On the regularity of complex multiplicative chaos

Abstract: Denote by

the Gaussian multiplicative chaos which is defined using a log-correlated Gaussian field

X

on a domain

U s u b s e t m a t h b b R^{d}

. The case

has been studied quite intensively, and then

is a random measure on

U

. It is known that

can also be defined for complex values

lying in certain subdomain of

m a t h b b C

, and then the realizations of

are random generalized functions on

U

. In this note we complement the results of Junnila et al. (where the case of purely imaginary

was considered) by studying the Besov-regularity of

and the finiteness of moments for general complex values of

.

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