Critical Gaussian multiplicative chaos: convergence of the derivative martingale
From MaRDI portal
Publication:465463
DOI10.1214/13-AOP890zbMATH Open1306.60055arXiv1206.1671MaRDI QIDQ465463FDOQ465463
Authors: Bertrand Duplantier, Rémi Rhodes, Scott Sheffield, Vincent Vargas 
Publication date: 31 October 2014
Published in: The Annals of Probability (Search for Journal in Brave)
Abstract: In this paper, we study Gaussian multiplicative chaos in the critical case. We show that the so-called derivative martingale, introduced in the context of branching Brownian motions and branching random walks, converges almost surely (in all dimensions) to a random measure with full support. We also show that the limiting measure has no atom. In connection with the derivative martingale, we write explicit conjectures about the glassy phase of log-correlated Gaussian potentials and the relation with the asymptotic expansion of the maximum of log-correlated Gaussian random variables.
Full work available at URL: https://arxiv.org/abs/1206.1671
Recommendations
- Critical Gaussian multiplicative chaos: a review
- Critical Gaussian chaos: convergence and uniqueness in the derivative normalisation
- An elementary approach to Gaussian multiplicative chaos
- Critical Brownian multiplicative chaos
- Renormalization of critical Gaussian multiplicative chaos and KPZ relation
Gaussian processes (60G15) Geometric probability and stochastic geometry (60D05) Random measures (60G57)
Cites Work
- Spectral representations of infinitely divisible processes
- An introduction to the theory of point processes
- Gaussian free fields for mathematicians
- Title not available (Why is that?)
- Minimal position and critical martingale convergence in branching random walks, and directed polymers on disordered trees
- On the one-dimensional discretized string
- A nonperturbative solution of \(D=1\) string theory
- LIOUVILLE FIELD THEORY: A DECADE AFTER THE REVOLUTION
- Conformal weldings of random surfaces: SLE and the quantum gravity zipper
- Title not available (Why is that?)
- Gaussian multiplicative chaos and KPZ duality
- Critical Mandelbrot cascades
- KPZ formula for log-infinitely divisible multifractal random measures
- A rigorous perspective on Liouville quantum gravity and the KPZ relation
- Liouville quantum gravity and KPZ
- Convergence in law of the minimum of a branching random walk
- Measure change in multitype branching
- Tightness of the recentered maximum of the two-dimensional discrete Gaussian free field
- Lognormal \(\star\)-scale invariant random measures
- Poisson-Dirichlet statistics for the extremes of a log-correlated Gaussian field
- Freezing and extreme-value statistics in a random energy model with logarithmically correlated potential
- Limiting laws of supercritical branching random walks
- Fixed points of the smoothing transformation
- KPZ in one dimensional random geometry of multiplicative cascades
- Log-infinitely divisible multifractal processes
- Levy multiplicative chaos and star scale invariant random measures
- Counting colored planar maps: algebraicity results
- Title not available (Why is that?)
- Title not available (Why is that?)
- Multi-spin systems on a randomly triangulated surface.
- A solvable 2D gravity model with \(\gamma>0\)
- A matrix model for the two-dimensional black hole
- Sur certaines martingales de Benoit Mandelbrot
- Non-perturbative solution of matrix models modified by trace-squared terms
- Multifractal products of cylindrical pulses
- Title not available (Why is that?)
- Wormholes, matrix models, and Liouville gravity
- Fixed points of the smoothing transform: the boundary case
- Multidimensional multifractal random measures
- Moments, continuity, and multifractal analysis of Mandelbrot martingales
- New critical behavior in \(d=0\) large-\(N\) matrix models
- Fixed points of a generalized smoothing transformation and applications to the branching random walk
- Critical behavior in \(c=1\) matrix model with branching interactions
- Slow variation and uniqueness of solutions to the functional equation in the branching random walk
- Title not available (Why is that?)
- The Potts-\(q\) random matrix model: Loop equations, critical exponents, and rational case.
- Proof of the law of iterated logarithm through diffusion equation
Cited In (71)
- Conformal symmetries in the extremal process of two-dimensional discrete Gaussian free field
- Liouville quantum gravity spheres as matings of finite-diameter trees
- Liouville quantum gravity on the Riemann sphere
- The Fyodorov-Bouchaud formula and Liouville conformal field theory
- On Gaussian multiplicative chaos
- Glassy phase and freezing of log-correlated Gaussian potentials
- Existence and uniqueness of the Liouville quantum gravity metric for \(\gamma \in (0, 2)\)
- Liouville Brownian motion
- Gaussian multiplicative chaos and KPZ duality
- Is the Riemann zeta function in a short interval a 1-RSB spin glass?
