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2017 An elementary approach to Gaussian multiplicative chaos
Nathanaël Berestycki
Electron. Commun. Probab. 22: 1-12 (2017). DOI: 10.1214/17-ECP58

Abstract

A completely elementary and self-contained proof of convergence of Gaussian multiplicative chaos is given. The argument shows further that the limiting random measure is nontrivial in the entire subcritical phase $(\gamma < \sqrt{2d} )$ and that the limit is universal (i.e., the limiting measure is independent of the regularisation of the underlying field).

Citation

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Nathanaël Berestycki. "An elementary approach to Gaussian multiplicative chaos." Electron. Commun. Probab. 22 1 - 12, 2017. https://doi.org/10.1214/17-ECP58

Information

Received: 25 May 2016; Accepted: 8 May 2017; Published: 2017
First available in Project Euclid: 12 May 2017

zbMATH: 1365.60035
MathSciNet: MR3652040
Digital Object Identifier: 10.1214/17-ECP58

Subjects:
Primary: 60J65, 60J67, 60K37

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