February 2022 A universality result for subcritical complex Gaussian multiplicative chaos
Hubert Lacoin
Author Affiliations +
Ann. Appl. Probab. 32(1): 269-293 (February 2022). DOI: 10.1214/21-AAP1677

Abstract

In the present paper, we show that (under some minor technical assumption) Complex Gaussian multiplicative chaos defined as the complex exponential of a log-correlated Gaussian field can be obtained by taking the limit of the exponential of the field convoluted with a smoothing kernel. We consider two types of chaos: eγX for a log correlated field X and γ=α+iβ, α,βR and eαX+iβY for X and Y two independent fields with α,βR. Our result is valid in the range

Psub:={α2+β2<d}{|α|(d/2,2d) and |β|<2d|α|},

which, up to boundary, is conjectured to be optimal.

Funding Statement

This project has received funding from the European Union’s Horizon 2020 research and innovation programme under the Marie Skłodowska-Curie grant agreement No. 837793.

Acknowledgment

The author is grateful to Nathanaël Berestycki, R. Rhodes and Christian Webb for their feedback on a first version of this manuscript. He also wishes to thank the anonymous referee for numerous helpful comments and observation. This work has been realized in part during the author’s stay in Aix Marseille University as a MSCA fellow. He acknowledges kind hospitality and support.

Citation

Download Citation

Hubert Lacoin. "A universality result for subcritical complex Gaussian multiplicative chaos." Ann. Appl. Probab. 32 (1) 269 - 293, February 2022. https://doi.org/10.1214/21-AAP1677

Information

Received: 1 April 2020; Revised: 1 November 2020; Published: February 2022
First available in Project Euclid: 27 February 2022

MathSciNet: MR4386527
zbMATH: 1494.37032
Digital Object Identifier: 10.1214/21-AAP1677

Subjects:
Primary: 60F99 , 60G15 , 82B99

Keywords: Gaussian multiplicative chaos , log-correlated fields , random distributions

Rights: Copyright © 2022 Institute of Mathematical Statistics

JOURNAL ARTICLE
25 PAGES

This article is only available to subscribers.
It is not available for individual sale.
+ SAVE TO MY LIBRARY

Vol.32 • No. 1 • February 2022
Back to Top