- Critical Mandelbrot cascades
- Decompositions of log-correlated fields with applications
- Gaussian multiplicative chaos and applications: a review
- Spectral dimension of Liouville quantum gravity
- Basic properties of critical lognormal multiplicative chaos
- Liouville Brownian motion at criticality
- Path integral for quantum Mabuchi K-energy
- Liouville quantum gravity on complex tori
- Critical Liouville measure as a limit of subcritical measures
- Small deviations in lognormal Mandelbrot cascades
- 1-stable fluctuations in branching Brownian motion at critical temperature. I: The derivative martingale
- Liouville quantum gravity with matter central charge in (1, 25): a probabilistic approach
- Dimension transformation formula for conformal maps into the complement of an SLE curve
- Conformal welding for critical Liouville quantum gravity
- Precise high moment asymptotics for parabolic Anderson model with log-correlated Gaussian field
- First passage sets of the 2D continuum Gaussian free field
- Liouville first passage percolation: geodesic length exponent is strictly larger than 1 at high temperatures
- Convergence in law for complex Gaussian multiplicative chaos in phase III
- The maximum of the four-dimensional membrane model
- Thick points for a Gaussian free field in 4 dimensions
- Critical Brownian multiplicative chaos
- Polyakov's formulation of \(2d\) bosonic string theory
- Maximum of a log-correlated Gaussian field
- Liouville measure as a multiplicative cascade via level sets of the Gaussian free field
- Extreme values for two-dimensional discrete Gaussian free field
- The Riemann zeta function and Gaussian multiplicative chaos: statistics on the critical line
- Complex Gaussian multiplicative chaos
- High points of a random model of the Riemann-zeta function and Gaussian multiplicative chaos
- On exact scaling log-infinitely divisible cascades
- Some superconcentration inequalities for extrema of stationary Gaussian processes
- Renormalization of critical Gaussian multiplicative chaos and KPZ relation
- Localization of the Gaussian multiplicative chaos in the Wiener space and the stochastic heat equation in strong disorder
- A review of conjectured laws of total mass of Bacry-Muzy GMC measures on the interval and circle and their applications
- An elementary approach to Gaussian multiplicative chaos
- Convergence in law of the maximum of the two-dimensional discrete Gaussian free field
- Almost surely time-space intermittency for the parabolic Anderson model with a log-correlated Gaussian field
- Planar Brownian motion and Gaussian multiplicative chaos
- The geodesics in Liouville quantum gravity are not Schramm-Loewner evolutions
- Metric growth dynamics in Liouville quantum gravity
- Extrema of the two-dimensional discrete Gaussian free field
- Counting function fluctuations and extreme value threshold in multifractal patterns: the case study of an ideal \(1/f\) noise
- Freezing and decorated Poisson point processes
- Extreme local extrema of two-dimensional discrete Gaussian free field
- Liouville quantum gravity on the unit disk
- Maxima of log-correlated fields: some recent developments*
- Levy multiplicative chaos and star scale invariant random measures
- Critical Gaussian chaos: convergence and uniqueness in the derivative normalisation
- The glassy phase of complex branching Brownian motion
- The extremal process of branching Brownian motion
- On the Riemann zeta function and Gaussian multiplicative chaos
- Uniqueness of the welding problem for SLE and Liouville quantum gravity
- Convergence for complex Gaussian multiplicative chaos on phase boundaries
- Critical Gaussian multiplicative chaos for singular measures
- Tightness of supercritical Liouville first passage percolation
- Nesting statistics in the \(O(n)\) loop model on random planar maps
- Subcritical Gaussian multiplicative chaos in the Wiener space: construction, moments and volume decay
- What is a random surface?
- Critical Gaussian multiplicative chaos revisited
- The extremal landscape for the \(\mathrm{C}\beta\mathrm{E}\) ensemble
- Introduction to the Liouville quantum gravity metric
- Diffusion processes on branching Brownian motion
This page was built for publication: Critical Gaussian multiplicative chaos: convergence of the derivative martingale
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q465463)
