Critical Gaussian multiplicative chaos for singular measures

DOI10.1016/J.SPA.2024.104388MaRDI QIDQ6596202zbMATH OpenFDO

Authors Hubert Lacoin

Publication date 2 September 2024

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPA.2024.104388

zbMATH Keywords

Bessel processGaussian multiplicative chaosmartingales

Mathematics Subject Classification ID

Dynamical systems and their relations with probability theory and stochastic processes (37A50) Gaussian processes (60G15) Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44)

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• Critical Gaussian multiplicative chaos: a review
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Cites work

• An elementary approach to Gaussian multiplicative chaos
• Brownian motion, martingales, and stochastic calculus
• Brownian motion. With an appendix by Oded Schramm and Wendelin Werner
• Critical Gaussian multiplicative chaos: a review
• Critical Gaussian multiplicative chaos: convergence of the derivative martingale
• Decompositions of log-correlated fields with applications
• Diffusion in planar Liouville quantum gravity
• Fractal geometry. Mathematical foundations and applications
• Gaussian multiplicative chaos and applications: a review
• Glassy phase and freezing of log-correlated Gaussian potentials
• scientific article; zbMATH DE number 3960673 (Why is no real title available?)
• scientific article; zbMATH DE number 49190 (Why is no real title available?)
• Liouville Brownian motion
• Liouville Brownian motion at criticality
• Maximum of a log-correlated Gaussian field
• On Gaussian multiplicative chaos
• Renormalization of critical Gaussian multiplicative chaos and KPZ relation
• The Doob-McKean identity for stable Lévy processes
• Uniqueness of critical Gaussian chaos

Cited in

(5)

• The conditional Gaussian multiplicative chaos structure underlying a critical continuum random polymer model on a diamond fractal
• The critical 2d stochastic heat flow is not a Gaussian multiplicative chaos
• Subcritical Gaussian multiplicative chaos in the Wiener space: construction, moments and volume decay
• Multiplicative chaos measures from thick points of log-correlated fields
• Critical Gaussian multiplicative chaos revisited

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