arXiv:1506.09113 Abstract | arXiv Analytics

arXiv:1506.09113 [math.PR]Abstract References Reviews Resources

An elementary approach to Gaussian multiplicative chaos

Published 2015-06-30Version 1

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)

Comments: 11 pages, comments welcome

Categories: math.PR

Keywords: gaussian multiplicative chaos, elementary approach, entire subcritical phase, limiting random measure, convergence

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