Critical Gaussian multiplicative chaos revisited

被引：0
|
作者：
Lacoin, Hubert [1 ]
机构：
[1] IMPA, Rio De Janeiro, Brazil
来源：
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2024年 / 60卷 / 04期
关键词：
Random distributions; log-correlated fields; Gaussian Multiplicative Chaos; BROWNIAN-MOTION; CONVERGENCE;
D O I：
10.1214/23-AIHP1411
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We present new, short and self-contained proofs of the convergence (with an adequate renormalization) of four different sequences to the critical Gaussian Multiplicative Chaos: the derivative martingale, the critical martingale, the exponential of the mollified field and the subcritical Gaussian Multiplicative Chaos.
引用
收藏
页码：2328 / 2351
页数：24
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