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arXiv 2005.14610math.PR
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临界布朗乘性混沌

Critical Brownian multiplicative chaos

Antoine Jego

摘要:

在[Jeg 20,AHS 20,BBK 94]中引入的布朗乘性混沌测度是一种随机Borel测度,它可以通过对平面布朗运动的局部时的平方根取$γ$幂来形式化定义.到目前为止,仅研究了参数$γ$小于2的亚临界措施。本文考虑的关键情况下,$γ=2$,使用三种不同的近似程序,都导致相同的通用措施。一方面,我们exponentiate的平方根的地方时间的小圆圈,并显示收敛的Seneta-海德规范化,以及在衍生鞅规范化。另一方面,我们构造了临界测度作为次临界测度的极限。这是非高斯临界乘性混沌的第一个例子。我们受到来自临界高斯乘性混沌的方法的启发,但有本质的区别,主要的区别是缺乏高斯性,这阻止了Kahane不等式的使用,因此先验控制。相反,证明了一个连续性引理,这使得有可能使用的工具,从随机分析作为一个有效的替代品。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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