相关论文: Moment bounds for Gaussian multiplicative chaos wi…
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…
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…
In a remarkable paper in 2008, Fyodorov and Bouchaud conjectured an exact formula for the density of the total mass of (sub-critical) Gaussian multiplicative chaos (GMC) associated to the Gaussian free field (GFF) on the unit circle. In…
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)}…
Spectral properties of Gram matrices are central to high dimensional asymptotic analyses of statistical estimators in regression and covariance estimation. These properties, in turn, depend critically on the extreme singular values and…
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.…
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…
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…
In this article we systematically study the general properties and the single-point moments of the inverse of the Gaussian multiplicative chaos.
We study the high-frequency Fourier asymptotics of imaginary Gaussian multiplicative chaos on the unit circle, a complex-valued random distribution formally given by $\mathrm M_{\mathrm i\beta}=\exp(\mathrm i\beta X)$, where $X$ is a…
We solve the classical conformal welding problem for a composition of two random homeomorphisms generated by independent Gaussian multiplicative chaos measures with small parameter values. In other words, given two such measures on the…
Liouville conformal field theory (LCFT) is considered on a simply connected domain with boundary, specializing to the case where the Liouville potential is integrated only over the boundary of the domain. We work in the probabilistic…
We determine the exact values of the Fourier dimensions for Gaussian Multiplicative Chaos measures on the $d$-dimensional torus $\mathbb{T}^d$ for all integers $d \ge 1$. This resolves a problem left open in previous works [LQT24,LQT25] for…
In this work, we establish conditions ensuring convergence in distribution of a sequence admitting a Wiener-It\^o chaos representation to a nondegenerate Gaussian measure on a separable Hilbert space. Our first main result shows that,…
The timelike boundary Liouville (TBL) conformal field theory consisting of a negative norm boson with an exponential boundary interaction is considered. TBL and its close cousin, a positive norm boson with a non-hermitian boundary…
We prove a bound for the Wasserstein distance between vectors of smooth complex random variables and complex Gaussians in the framework of complex Markov diffusion generators. For the special case of chaotic eigenfunctions, this bound can…
Let $h$ be a log-correlated Gaussian field on $\R^d$, let $\gamma \in (0,\sqrt{2d}),$ let $\mu_h$ be the $\gamma$-Gaussian multiplicative chaos measure, and let $D_h$ be an exponential metric associated with $h$ satisfying certain natural…
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.…
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…
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…