An elementary approach to Gaussian multiplicative chaos
By Nathanaël Berestycki. 2015
252 citations recorded by the source corpus.
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)
Subfields: Condensed Matter Physics, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/b5c50edeb73706eb9656bd4be53489e0aff38142
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In Condensed Matter Physics
In Mathematical Physics
- Christian Webb
- Eero Saksman
- J. Junnila
- Jasper A. Vrugt
- Christophe Andrieu
- Christian P. Robert
- Jeffrey S. Rosenthal
- K. Latuszy'nski
Citations in the corpus
- The Riemann zeta function and Gaussian multiplicative chaos: Statistics on the critical line (2016, background): “We also point out Berestycki’s elegant proof for the existence and uniqueness of subcritical Gaussian multiplicative chaos measures [12].”
- Uniqueness of critical Gaussian chaos (2017, methodology): “Finally, in the paper [5] Berestycki provides an elegant and simple treatment of convolution approximations, again in the subcritical regime.”