Gaussian multiplicative chaos and applications: a review

From MaRDI portal

Publication:471970

Jump to:navigation, search

DOI10.1214/13-PS218zbMath1316.60073arXiv1305.6221OpenAlexW1973766190MaRDI QIDQ471970

Vincent Vargas, Rémi Rhodes

Publication date: 18 November 2014

Published in: Probability Surveys (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.6221

zbMATH Keywords

multifractal measures Gaussian free field Gaussian multiplicative chaos random measures 2d-Liouville quantum gravity geometrical KPZ formulae random Liouville measure random metric

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Random measures (60G57) Fractals (28A80) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items

Solutions to complex smoothing equations ⋮ KPZ formulas for the Liouville quantum gravity metric ⋮ Maxima of log-correlated fields: some recent developments* ⋮ The largest fragment of a homogeneous fragmentation process ⋮ Stationary random metrics on hierarchical graphs via \((\min,+)\)-type recursive distributional equations ⋮ Extreme local extrema of two-dimensional discrete Gaussian free field ⋮ The fixed points of the multivariate smoothing transform ⋮ The anomalous scaling exponents of turbulence in general dimension from random geometry ⋮ Schauder Estimates for Fractional Laplacians and NonLocal, One-Dimensional Singular SPDEs ⋮ Imaginary multiplicative chaos: moments, regularity and connections to the Ising model ⋮ Steep points of Gaussian free fields in any dimension ⋮ A family of probability distributions consistent with the DOZZ formula: towards a conjecture for the law of 2D GMC ⋮ Geodesic networks in Liouville quantum gravity surfaces ⋮ Two perspectives of the 2D unit area quantum sphere and their equivalence ⋮ Liouville quantum gravity on the annulus ⋮ A model problem for multiplicative chaos in number theory ⋮ Random walks on mated-CRT planar maps and Liouville Brownian motion ⋮ Moments of partition functions of 2d Gaussian polymers in the weak disorder regime-I ⋮ Percolation on Triangulations: A Bijective Path to Liouville Quantum Gravity ⋮ Tightness of supercritical Liouville first passage percolation ⋮ Trigonometric multiplicative chaos and applications to random distributions ⋮ Multiplicative chaos of the Brownian loop soup ⋮ Multifractal analysis of Gaussian multiplicative chaos and applications ⋮ Stochastic quantization associated with the \(\exp (\boldsymbol{\Phi})_2\)-quantum field model driven by space-time white noise on the torus in the full \(L^1\)-regime ⋮ Strong uniqueness for Dirichlet operators related to stochastic quantization under exponential/trigonometric interactions on the two-dimensional torus ⋮ Probabilistic construction of Toda conformal field theories ⋮ Almost surely time-space intermittency for the parabolic Anderson model with a log-correlated Gaussian field ⋮ The Frisch-Parisi conjecture. I: Prescribed multifractal behavior, and a partial solution ⋮ Smoothness of correlation functions in Liouville conformal field theory ⋮ Introduction to the Liouville quantum gravity metric ⋮ Law of large numbers for the maximum of the two-dimensional Coulomb gas potential ⋮ Gaussian multiplicative chaos for Gaussian orthogonal and symplectic ensembles ⋮ Towards rigorous analysis of the Levitov–Mirlin–Evers recursion ⋮ Brownian half‐plane excursion and critical Liouville quantum gravity ⋮ The stochastic heat equation with multiplicative Lévy noise: existence, moments, and intermittency ⋮ The conditional Gaussian multiplicative chaos structure underlying a critical continuum random polymer model on a diamond fractal ⋮ The Minkowski content measure for the Liouville quantum gravity metric ⋮ Equivalence of Liouville measure and Gaussian