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Antoine Jego

Publications and source records attributed to Antoine Jego.

16 recordsLinked to original sources

The CFT of SLE loop measures and the Kontsevich--Suhov conjecture

This paper initiates the study of the conformal field theory of the SLE$_κ$ loop measure $ν$ for $κ\in(0,4]$, the range where the loop is almost surely simple. First, we construct two commuting representations $(\mathbf{L}_n,\bar{\mathbf{L}}_n)_{n\in\mathbb{Z}}$ of the Virasoro algebra with central charge $c_\mathrm{M}=1-6(\frac{2}{\sqrtκ}-\frac{\sqrtκ}{2})^2\leq1$ as (unbounded) first order differential operators on $L^2(ν)$. Second, we introduce highest-weight representations and characterise their structure: in particular, we prove the existence of vanishing singular vectors at arbitrary levels on the Kac table. Third, we prove an integration by parts formula for the SLE loop measure, and use it to define the Shapovalov form of the representation, a non degenerate (but \emph{not} positive definite) Hermitian form $\mathcal{Q}$ on $L^2(ν)$ with a remarkably simple geometric expression. The fact that $\mathcal{Q}$ differs from the $L^2(ν)$-inner product is a manifestation of non-unitarity. Finally, we write down a spectral resolution of $\mathcal{Q}$ using the joint diagonalisation of $\mathbf{L}_0$ and $\bar{\mathbf{L}}_0$. As an application of these results, we provide the first proof of the uniqueness of restriction measures, as conjectured by Kontsevich and Suhov. Our results lay the groundwork for an in-depth study of the CFT of SLE: in forthcoming works, we will define correlation functions on Riemann surfaces, and prove conformal Ward identities, BPZ equations, and conformal bootstrap formulas.

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The height gap of planar Brownian motion is $\frac{5}π$

We show that the occupation measure of planar Brownian motion exhibits a constant height gap of $5/π$ across its outer boundary. This property bears similarities with the celebrated results of Schramm--Sheffield [18] and Miller--Sheffield [12] concerning the height gap of the Gaussian free field across SLE$_4$/CLE$_4$ curves. Heuristically, our result can also be thought of as the $θ\to 0^+$ limit of the height gap property of a field built out of a Brownian loop soup with subcritical intensity $θ>0$, proved in our recent paper [3]. To obtain the explicit value of the height gap, we rely on the computation by Garban and Trujillo Ferreras [1] of the expected area of the domain delimited by the outer boundary of a Brownian bridge.

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Three-dimensional Brownian loop soup clusters

We study Brownian loop soup clusters in $\mathbb{R}^3$ for an arbitrary intensity $α>0$. We show the existence of a phase transition for the presence of unbounded clusters and study its basic properties. In particular, we show that, when $α$ is sufficiently large, almost surely all the loops are connected into a single cluster. Such a phenomenon is not observed in discrete percolation-type models. In addition, we prove the existence of a one-arm exponent and compare the clusters with the finite-range system obtained by imposing lower and upper bounds on the diameter of the loops. Finally, we provide a toolbox concerning the Brownian loop measure in $\mathbb{R}^d$, $d \ge 3$. In particular, we derive decomposition formulas by rerooting the loops in specific ways and show that the loop measure is conformally invariant, generalising results of [Lup18] in dimension 1 and [LW04] in dimension 2.

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Derivatives of Gaussian multiplicative chaos

Consider a logarithmically-correlated Gaussian field $X$ in $d$ dimensions. For all $γ\in (-\sqrt{2d},\sqrt{2d})$, we show that the derivatives $\frac{\partial^k}{\partialγ^k} :e^{γX_ε}:$ of the regularised Gaussian multiplicative chaos $:e^{γX_ε}:$ converge as $ε\to 0$. By deriving optimal bounds on their growth as $k\to\infty$, we control the power expansion of $:e^{γX_ε}:$ about each $γ\in(-\sqrt{2d},\sqrt{2d})$. This yields an alternative approach to complex Gaussian multiplicative chaos in the whole subcritical regime, based entirely on real-valued quantities. One of our key technical contributions is to provide a truncated second moment approach to the uniform integrability of the derivatives of multiplicative chaos and its associated complex variant.

