Critical Brownian multiplicative chaos
From MaRDI portal
Publication:2032432
DOI10.1007/s00440-021-01051-7zbMath1482.60105arXiv2005.14610OpenAlexW3156452287MaRDI QIDQ2032432
Publication date: 11 June 2021
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2005.14610
Related Items (4)
Multiplicative chaos of the Brownian loop soup ⋮ Heat kernels, stochastic processes and functional inequalities. Abstracts from the workshop held October 30 -- November 5, 2022 ⋮ A limit law for the most favorite point of simple random walk on a regular tree ⋮ Tightness for thick points in two dimensions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On Gaussian multiplicative chaos
- Convergence in law of the minimum of a branching random walk
- Critical Gaussian multiplicative chaos: convergence of the derivative martingale
- Uniqueness of critical Gaussian chaos
- Liouville quantum gravity and KPZ
- Convergence of the centered maximum of log-correlated Gaussian fields
- Planar Brownian motion and Gaussian multiplicative chaos
- Points of infinite multiplicity of planar Brownian motion: measures and local times
- The characteristic polynomial of a random unitary matrix and Gaussian multiplicative chaos -- the \(L^2\)-phase
- First order transition for the branching random walk at the critical parameter
- Maximum of a log-correlated Gaussian field
- Gaussian multiplicative chaos revisited
- Minimal position and critical martingale convergence in branching random walks, and directed polymers on disordered trees
- Intersection local time for points of infinite multiplicity
- Random Hermitian matrices and Gaussian multiplicative chaos
- Subcritical multiplicative chaos for regularized counting statistics from random matrix theory
- Critical Gaussian chaos: convergence and uniqueness in the derivative normalisation
- Extremes of local times for simple random walks on symmetric trees
- Conformal symmetries in the extremal process of two-dimensional discrete Gaussian free field
- Thick points of random walk and the Gaussian free field
- Liouville measure as a multiplicative cascade via level sets of the Gaussian free field
- The Riemann zeta function and Gaussian multiplicative chaos: statistics on the critical line
- Decompositions of log-correlated fields with applications
- Frequent points for random walks in two dimensions
- Renormalization of critical Gaussian multiplicative chaos and KPZ relation
- A random walk proof of the Erdős-Taylor conjecture
- An elementary approach to Gaussian multiplicative chaos
- Extreme local extrema of two-dimensional discrete Gaussian free field
- Critical Liouville measure as a limit of subcritical measures
- Advances in Disordered Systems, Random Processes and Some Applications
- Freezing transitions and extreme values: random matrix theory, and disordered landscapes
- A Probability Approach to the Heat Equation
- Some problems concerning the structure of random walk paths
- Extrema of the Two-Dimensional Discrete Gaussian Free Field
- Convergence in Law of the Maximum of the Two‐Dimensional Discrete Gaussian Free Field
- A decomposition of Bessel Bridges
- KPZ formula for log-infinitely divisible multifractal random measures
- On the Multiplicative Chaos of Non-Gaussian Log-Correlated Fields
- Multiplicative chaos and the characteristic polynomial of the CUE: The 𝐿¹-phase
- Thick points for planar Brownian motion and the Erdős-Taylor conjecture on random walk
This page was built for publication: Critical Brownian multiplicative chaos