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arXiv · 1506.09113

An elementary approach to Gaussian multiplicative chaos

Nathanaël Berestycki
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Abstract

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)

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Nathanaël Berestycki. 2015-06-30. An elementary approach to Gaussian multiplicative chaos. https://arxiv.org/abs/1506.09113

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