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相关论文: Critical Gaussian multiplicative chaos: a review

200 篇论文

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 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

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

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

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 study one-dimensional exact scaling lognormal multiplicative chaos measures at criticality. Our main results are the determination of the exact asymptotics of the right tail of the distribution of the total mass of the measure, and an…

概率论 · 数学 2015-10-28 Julien Barral , Antti Kupiainen , Miika Nikula , Eero Saksman , Christian Webb

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

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 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

We present new, short and self-contained proofs of the convergence (with an adequate renormalization) of four different sequences to the critical Gaussian Multiplicative Chaos:(a) the derivative martingale (b) the critical martingale (c)…

概率论 · 数学 2022-09-15 Hubert Lacoin

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

In this article we systematically study the general properties and the single-point moments of the inverse of the Gaussian multiplicative chaos.

概率论 · 数学 2024-05-30 Ilia Binder , Tomas Kojar

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 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

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…

概率论 · 数学 2020-12-01 Hubert Lacoin

In this article, we review the theory of Gaussian multiplicative chaos initially introduced by Kahane's seminal work in 1985. Though this beautiful paper faded from memory until recently, it already contains ideas and results that are…

概率论 · 数学 2013-05-28 Rémi Rhodes , Vincent Vargas

A class of simplified measures is constructed to capture the key features of generic spatio-temporally chaotic systems. A combined analytical and numerical investigation allows us to extablish the scaling beahviour of the fractal dimension…

chao-dyn · 物理学 2009-10-31 Antonio Politi , Annette Witt

In this note we prove that suitable positive powers of the absolute value of the characteristic polynomial of a Haar distributed random unitary matrix converge in law, as the size of the matrix tends to infinity, to a Gaussian…

概率论 · 数学 2018-06-06 Miika Nikula , Eero Saksman , Christian Webb

We present a simple criterion, only based on second moment assumptions, for the convergence of polynomial or Wiener chaos to a Gaussian limit. We exploit this criterion to obtain new Gaussian asymptotics for the partition functions of…

概率论 · 数学 2022-10-07 Francesco Caravenna , Francesca Cottini

Recent progress in the gauge-mediated supersymmetry breaking is reviewed, with emphasis on the theoretical problems which gauge-mediated models so successfully solve, as well as those problems which are endemic to the models themselves and…

高能物理 - 唯象学 · 物理学 2009-10-30 Christopher Kolda
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