Critical Gaussian multiplicative chaos: Convergence of the derivative martingale
In this paper, we study Gaussian multiplicative chaos in the critical case. We show that the so-called derivative martingale, introduced in the context of branching Brownian motions and branching random walks, converges almost surely (in all dimensions) to a random measure with full support. We also...
| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Article |
| Published: |
Institute of Mathematical Statistics
2018
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| Online Access: | http://hdl.handle.net/1721.1/115337 https://orcid.org/0000-0002-5951-4933 |