mathbb R^d$ and $\gamma=\alpha+i\beta$ is a complex…

概率论 · 数学 2024-05-29 Hubert Lacoin

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 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

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…

概率论 · 数学 2020-12-23 Hubert Lacoin

This paper is concerned with the construction of atomic Gaussian multiplicative chaos and the KPZ formula in Liouville quantum gravity. On the first hand, we construct purely atomic random measures corresponding to values of the parameter…

概率论 · 数学 2015-06-04 Julien Barral , Xiong Jin , Rémi Rhodes , Vincent Vargas

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…

概率论 · 数学 2025-07-09 Rodrigo Bazaes , Isabel Lammers , Chiranjib Mukherjee

We discuss a Gaussian multiplicative chaos (GMC) structure underlying a family of random measures $\mathbf{M}_r$, indexed by $r\in\mathbb{R}$, on a space $\Gamma$ of directed pathways crossing a diamond fractal with Hausdorff dimension two.…

概率论 · 数学 2019-09-25 Jeremy T. Clark

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…

概率论 · 数学 2023-01-06 Federico Bertacco

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

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
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