On Gaussian multiplicative chaos
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Publication:265495
DOI10.1016/J.JFA.2016.03.001zbMATH Open1337.60054arXiv1407.4418OpenAlexW2963108791MaRDI QIDQ265495FDOQ265495
Publication date: 4 April 2016
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Abstract: We propose a new definition of the Gaussian multiplicative chaos (GMC) and an approach based on the relation of subcritical GMC to randomized shifts of a Gaussian measure. Using this relation we prove general uniqueness and convergence results for subcritical GMC that hold for Gaussian fields with arbitrary covariance kernels.
Full work available at URL: https://arxiv.org/abs/1407.4418
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