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arXiv · 1407.4418

On Gaussian multiplicative chaos

Alexander Shamov
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Abstract

We propose a new definition of the Gaussian multiplicative chaos (GMC) and an approach based on the relation of subcritical GMC to randomized shifts of a Gaussian measure. Using this relation we prove general uniqueness and convergence results for subcritical GMC that hold for Gaussian fields with arbitrary covariance kernels.

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Alexander Shamov. 2014-07-16. On Gaussian multiplicative chaos. https://arxiv.org/abs/1407.4418

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