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Conformal welding and the matter--Liouville--ghost factorisation

We study the action of local conformal transformations on several measures related to the Gaussian free field and Schramm--Loewner evolutions. The main novelty of our work is a Cameron--Martin-type formula for the welding homeomorphism of the SLE loop measure ($κ\in(0,4]$); its proof relies on a rigorous interpretation (and computation) of the "Jacobian" of the conformal welding map, which we relate to the "$bc$-ghost system" from bosonic string theory. We also give an intrinsic definition of the trace of the GFF on SLE, and prove a characterisation of the free boundary GFF in $\mathbb{D}$. As an application, we introduce a new and intrinsic approach to the conformal welding of quantum surfaces.

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Noise-like analytic properties of imaginary chaos

In this note we continue the study of imaginary multiplicative chaos $μ_β:= \exp(i βΓ)$, where $Γ$ is a two-dimensional continuum Gaussian free field. We concentrate here on the fine-scale analytic properties of $|μ_β(Q(x,r))|$ as $r \to 0$, where $Q(x,r)$ is a square of side-length $2r$ centred at $x$. More precisely, we prove monofractality of this process, a law of the iterated logarithm as $r \to 0$ and analyse its exceptional points, which have a close connection to fast points of Brownian motion. Some of the technical ideas developed to address these questions also help us pin down the exact Besov regularity of imaginary chaos, a question left open in [JSW20]. All the mentioned properties illustrate the noise-like behaviour of the imaginary chaos. We conclude by proving that the processes $x \mapsto |μ_β(Q(x,r))|^2$, when normalised additively and multiplicatively, converge as $r \to 0$ in law, but not in probability, to white noise; this suggests that all the information of the multiplicative chaos is contained in the angular parts of $μ_β(Q(x,r))$.

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The density of imaginary multiplicative chaos is positive

Consider a log-correlated Gaussian field $Γ$ and its associated imaginary multiplicative chaos $:e^{i βΓ}:$ where $β$ is a real parameter. In [AJJ22], we showed that for any nonzero test function $f$, the law of $\int f :e^{i βΓ}:$ possesses a smooth density with respect to Lebesgue measure on $\mathbb{C}$. In this note, we show that this density is strictly positive everywhere on $\mathbb{C}$. Our simple and direct strategy could be useful for studying other functionals on Gaussian spaces.

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Thick points of 4D critical branching Brownian motion

We study the thick points of branching Brownian motion and branching random walk with a critical branching mechanism, focusing on the critical dimension $d = 4$. We determine the exponent governing the probability to hit a small ball with an exceptionally high number of pioneers, showing that this has a second-order transition between an exponential phase and a stretched-exponential phase at an explicit value ($a = 2$) of the thickness parameter $a$. We apply the outputs of this analysis to prove that the associated set of thick points $\mathcal{T}(a)$ has dimension $(4-a)_+$, so that there is a change in behaviour at $a=4$ but not at $a = 2$ in this case. Along the way, we obtain related results for the nonpositive solutions of a boundary value problem associated to the semilinear PDE $Δv = v^2$ and develop a strong coupling between tree-indexed random walk and tree-indexed Brownian motion that allows us to deduce analogues of some of our results in the discrete case. We also obtain in each dimension $d\geq 1$ an infinite-order asymptotic expansion for the probability that critical branching Brownian motion hits a distant unit ball, finding that this expansion is convergent when $d\neq 4$ and divergent when $d=4$. This reveals a novel, dimension-dependent critical exponent governing the higher-order terms of the expansion, which we compute in every dimension.

