Planar Brownian motion and Gaussian multiplicative chaos
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Publication:782397
DOI10.1214/19-AOP1399MaRDI QIDQ782397FDOQ782397
Authors: Antoine Jego 
Publication date: 27 July 2020
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.01903
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- Decompositions of log-correlated fields with applications
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Cited In (24)
- Exceptional points of discrete-time random walks in planar domains
- Convergence for complex Gaussian multiplicative chaos on phase boundaries
- Thick points of random walk and the Gaussian free field
- A limit law for the most favorite point of simple random walk on a regular tree
- Characterisation of planar Brownian multiplicative chaos
- Liouville Brownian motion and thick points of the Gaussian free field
- Title not available (Why is that?)
- Mesoscopic central limit theorem for the circular \(\beta\)-ensembles and applications
- Remarks on the range and multiple range of a random walk up to the time of exit
- Tightness for thick points in two dimensions
- On the asymptotic number of small components created by planar brownian motion
- Exceptional points of two-dimensional random walks at multiples of the cover time
- Critical Brownian multiplicative chaos
- Skew-Product Decomposition of Planar Brownian Motion and Complementability
- Multiplicative chaos of the Brownian loop soup
- Title not available (Why is that?)
- The maximum of log‐correlated Gaussian fields in random environment
- Multiplicative chaos measures from thick points of log-correlated fields
- Title not available (Why is that?)
- Title not available (Why is that?)
- Points of infinite multiplicity of planar Brownian motion: measures and local times
- Critical Gaussian multiplicative chaos revisited
- Maxima of log-correlated fields: some recent developments*
- Planar Brownian motion and Gaussian multiplicative chaos
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