Maximum of a log-correlated Gaussian field
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Publication:902875
DOI10.1214/14-AIHP633zbMATH Open1329.60138arXiv1307.1365MaRDI QIDQ902875FDOQ902875
Publication date: 4 January 2016
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Abstract: We study the maximum of a Gaussian field on () whose correlations decay logarithmically with the distance. Kahane cite{Kah85} introduced this model to construct mathematically the Gaussian multiplicative chaos in the subcritical case. Duplantier, Rhodes, Sheffield and Vargas cite{DRSV12a} cite{DRSV12b} extended Kahane's construction to the critical case and established the KPZ formula at criticality. Moreover, they made in cite{DRSV12a} several conjectures on the supercritical case and on the maximum of this Gaussian field. In this paper we resolve Conjecture 12 in cite{DRSV12a}: we establish the convergence in law of the maximum and show that the limit law is the Gumbel distribution convoluted by the limit of the derivative martingale.
Full work available at URL: https://arxiv.org/abs/1307.1365
Gaussian processes (60G15) Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05)
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Cited In (40)
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