Density of imaginary multiplicative chaos via Malliavin calculus

DOI10.1007/S00440-022-01135-YarXiv2008.11768WikidataQ114018173 ScholiaQ114018173MaRDI QIDQ6347809FDOQ6347809

Authors: Juhan Aru, Antoine Jego, Janne Junnila 

Publication date: 26 August 2020

Abstract: We consider the imaginary Gaussian multiplicative chaos, i.e. the complex Wick exponential $$ for a log-correlated Gaussian field $Gamma$ in $dgeq1$ dimensions. We prove a basic density result, showing that for any nonzero continuous test function $f$, the complex-valued random variable $$ has a smooth density w.r.t. the Lebesgue measure on $mathbbC$. As a corollary, we deduce that the negative moments of imaginary chaos on the unit circle do not correspond to the analytic continuation of the Fyodorov-Bouchaud formula, even when well-defined. Somewhat surprisingly, basic density results are not easy to prove for imaginary chaos and one of the main contributions of the article is introducing Malliavin calculus to the study of (complex) multiplicative chaos. To apply Malliavin calculus to imaginary chaos, we develop a new decomposition theorem for non-degenerate log-correlated fields via a small detour to operator theory, and obtain small ball probabilities for Sobolev norms of imaginary chaos.

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Stochastic calculus of variations and the Malliavin calculus (60H07) Random measures (60G57) Generalized stochastic processes (60G20) Continuum models (systems of particles, etc.) arising in equilibrium statistical mechanics (82B21)

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