free field ⋮ Moments of the 2D directed polymer in the subcritical regime and a generalisation of the Erdös-Taylor theorem ⋮ Conformal welding of quantum disks ⋮ Secular coefficients and the holomorphic multiplicative chaos ⋮ Multiplicative chaos and the characteristic polynomial of the CUE: The 𝐿¹-phase ⋮ The critical 2d stochastic heat flow is not a Gaussian multiplicative chaos ⋮ Three-point correlation functions in the \(\mathfrak{sl}_3\) Toda theory. I: Reflection coefficients ⋮ Better than square-root cancellation for random multiplicative functions ⋮ Integrability of SLE via conformal welding of random surfaces ⋮ The maximum of log‐correlated Gaussian fields in random environment ⋮ The distribution of values of zeta and \(L\)-functions ⋮ Modelling Lagrangian velocity and acceleration in turbulent flows as infinitely differentiable stochastic processes ⋮ Gaussian complex zeroes are not always normal: limit theorems on the disc ⋮ On the moments of the characteristic polynomial of a Ginibre random matrix ⋮ Extrema of the Two-Dimensional Discrete Gaussian Free Field ⋮ A geometric treatment of log-correlated Gaussian free fields ⋮ On the Riemann Zeta Function and Gaussian Multiplicative Chaos ⋮ Log-Modulated Rough Stochastic Volatility Models ⋮ Diffusion processes on branching Brownian motion ⋮ Convergence of the spectrum of empirical covariance matrices for independent MRW processes ⋮ Liouville quantum gravity on complex tori ⋮ Geometry of the Gibbs measure for the discrete 2D Gaussian free field with scale-dependent variance ⋮ Tail behavior of sums and differences of log-normal random variables ⋮ Fractional Gaussian fields: a survey ⋮ A glimpse of the conformal structure of random planar maps ⋮ MOMENTS OF RANDOM MULTIPLICATIVE FUNCTIONS, I: LOW MOMENTS, BETTER THAN SQUAREROOT CANCELLATION, AND CRITICAL MULTIPLICATIVE CHAOS ⋮ The Tutte embedding of the Poisson-Voronoi tessellation of the Brownian disk converges to \(\sqrt{8/3}\)-Liouville quantum gravity ⋮ The conditional law of the Bacry-Muzy and Riemann-Liouville log correlated Gaussian fields and their GMC, via Gaussian Hilbert and fractional Sobolev spaces ⋮ KPZ formula derived from Liouville heat kernel ⋮ A dissipative random velocity field for fully developed fluid turbulence ⋮ A multifractal model for the velocity gradient dynamics in turbulent flows ⋮ A review of conjectured laws of total mass of Bacry–Muzy GMC measures on the interval and circle and their applications ⋮ Exact dimensionality and projection properties of Gaussian multiplicative chaos measures ⋮ Extremes of the 2d scale-inhomogeneous discrete Gaussian free field: Extremal process in the weakly correlated regime ⋮ Harmonic functions on mated-CRT maps ⋮ Quadratic Fluctuations of the Simple Exclusion Process ⋮ UNIQUENESS OF THE WELDING PROBLEM FOR SLE AND LIOUVILLE QUANTUM GRAVITY ⋮ The structure of extreme level sets in branching Brownian motion ⋮ Metric gluing of Brownian and \(\sqrt{8/3}\)-Liouville quantum gravity surfaces ⋮ On a skewed and multifractal unidimensional random field, as a probabilistic representation of Kolmogorov's views on turbulence ⋮ Heat kernel for Liouville Brownian motion and Liouville graph distance ⋮ Comparison of discrete and continuum Liouville first passage percolation ⋮ Polyakov's formulation of \(2d\) bosonic string theory ⋮ Shot noise multifractal model for turbulent pseudo-dissipation ⋮ Reconstructing the base field from imaginary multiplicative chaos ⋮ Thick points for a Gaussian free field in 4 dimensions ⋮ Complex Gaussian multiplicative chaos ⋮ Hierarchical structure in the trace formula* ⋮ Unit boundary length quantum disk: a study of two different perspectives and their equivalence ⋮ Semiclassical