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arXiv · 1905.12027

On the regularity of complex multiplicative chaos

Janne Junnila·Eero Saksman·Lauri Viitasaari
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Abstract

Denote by $\mu_\beta="\exp(\beta X)"$ the Gaussian multiplicative chaos which is defined using a log-correlated Gaussian field $X$ on a domain $U\subset\mathbb{R}^d$. The case $\beta\in\mathbb{R}$ has been studied quite intensively, and then $\mu_\beta$ is a random measure on $U$. It is known that $\mu_\beta$ can also be defined for complex values $\beta$ lying in certain subdomain of $\mathbb{C}$, and then the realizations of $\mu_\beta$ are random generalized functions on $U$. In this note we complement the results of Junnila et al. (where the case of purely imaginary $\beta$ was considered) by studying the Besov-regularity of $\mu_\beta$ and the finiteness of moments for general complex values of $\beta$.

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Janne Junnila, Eero Saksman, Lauri Viitasaari. 2019-05-28. On the regularity of complex multiplicative chaos. https://arxiv.org/abs/1905.12027

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