Critical Gaussian Multiplicative Chaos revisited

preprint2022arXivOpen access

Abstract

We present new, short and self-contained proofs of the convergence (with an adequate renormalization) of four different sequences to the critical Gaussian Multiplicative Chaos:(a) the derivative martingale (b) the critical martingale (c) the exponential of the mollified field (d) the subcritical Gaussian Multiplicative Chaos.

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