Open Access
2018 Critical Gaussian chaos: convergence and uniqueness in the derivative normalisation
Ellen Powell
Electron. J. Probab. 23: 1-26 (2018). DOI: 10.1214/18-EJP157
Abstract

We show that, for general convolution approximations to a large class of log-correlated fields, including the 2d Gaussian free field, the critical chaos measures with derivative normalisation converge to a limiting measure $\mu '$. This limiting measure does not depend on the choice of approximation. Moreover, it is equal to the measure obtained using the Seneta–Heyde renormalisation at criticality, or using a white-noise approximation to the field.

References

1.

[1] Javier Acosta, Tightness of the recentered maximum of log-correlated Gaussian fields, Electron. J. Probab. 19 (2014), no. 90, 25. 1307.60034 10.1214/EJP.v19-3170[1] Javier Acosta, Tightness of the recentered maximum of log-correlated Gaussian fields, Electron. J. Probab. 19 (2014), no. 90, 25. 1307.60034 10.1214/EJP.v19-3170

2.

[2] Elie Aidekon and Zhan Shi, The Seneta-Heyde scaling for the branching random walk, Ann. Probab. 42 (2014), no. 3, 959–993. 1304.60092 10.1214/12-AOP809 euclid.aop/1395838121[2] Elie Aidekon and Zhan Shi, The Seneta-Heyde scaling for the branching random walk, Ann. Probab. 42 (2014), no. 3, 959–993. 1304.60092 10.1214/12-AOP809 euclid.aop/1395838121

3.

[3] Romain Allez, Rémi Rhodes, and Vincent Vargas, Lognormal $\star $-scale invariant random measures, Probab. Theory Related Fields 155 (2013), no. 3-4, 751–788.[3] Romain Allez, Rémi Rhodes, and Vincent Vargas, Lognormal $\star $-scale invariant random measures, Probab. Theory Related Fields 155 (2013), no. 3-4, 751–788.

4.

[4] Juhan Aru, Ellen Powell, and Avelio Sepúlveda, Liouville measure as a multiplicative cascade via level sets of the gaussian free field, ArXiv preprint  arXiv:1701.058721701.05872 1327.60166 10.1007/s00440-014-0597-1[4] Juhan Aru, Ellen Powell, and Avelio Sepúlveda, Liouville measure as a multiplicative cascade via level sets of the gaussian free field, ArXiv preprint  arXiv:1701.058721701.05872 1327.60166 10.1007/s00440-014-0597-1

5.

[5] Nathanaël Berestycki, Introduction to the Gaussian free field and Liouville quantum gravity, Lecture notes, available on the webpage of the author.[5] Nathanaël Berestycki, Introduction to the Gaussian free field and Liouville quantum gravity, Lecture notes, available on the webpage of the author.

6.

[6] Nathanaël Berestycki, An elementary approach to Gaussian multiplicative chaos, Electron. Commun. Probab. 22 (2017), Paper No. 27, 12.[6] Nathanaël Berestycki, An elementary approach to Gaussian multiplicative chaos, Electron. Commun. Probab. 22 (2017), Paper No. 27, 12.

7.

[7] J. D. Biggins, Martingale convergence in the branching random walk, J. Appl. Probability 14 (1977), no. 1, 25–37. MR0433619 10.2307/3213258[7] J. D. Biggins, Martingale convergence in the branching random walk, J. Appl. Probability 14 (1977), no. 1, 25–37. MR0433619 10.2307/3213258

8.

[8] J. D. Biggins and A. E. Kyprianou, Measure change in multitype branching, Adv. in Appl. Probab. 36 (2004), no. 2, 544–581. MR2058149 1056.60082 10.1239/aap/1086957585 euclid.aap/1086957585[8] J. D. Biggins and A. E. Kyprianou, Measure change in multitype branching, Adv. in Appl. Probab. 36 (2004), no. 2, 544–581. MR2058149 1056.60082 10.1239/aap/1086957585 euclid.aap/1086957585

9.

[9] Bertrand Duplantier, Rémi Rhodes, Scott Sheffield, and Vincent Vargas, Critical Gaussian multiplicative chaos: convergence of the derivative martingale, Ann. Probab. 42 (2014), no. 5, 1769–1808. 1306.60055 10.1214/13-AOP890 euclid.aop/1409319467[9] Bertrand Duplantier, Rémi Rhodes, Scott Sheffield, and Vincent Vargas, Critical Gaussian multiplicative chaos: convergence of the derivative martingale, Ann. Probab. 42 (2014), no. 5, 1769–1808. 1306.60055 10.1214/13-AOP890 euclid.aop/1409319467

10.

[10] Bertrand Duplantier, Rémi Rhodes, Scott Sheffield, and Vincent Vargas, Renormalization of critical Gaussian multiplicative chaos and KPZ relation, Comm. Math. Phys. 330 (2014), no. 1, 283–330. 1297.60033 10.1007/s00220-014-2000-6[10] Bertrand Duplantier, Rémi Rhodes, Scott Sheffield, and Vincent Vargas, Renormalization of critical Gaussian multiplicative chaos and KPZ relation, Comm. Math. Phys. 330 (2014), no. 1, 283–330. 1297.60033 10.1007/s00220-014-2000-6

11.

