On Gaussian multiplicative chaos
By A. Shamov. 2014
153 citations recorded by the source corpus.
We propose a new definition of the Gaussian multiplicative chaos (GMC) and an approach based on the relation of subcritical GMC to randomized shifts of a Gaussian measure. Using this relation we prove general uniqueness and convergence results for subcritical GMC that hold for Gaussian fields with arbitrary covariance kernels.
Subfields: Mathematical Physics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/9450e988f952bd1237c48bd52bbfe196fe653861
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Mathematical Physics
- Eero Saksman
- J. Junnila
- Rémi Rhodes
- Vincent Vargas
- Christian Webb
- Nathanaël Berestycki
- A. Kupiainen
- F. David
In Statistics and Probability
- Rémi Rhodes
- Vincent Vargas
- Nathanaël Berestycki
- Christian Webb
- Eero Saksman
- A. Kupiainen
- F. David
- J. Junnila
Citations in the corpus
- Liouville Quantum Gravity on the Riemann Sphere (2014, methodology): “We also stress that all these methods were recently unified in a powerful framework in [55].”
- The Riemann zeta function and Gaussian multiplicative chaos: Statistics on the critical line (2016, background): “the universality property (how the law of the limiting object is independent of the precise details of the approximation scheme) is far from trivial for multiplicative chaos [75, 81, 53].”
- An elementary approach to Gaussian multiplicative chaos (2015, background): “While the setup is slightly less general than Shamov [12], we feel that the result and its proof are nevertheless interesting because of the completely elementary nature of the arguments, and the fact that they cover the most interesting cases without significant assumptions on the covariance kernel”
- Uniqueness of critical Gaussian chaos (2017, background): “Another approach is contained in the paper of Shamov [28].”