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Conformally invariant fields out of Brownian loop soups

Consider a Brownian loop soup $\mathcal{L}_D^θ$ with subcritical intensity $θ\in (0,1/2]$ in some 2D bounded simply connected domain. We define and study the properties of a conformally invariant field $h_θ$ naturally associated to $\mathcal{L}_D^θ$. Informally, this field is a signed version of the local time of $\mathcal{L}_D^θ$ to the power $1-θ$. When $θ=1/2$, $h_θ$ is a Gaussian free field (GFF) in $D$. Our construction of $h_θ$ relies on the multiplicative chaos $\mathcal{M}_γ$ associated with $\mathcal{L}_D^θ$, as introduced in [ABJL23]. Assigning independent symmetric signs to each cluster, we restrict $\mathcal{M}_γ$ to positive clusters. We prove that, when $θ=1/2$, the resulting measure $\mathcal{M}_γ^+$ corresponds to the exponential of $γ$ times a GFF. At this intensity, the GFF can be recovered by differentiating at $γ=0$ the measure $\mathcal{M}_γ^+$. When $θ<1/2$, we show that $\mathcal{M}_γ^+$ has a nondegenerate fractional derivative at $γ=0$ defining a random generalised function $h_θ$. We establish a result which is analoguous to the recent work [ALS23] in the GFF case ($θ=1/2$), but for $h_θ$ with $θ\in (0,1/2]$. Relying on the companion article [JLQ23], we prove that each cluster of $\mathcal{L}_D^θ$ possesses a nondegenerate Minkowski content in some non-explicit gauge function $r \mapsto r^2 |\log r|^{1-θ+o(1)}$. We then prove that $h_θ$ agrees a.s. with the sum of the Minkowski content of each cluster multiplied by its sign. We further extend the couplings between CLE$_4$, SLE$_4$ and the GFF to $h_θ$ for $θ\in(0,1/2]$. We show that the (non-nested) CLE$_κ$ loops form level lines for $h_θ$ and that there exists a constant height gap between the values of the field on either side of the CLE loops.

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Crossing exponent in the Brownian loop soup

We study the clusters of loops in a Brownian loop soup in some bounded two-dimensional domain with subcritical intensity $θ\in (0,1/2]$. We obtain an exact expression for the asymptotic probability of the existence of a cluster crossing a given annulus of radii $r$ and $r^s$ as $r \to 0$ ($s >1$ fixed). Relying on this result, we then show that the probability for a macroscopic cluster to hit a given disc of radius $r$ decays like $|\log r|^{-1+θ+ o(1)}$ as $r \to 0$. Finally, we characterise the polar sets of clusters, i.e. sets that are not hit by the closure of any cluster, in terms of $\log^α$-capacity. This paper reveals a connection between the 1D and 2D Brownian loop soups. This connection in turn implies the existence of a second critical intensity $θ= 1$ that describes a phase transition in the percolative behaviour of large loops on a logarithmic scale targeting an interior point of the domain.

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Characterisation of planar Brownian multiplicative chaos

We characterise the multiplicative chaos measure $\mathcal{M}$ associated to planar Brownian motion introduced in [BBK94,AHS20,Jeg20a] by showing that it is the only random Borel measure satisfying a list of natural properties. These properties only serve to fix the average value of the measure and to express a spatial Markov property. As a consequence of our characterisation, we establish the scaling limit of the set of thick points of planar simple random walk, stopped at the first exit time of a domain, by showing the weak convergence towards $\mathcal{M}$ of the point measure associated to the thick points. In particular, we obtain the convergence of the appropriately normalised number of thick points of random walk to a nondegenerate random variable. The normalising constant is different from that of the Gaussian free field, as conjectured in [Jeg20b]. These results cover the entire subcritical regime. A key new idea for this characterisation is to introduce measures describing the intersection between different Brownian trajectories and how they interact to create thick points.

