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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 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

In this paper, we initiate the harmonic analysis of Gaussian multiplicative chaos (GMC) on the circle, i.e. the study of its Fourier coefficients. In particular, we show that almost surely GMC is a so-called Rajchman measure which means…

概率论 · 数学 2024-03-01 Christophe Garban , Vincent Vargas

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 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

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 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 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 introduce a unified approach for studying the polynomial Fourier decay of classical multiplicative chaos measures. As consequences, we obtain the precise Fourier dimensions for multiplicative chaos measures arising from the following key…

概率论 · 数学 2025-06-18 Zhaofeng Lin , Yanqi Qiu , Mingjie Tan

In this paper, we establish the exact Fourier dimensions of all standard sub-critical Gaussian multiplicative chaos on the unit interval, thereby confirming the Garban-Vargas conjecture. The proof relies on a significant improvement of the…

概率论 · 数学 2025-05-07 Zhaofeng Lin , Yanqi Qiu , Mingjie Tan

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 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

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 continue the study of the Fourier coefficients of Gaussian multiplicative chaos (GMC) recently initiated by Garban and Vargas. We show that if $\{c_n\}_{n\geq 1}$ are the Fourier coefficients of critical GMC on the unit interval, then…

概率论 · 数学 2026-03-17 Louis-Pierre Arguin , Jad Hamdan

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 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

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

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

We prove that multiplicative chaos measures can be constructed from extreme level sets or thick points of the underlying logarithmically correlated field. We develop a method which covers the whole subcritical phase and only requires…

概率论 · 数学 2023-03-22 Janne Junnila , Gaultier Lambert , Christian Webb
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