Critical Gaussian Multiplicative Chaos for singular measures

MaRDI QIDQ6432852zbMATH OpenFDO

Authors Hubert Lacoin

Publication date 12 April 2023

Abstract: Given $dge1$, we provide a construction of the random measure - the critical Gaussian Multiplicative Chaos - formally defined $e^{sqrt2dX}mathrmdmu$ where $X$ is a $log$-correlated Gaussian field and $mu$ is a locally finite measure on $mathbb{R}^d$. Our construction generalizes the one performed in the case where $mu$ is the Lebesgue measure. It requires that the measure $mu$ is sufficiently spread out, namely that for $mu$ almost every $x$ we have ${\displaystyle }$ int_{B(0,1)}frac{mu(mathrm{d} y)}{|x-y|^{d}e^{ holeft(log frac{1}{|x-y|} ight)}}<infty, ${\displaystyle }$ for any compact set where $ho:mathbb{R}_{+}omathbb{R}_{+}$ can be chosen to be any lower envelope function for the $3$-Bessel process (this includes $ho(x)=x^{alpha}$ with $alphain(0,1/2)$). We prove that three distinct random objects converge to a common limit which defines the critical GMC: the derivative martingale, the critical martingale, and the exponential of the mollified field. We also show that the above criterion for the measure $mu$ is in a sense optimal.

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