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Gaussian Multiplicative Chaos


Gaussian multiplicative chaos is a random measure constructed by renormalizing exponentials of a Gaussian field. For a regularized centered Gaussian field X_epsilon and a reference measure m, the approximating measures are

 mu_(gamma,epsilon)(dz)=exp(gammaX_epsilon(z)-(gamma^2)/2E[X_epsilon(z)^2])m(dz).

For logarithmically correlated planar fields with planar Lebesgue measure as m and unit logarithmic singularity, the subcritical range is 0<gamma<2. Under the usual regularization hypotheses, the weak limit gives the subcritical chaos measure. A critical measure at gamma=2 requires a different normalization, rather than simply substituting 2 into the subcritical limit. Liouville quantum gravity uses such random area measures (Duplantier and Sheffield 2008).


See also

Gaussian Free Field, Imaginary Gaussian Multiplicative Chaos, Liouville Quantum Gravity, Liouville Quantum Sphere, Weak Convergence

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References

Duplantier, B. and Sheffield, S. "Liouville Quantum Gravity and KPZ." 11 Aug 2008. https://arxiv.org/abs/0808.1560.

Cite this as:

Weisstein, Eric W. "Gaussian Multiplicative Chaos." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/GaussianMultiplicativeChaos.html

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