limit of Liouville field theory ⋮ Path integral for quantum Mabuchi K-energy ⋮ On Gaussian multiplicative chaos ⋮ Multifractal processes: definition, properties and new examples ⋮ Tightness of Liouville first passage percolation for \(\gamma \in (0,2)\) ⋮ Thick points of high-dimensional Gaussian free fields ⋮ Liouville quantum gravity on the unit disk ⋮ Extreme nesting in the conformal loop ensemble ⋮ Maximum and coupling of the sine-Gordon field ⋮ Random Hermitian matrices and Gaussian multiplicative chaos ⋮ Glassy phase and freezing of log-correlated Gaussian potentials ⋮ Convergence in law for complex Gaussian multiplicative chaos in phase III ⋮ Brownian loops and the central charge of a Liouville random surface ⋮ Liouville Brownian motion and thick points of the Gaussian free field ⋮ Subcritical multiplicative chaos for regularized counting statistics from random matrix theory ⋮ Moments of the position of the maximum for GUE characteristic polynomials and for log-correlated Gaussian processes ⋮ Fractional Brownian motion with Hurst index \({H = 0}\) and the Gaussian unitary ensemble ⋮ Liouville Brownian motion ⋮ A conjectural asymptotic formula for multiplicative chaos in number theory ⋮ Ward identities in the \(\mathfrak{sl}_3\) Toda conformal field theory ⋮ Full extremal process, cluster law and freezing for the two-dimensional discrete Gaussian free field ⋮ High points of a random model of the Riemann-zeta function and Gaussian multiplicative chaos ⋮ Continuity and estimates of the Liouville heat kernel with applications to spectral dimensions ⋮ On Barnes beta distributions and applications to the maximum distribution of the 2D Gaussian free field ⋮ Non-universality for first passage percolation on the exponential of log-correlated Gaussian fields ⋮ Dynamical freezing in a spin glass system with logarithmic correlations ⋮ On the Liouville heat kernel for \(k\)-coarse MBRW ⋮ Chordal \(\mathrm{SLE}_6\) explorations of a quantum disk ⋮ The multiplicative chaos of \(H=0\) fractional Brownian fields ⋮ From rough to multifractal volatility: the log S-fBm model ⋮ Integrability of boundary Liouville conformal field theory ⋮ First passage sets of the 2D continuum Gaussian free field ⋮ The Fyodorov-Bouchaud formula and Liouville conformal field theory ⋮ An almost sure KPZ relation for SLE and Brownian motion ⋮ The distribution of Gaussian multiplicative chaos on the unit interval ⋮ Small deviations in lognormal Mandelbrot cascades ⋮ Subsequential scaling limits for Liouville graph distance ⋮ Liouville quantum gravity with matter central charge in (1, 25): a probabilistic approach ⋮ KPZ relation does not hold for the level lines and \(\hbox {SLE}_\kappa \) flow lines of the Gaussian free field ⋮ Maximum of the characteristic polynomial of the Ginibre ensemble ⋮ Stress-energy in Liouville conformal field theory ⋮ Weak LQG metrics and Liouville first passage percolation ⋮ Anomalous diffusion of random walk on random planar maps ⋮ Brownian motion correlation in the peanosphere for \(\kappa>8\) ⋮ Spontaneous symmetry breaking, conformal anomaly and incompressible fluid turbulence ⋮ The Riemann zeta function and Gaussian multiplicative chaos: statistics on the critical line ⋮ The phase diagram of the complex branching Brownian motion energy model ⋮ Negative moments for Gaussian multiplicative chaos on fractal sets ⋮ Existence and uniqueness of the Liouville quantum gravity metric for \(\gamma \in (0, 2)\) ⋮ Spectral dimension of Liouville quantum gravity ⋮ Logarithmic and linear potentials of signed measures and Markov property of associated Gaussian fields ⋮ Liouville Brownian motion at criticality ⋮ A distance exponent for Liouville quantum gravity ⋮ The fractal dimension