{
  "id": "1407.4418",
  "version": "v2",
  "published": "2014-07-16T18:31:25.000Z",
  "updated": "2014-09-08T15:46:33.000Z",
  "title": "On Gaussian multiplicative chaos",
  "authors": [
    "Alexander Shamov"
  ],
  "comment": "43 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2014-07-16T18:31:25.000Z",
      "journal": null,
      "doi": null
    },
    {
      "version": "v2",
      "updated": "2014-09-08T15:46:33.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G15",
      "60G57",
      "60B10"
    ],
    "keywords": [
      "gaussian multiplicative chaos",
      "subcritical gmc",
      "arbitrary covariance kernels",
      "general uniqueness",
      "convergence results"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 43,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2014arXiv1407.4418S"
    }
  }
}