Convergence in law for complex Gaussian multiplicative chaos in phase III

Abstract: Gaussian Multiplicative Chaos (GMC) is informally defined as a random measure

e^{g a m m a X} m a t h r m d x

where

X

is Gaussian field on

m a t h b b R^{d}

(or an open subset of it) whose correlation function is of the form

K (x, y) = l o g f r a c 1 | y - x | + L (x, y),

where

L

is a continuous function

x

and

y

and

is a complex parameter. In the present paper, we consider the case

g a m m a i n m a t h c a l P'_{m a t h r m I I I}

where

mathcal P'_{mathrm{III}}:= { alpha+i �eta : alpha,gamma in mathbb R , |alpha|<sqrt{d/2}, alpha^2+�eta^2ge d }.

We prove that if

X

is replaced by the approximation

X_{v} a r e p s i l o n

obtained by convolution with a smooth kernel, then

e^{g a m m a X_{v} a r e p s i l o n} m a t h r m d x

, when properly rescaled, has an explicit non-trivial limit in distribution when

v a r e p s i l o n

goes to zero. This limit does not depend on the specific convolution kernel which is used to define

X_{v a r e p s i l o n}

and can be described as a complex Gaussian white noise with a random intensity given by a real GMC associated with parameter

2 a l p h a

.

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