of Liouville quantum gravity: universality, monotonicity, and bounds ⋮ Conformal symmetries in the extremal process of two-dimensional discrete Gaussian free field ⋮ A theory of intermittency differentiation of 1D infinitely divisible multiplicative chaos measures ⋮ Maximum of the characteristic polynomial of random unitary matrices ⋮ On the maximum of the C\(\beta\)E field ⋮ On the parabolic and hyperbolic Liouville equations ⋮ Fractional Brownian motion with zero Hurst parameter: a rough volatility viewpoint ⋮ Critical Gaussian chaos: convergence and uniqueness in the derivative normalisation ⋮ Natural parametrization of SLE: the Gaussian free field point of view ⋮ The glassy phase of complex branching Brownian motion ⋮ Freezing and decorated Poisson point processes ⋮ Asymptotics of Hankel determinants with a Laguerre-type or Jacobi-type potential and Fisher-Hartwig singularities ⋮ Stochastic quantization associated with the \(\exp(\Phi)_2\)-quantum field model driven by space-time white noise on the torus ⋮ Bounds for distances and geodesic dimension in Liouville first passage percolation ⋮ A revisited proof of the Seneta-Heyde norming for branching random walks under optimal assumptions ⋮ Local metrics of the Gaussian free field ⋮ The tail expansion of Gaussian multiplicative chaos and the Liouville reflection coefficient ⋮ Modular bootstrap agrees with the path integral in the large moduli limit ⋮ Dynamical Liouville ⋮ How much can the eigenvalues of a random Hermitian matrix fluctuate? ⋮ Random walk on random planar maps: spectral dimension, resistance and displacement ⋮ External diffusion-limited aggregation on a spanning-tree-weighted random planar map ⋮ The Tutte embedding of the mated-CRT map converges to Liouville quantum gravity ⋮ SLE as a mating of trees in Euclidean geometry ⋮ Dimension transformation formula for conformal maps into the complement of an SLE curve ⋮ Liouville dynamical percolation ⋮ On intermediate level sets of two-dimensional discrete Gaussian free field ⋮ Liouville quantum gravity surfaces with boundary as matings of trees ⋮ Conformal covariance of the Liouville quantum gravity metric for \(\gamma\in (0,2)\) ⋮ Volume of metric balls in Liouville quantum gravity ⋮ Mesoscopic central limit theorem for the circular \(\beta\)-ensembles and applications ⋮ Joint scaling limit of site percolation on random triangulations in the metric and peanosphere sense ⋮ Gaussian fields, equilibrium potentials and multiplicative chaos for Dirichlet forms ⋮ Decompositions of log-correlated fields with applications ⋮ Continuum directed random polymers on disordered hierarchical diamond lattices ⋮ Dynamical fractional and multifractal fields ⋮ The Riemann-Liouville field and its GMC as \(H \to 0\), and skew flattening for the rough Bergomi model ⋮ Moments of the Riemann zeta function on short intervals of the critical line ⋮ Conformal welding for critical Liouville quantum gravity ⋮ The elliptic stochastic quantization of some two dimensional Euclidean QFTs ⋮ The dimension of the boundary of a Liouville quantum gravity metric ball ⋮ Confluence of geodesics in Liouville quantum gravity for \(\gamma \in (0,2)\) ⋮ A simple backward construction of branching Brownian motion with large displacement and applications ⋮ Connectivity properties of the adjacency graph of \(\text{SLE}_{\kappa}\) bubbles for \(\kappa\in(4,8)\) ⋮ Density of imaginary multiplicative chaos via Malliavin calculus ⋮ The semiclassical limit of Liouville conformal field theory ⋮ A universality result for subcritical complex Gaussian multiplicative chaos ⋮ Liouville quantum gravity on the Riemann sphere

Cites Work

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:471970&oldid=12349612"