[11] Bertrand Duplantier and Scott Sheffield, Liouville quantum gravity and KPZ, Invent. Math. 185 (2011), no. 2, 333–393. MR2819163 1226.81241 10.1007/s00222-010-0308-1[11] Bertrand Duplantier and Scott Sheffield, Liouville quantum gravity and KPZ, Invent. Math. 185 (2011), no. 2, 333–393. MR2819163 1226.81241 10.1007/s00222-010-0308-1

12.

[12] Werner Ehm, Tilmann Gneiting, and Donald Richards, Convolution roots of radial positive definite functions with compact support, Trans. Amer. Math. Soc. 356 (2004), no. 11, 4655–4685. 1044.42007 10.1090/S0002-9947-04-03502-0[12] Werner Ehm, Tilmann Gneiting, and Donald Richards, Convolution roots of radial positive definite functions with compact support, Trans. Amer. Math. Soc. 356 (2004), no. 11, 4655–4685. 1044.42007 10.1090/S0002-9947-04-03502-0

13.

[13] Yichao Huang, Remi Rhodes, and Vincent Vargas, Liouville quantum gravity on the unit disk, ArXiv preprint  arXiv:1502.043431502.04343 06976089 10.1214/17-AIHP852 euclid.aihp/1531296033[13] Yichao Huang, Remi Rhodes, and Vincent Vargas, Liouville quantum gravity on the unit disk, ArXiv preprint  arXiv:1502.043431502.04343 06976089 10.1214/17-AIHP852 euclid.aihp/1531296033

14.

[14] Janne Junnila and Eero Saksman, Uniqueness of critical Gaussian chaos, Electron. J. Probab. 22 (2017), Paper No. 11, 31. 1357.60040 10.1214/17-EJP28[14] Janne Junnila and Eero Saksman, Uniqueness of critical Gaussian chaos, Electron. J. Probab. 22 (2017), Paper No. 11, 31. 1357.60040 10.1214/17-EJP28

15.

[15] J.-P. Kahane and J. Peyrière, Sur certaines martingales de Benoit Mandelbrot, Advances in Math. 22 (1976), no. 2, 131–145.[15] J.-P. Kahane and J. Peyrière, Sur certaines martingales de Benoit Mandelbrot, Advances in Math. 22 (1976), no. 2, 131–145.

16.

[16] Jean-Pierre Kahane, Sur le chaos multiplicatif, Ann. Sci. Math. Québec 9 (1985), no. 2, 105–150. 0596.60041[16] Jean-Pierre Kahane, Sur le chaos multiplicatif, Ann. Sci. Math. Québec 9 (1985), no. 2, 105–150. 0596.60041

17.

[17] A. E. Kyprianou, Martingale convergence and the stopped branching random walk, Probab. Theory Related Fields 116 (2000), no. 3, 405–419. 0955.60078 10.1007/s004400050256[17] A. E. Kyprianou, Martingale convergence and the stopped branching random walk, Probab. Theory Related Fields 116 (2000), no. 3, 405–419. 0955.60078 10.1007/s004400050256

18.

[18] Minoru Motoo, Proof of the law of iterated logarithm through diffusion equation, Ann. Inst. Statist. Math. 10 (1958), 21–28. MR0097866 10.1007/BF02883984[18] Minoru Motoo, Proof of the law of iterated logarithm through diffusion equation, Ann. Inst. Statist. Math. 10 (1958), 21–28. MR0097866 10.1007/BF02883984

19.

[19] Rémi Rhodes and Vincent Vargas, KPZ formula for log-infinitely divisible multifractal random measures, ESAIM Probab. Stat. 15 (2011), 358–371.[19] Rémi Rhodes and Vincent Vargas, KPZ formula for log-infinitely divisible multifractal random measures, ESAIM Probab. Stat. 15 (2011), 358–371.

20.

[20] Rémi Rhodes and Vincent Vargas, Gaussian multiplicative chaos and applications: a review, Probab. Surv. 11 (2014), 315–392. 1316.60073 10.1214/13-PS218[20] Rémi Rhodes and Vincent Vargas, Gaussian multiplicative chaos and applications: a review, Probab. Surv. 11 (2014), 315–392. 1316.60073 10.1214/13-PS218

21.

[21] Raoul Robert and Vincent Vargas, Gaussian multiplicative chaos revisited, Ann. Probab. 38 (2010), no. 2, 605–631. 1191.60066 10.1214/09-AOP490 euclid.aop/1268143528[21] Raoul Robert and Vincent Vargas, Gaussian multiplicative chaos revisited, Ann. Probab. 38 (2010), no. 2, 605–631. 1191.60066 10.1214/09-AOP490 euclid.aop/1268143528

22.

[22] Alexander Shamov, On Gaussian multiplicative chaos, J. Funct. Anal. 270 (2016), no. 9, 3224–3261. 1337.60054 10.1016/j.jfa.2016.03.001[22] Alexander Shamov, On Gaussian multiplicative chaos, J. Funct. Anal. 270 (2016), no. 9, 3224–3261. 1337.60054 10.1016/j.jfa.2016.03.001
Ellen Powell "Critical Gaussian chaos: convergence and uniqueness in the derivative normalisation," Electronic Journal of Probability 23(none), 1-26, (2018). https://doi.org/10.1214/18-EJP157
Received: 10 October 2017; Accepted: 12 March 2018; Published: 2018
Vol.23 • 2018
Back to Top