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Multiplicative chaos of the Brownian loop soup

We construct a measure on the thick points of a Brownian loop soup in a bounded domain D of the plane with given intensity $θ>0$, which is formally obtained by exponentiating the square root of its occupation field. The measure is constructed via a regularisation procedure, in which loops are killed at a fix rate, allowing us to make use of the Brownian multiplicative chaos measures previously considered in [BBK94, AHS20, Jeg20a], or via a discrete loop soup approximation. At the critical intensity $θ= 1/2$, it is shown that this measure coincides with the hyperbolic cosine of the Gaussian free field, which is closely related to Liouville measure. This allows us to draw several conclusions which elucidate connections between Brownian multiplicative chaos, Gaussian free field and Liouville measure. For instance, it is shown that Liouville-typical points are of infinite loop multiplicity, with the relative contribution of each loop to the overall thickness of the point being described by the Poisson--Dirichlet distribution with parameter $θ= 1/2$. Conversely, the Brownian chaos associated to each loop describes its microscopic contribution to Liouville measure. Along the way, our proof reveals a surprising exact integrability of the multiplicative chaos associated to a killed Brownian loop soup. We also obtain some estimates on the discrete and continuous loop soups which may be of independent interest.

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Density of imaginary multiplicative chaos via Malliavin calculus

We consider the imaginary Gaussian multiplicative chaos, i.e. the complex Wick exponential $μ_β:= :e^{iβΓ(x)}:$ for a log-correlated Gaussian field $Γ$ in $d \geq 1$ dimensions. We prove a basic density result, showing that for any nonzero continuous test function $f$, the complex-valued random variable $μ_β(f)$ has a smooth density w.r.t. the Lebesgue measure on $\mathbb{C}$. As a corollary, we deduce that the negative moments of imaginary chaos on the unit circle do not correspond to the analytic continuation of the Fyodorov-Bouchaud formula, even when well-defined. Somewhat surprisingly, basic density results are not easy to prove for imaginary chaos and one of the main contributions of the article is introducing Malliavin calculus to the study of (complex) multiplicative chaos. To apply Malliavin calculus to imaginary chaos, we develop a new decomposition theorem for non-degenerate log-correlated fields via a small detour to operator theory, and obtain small ball probabilities for Sobolev norms of imaginary chaos.

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Critical Brownian multiplicative chaos

Brownian multiplicative chaos measures, introduced in [Jeg20, AHS20, BBK94], are random Borel measures that can be formally defined by exponentiating $γ$ times the square root of the local times of planar Brownian motion. So far, only the subcritical measures where the parameter $γ$ is less than 2 were studied. This article considers the critical case where $γ=2$, using three different approximation procedures which all lead to the same universal measure. On the one hand, we exponentiate the square root of the local times of small circles and show convergence in the Seneta--Heyde normalisation as well as in the derivative martingale normalisation. On the other hand, we construct the critical measure as a limit of subcritical measures. This is the first example of a non-Gaussian critical multiplicative chaos. We are inspired by methods coming from critical Gaussian multiplicative chaos, but there are essential differences, the main one being the lack of Gaussianity which prevents the use of Kahane's inequality and hence a priori controls. Instead, a continuity lemma is proved which makes it possible to use tools from stochastic calculus as an effective substitute.

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Thick points of random walk and the Gaussian free field

We consider the thick points of random walk, i.e. points where the local time is a fraction of the maximum. In two dimensions, we answer a question of Dembo, Peres, Rosen and Zeitouni and compute the number of thick points of planar random walk, assuming that the increments are symmetric and have a finite moment of order two. The proof provides a streamlined argument based on the connection to the Gaussian free field and works in a very general setting including isoradial graphs. In higher dimensions, we study the scaling limit of the thick points. In particular, we show that the rescaled number of thick points converges to a nondegenerate random variable and that the centred maximum of the local times converges to a randomly shifted Gumbel distribution.

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Planar Brownian motion and Gaussian multiplicative chaos

We construct the analogue of Gaussian multiplicative chaos measures for the local times of planar Brownian motion by exponentiating the square root of the local times of small circles. We also consider a flat measure supported on points whose local time is within a constant of the desired thickness level and show a simple relation between the two objects. Our results extend those of Bass, Burdzy and Khoshnevisan and in particular cover the entire $L^1$-phase or subcritical regime. These results allow us to obtain a nondegenerate limit for the appropriately rescaled size of thick points, thereby considerably refining estimates of Dembo, Peres, Rosen and Zeitouni.

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