A universality result for subcritical complex Gaussian multiplicative chaos

DOI10.1214/21-AAP1677MaRDI QIDQ2117441zbMATHOpenAlexFDO

Authors Hubert Lacoin

Publication date 21 March 2022

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2003.14024

zbMATH Keywords

Gaussian multiplicative chaosrandom distributionslog-correlated fields

Mathematics Subject Classification ID

Gaussian processes (60G15) Generation, random and stochastic difference and differential equations (37H10)

Abstract: 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 of the field convoluted with a smoothing Kernel. We consider two types of chaos: $e^{gammaX}$ for a log correlated field $X$ and $$, $$ and $$ for $X$ and $Y$ two independent fields with $$. Our result is valid in the range ${\displaystyle }$ mathcal O_{mathrm{sub}}:={ alpha^2+�eta^2<d } cup { |alpha|in (sqrt{d/2},sqrt{2d} ) ext{ and } |�eta|< sqrt{2d}-|alpha| },${\displaystyle }$ which, up to boundary, is conjectured to be optimal.

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Cited in

(9)

• The density of imaginary multiplicative chaos is positive
• Universal tail profile of Gaussian multiplicative chaos
• Convergence in law for complex Gaussian multiplicative chaos in phase III
• An elementary approach to Gaussian multiplicative chaos
• Reconstructing the base field from imaginary multiplicative chaos
• On the multiplicative chaos of non-Gaussian log-correlated fields
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