Decompositions of log-correlated fields with applications

DOI10.1214/19-AAP1492zbMATH Open1444.60026arXiv1808.06838OpenAlexW3000206496WikidataQ109553641 ScholiaQ109553641MaRDI QIDQ2299591FDOQ2299591

Christian Webb, Eero Saksman, Janne Junnila

Publication date: 21 February 2020

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

Abstract: In this article we establish novel decompositions of Gaussian fields taking values in suitable spaces of generalized functions, and then use these decompositions to prove results about Gaussian multiplicative chaos. We prove two decomposition theorems. The first one is a global one and says that if the difference between the covariance kernels of two Gaussian fields, taking values in some Sobolev space, has suitable Sobolev regularity, then these fields differ by a H"older continuous Gaussian process. Our second decomposition theorem is more specialized and is in the setting of Gaussian fields whose covariance kernel has a logarithmic singularity on the diagonal -- or log-correlated Gaussian fields. The theorem states that any log-correlated Gaussian field $X$ can be decomposed locally into a sum of a H"older continuous function and an independent almost $star$-scale invariant field (a special class of stationary log-correlated fields with 'cone-like' white noise representations). This decomposition holds whenever the term $g$ in the covariance kernel $C_X(x,y)=log(1/|x-y|)+g(x,y)$ has locally $H^{d+varepsilon}$ Sobolev smoothness. We use these decompositions to extend several results that have been known basically only for $star$-scale invariant fields to general log-correlated fields. These include the existence of critical multiplicative chaos, analytic continuation of the subcritical chaos in the so-called inverse temperature parameter $$, as well as generalised Onsager-type covariance inequalities which play a role in the study of imaginary multiplicative chaos.

Full work available at URL: https://arxiv.org/abs/1808.06838

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zbMATH Keywords

Gaussian multiplicative chaoslog-correlated Gaussian fieldsrandom generalized functions

Mathematics Subject Classification ID

Gaussian processes (60G15) Random measures (60G57)

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Cited In (23)

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• Density of imaginary multiplicative chaos via Malliavin calculus
• Convergence for complex Gaussian multiplicative chaos on phase boundaries
• Heat kernel for Liouville Brownian motion and Liouville graph distance
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• On the Riemann Zeta Function and Gaussian Multiplicative Chaos
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• Thick points of the planar GFF are totally disconnected for all \(\gamma \neq 0\)
• Critical Gaussian multiplicative chaos revisited
• Maxima of log-correlated fields: some recent developments*

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