Localization of the Gaussian multiplicative chaos in the Wiener space and the stochastic heat equation in strong disorder

Abstract

We consider a {\it{Gaussian multiplicative chaos}} (GMC) measure on the classical Wiener space driven by a smoothened (Gaussian) space-time white noise. For $d\geq 3$ it was shown in \cite{MSZ16} that for small noise intensity, the total mass of the GMC converges to a strictly positive random variable, while larger disorder strength (i.e., low temperature) forces the total mass to lose uniform integrability, eventually producing a vanishing limit. Inspired by strong localization phenomena for log-correlated Gaussian fields and Gaussian multiplicative chaos in the finite dimensional Euclidean spaces (\cite{MRV16,BL18}), and related results for discrete directed polymers (\cite{V07,BC16}), we study the endpoint distribution of a Brownian path under the {\it{renormalized}} GMC measure in this setting. We show that in the low temperature regime, the energy landscape of the system freezes and enters the so called {\it{glassy phase}} as the entire mass of the Ces\`aro average of the endpoint GMC distribution stays localized in few spatial islands, forcing the endpoint GMC to be {\it{asymptotically purely atomic}} (\cite{V07}). The method of our proof is based on the translation-invariant compactification introduced in \cite{MV14} and a fixed point approach related to the cavity method from spin glasses recently used in \cite{BC16} in the context of the directed polymer model in the lattice.