First passage sets of the 2D continuum Gaussian free field

DOI10.1007/S00440-019-00941-1MaRDI QIDQ2174672zbMATH OpenOpenAlexWikidataFDO

Authors Juhan Aru, Titus Lupu, A. Sepulveda

Publication date 21 April 2020

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1706.07737

zbMATH Keywords

Gaussian free fieldGaussian multiplicative chaosSchramm-Loewner evolutiontwo-valued local setsfirst passage setslocal set

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Brownian motion (60J65) Two-dimensional field theories, conformal field theories, etc. in quantum mechanics (81T40) Stochastic (Schramm-)Loewner evolution (SLE) (60J67)

Abstract: We introduce the first passage set (FPS) of constant level $-a$ of the two-dimensional continuum Gaussian free field (GFF) on finitely connected domains. Informally, it is the set of points in the domain that can be connected to the boundary by a path on which the GFF does not go below $-a$. It is, thus, the two-dimensional analogue of the first hitting time of $-a$ by a one-dimensional Brownian motion. We provide an axiomatic characterization of the FPS, a continuum construction using level lines, and study its properties: it is a fractal set of zero Lebesgue measure and Minkowski dimension 2 that is coupled with the GFF $Phi$ as a local set $A$ so that $Phi+a$ restricted to $A$ is a positive measure. One of the highlights of this paper is identifying this measure as a Minkowski content measure in the non-integer gauge $rmapstovertlog(r)ver{t}^{1/2}{r}^2$, by using Gaussian multiplicative chaos theory.

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Cited in

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