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Record W4393514395 · doi:10.1007/s00440-024-01271-7

Subcritical Gaussian multiplicative chaos in the Wiener space: construction, moments and volume decay

2024· article· en· W4393514395 on OpenAlexaboutno aff
Rodrigo Bazaes, Isabel Lammers, Chiranjib Mukherjee

Bibliographic record

VenueProbability Theory and Related Fields · 2024
Typearticle
Languageen
FieldMathematics
TopicStochastic processes and statistical mechanics
Canadian institutionsnot available
FundersWestfälische Wilhelms-Universität MünsterDeutsche Forschungsgemeinschaft
KeywordsMathematicsMultiplicative functionMathematical financeCHAOS (operating system)GaussianStatistical physicsOrnstein–Uhlenbeck processMathematical analysisStochastic processStatisticsPhysicsQuantum mechanics

Abstract

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Abstract We construct and study properties of an infinite dimensional analog of Kahane’s theory of Gaussian multiplicative chaos (Kahane in Ann Sci Math Quebec 9(2):105-150, 1985). Namely, if $$H_T(\omega )$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:msub> <mml:mi>H</mml:mi> <mml:mi>T</mml:mi> </mml:msub> <mml:mrow> <mml:mo>(</mml:mo> <mml:mi>ω</mml:mi> <mml:mo>)</mml:mo> </mml:mrow> </mml:mrow> </mml:math> is a random field defined w.r.t. space-time white noise $$\dot{B}$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mover> <mml:mi>B</mml:mi> <mml:mo>˙</mml:mo> </mml:mover> </mml:math> and integrated w.r.t. Brownian paths in $$d\ge 3$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:mi>d</mml:mi> <mml:mo>≥</mml:mo> <mml:mn>3</mml:mn> </mml:mrow> </mml:math> , we consider the renormalized exponential $$\mu _{\gamma ,T}$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:msub> <mml:mi>μ</mml:mi> <mml:mrow> <mml:mi>γ</mml:mi> <mml:mo>,</mml:mo> <mml:mi>T</mml:mi> </mml:mrow> </mml:msub> </mml:math> , weighted w.r.t. the Wiener measure $$\mathbb {P}_0(\textrm{d}\omega )$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:msub> <mml:mi>P</mml:mi> <mml:mn>0</mml:mn> </mml:msub> <mml:mrow> <mml:mo>(</mml:mo> <mml:mtext>d</mml:mtext> <mml:mi>ω</mml:mi> <mml:mo>)</mml:mo> </mml:mrow> </mml:mrow> </mml:math> . We construct the almost sure limit $$\mu _\gamma = \lim _{T\rightarrow \infty } \mu _{\gamma ,T}$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:msub> <mml:mi>μ</mml:mi> <mml:mi>γ</mml:mi> </mml:msub> <mml:mo>=</mml:mo> <mml:msub> <mml:mo>lim</mml:mo> <mml:mrow> <mml:mi>T</mml:mi> <mml:mo>→</mml:mo> <mml:mi>∞</mml:mi> </mml:mrow> </mml:msub> <mml:msub> <mml:mi>μ</mml:mi> <mml:mrow> <mml:mi>γ</mml:mi> <mml:mo>,</mml:mo> <mml:mi>T</mml:mi> </mml:mrow> </mml:msub> </mml:mrow> </mml:math> in the entire weak disorder (subcritical) regime and call it subcritical GMC on the Wiener space . We show that $$\begin{aligned} \mu _\gamma \Big \{\omega : \lim _{T\rightarrow \infty } \frac{H_T(\omega )}{T(\phi \star \phi )(0)} \ne \gamma \Big \}=0 \qquad \text{ almost } \text{ surely, } \end{aligned}$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:mtable> <mml:mtr> <mml:mtd> <mml:mrow> <mml:msub> <mml:mi>μ</mml:mi> <mml:mi>γ</mml:mi> </mml:msub> <mml:mrow> <mml:mo>{</mml:mo> </mml:mrow> <mml:mi>ω</mml:mi> <mml:mo>:</mml:mo> <mml:munder> <mml:mo>lim</mml:mo> <mml:mrow> <mml:mi>T</mml:mi> <mml:mo>→</mml:mo> <mml:mi>∞</mml:mi> </mml:mrow> </mml:munder> <mml:mfrac> <mml:mrow> <mml:msub> <mml:mi>H</mml:mi> <mml:mi>T</mml:mi> </mml:msub> <mml:mrow> <mml:mo>(</mml:mo> <mml:mi>ω</mml:mi> <mml:mo>)</mml:mo> </mml:mrow> </mml:mrow> <mml:mrow> <mml:mi>T</mml:mi> <mml:mo>(</mml:mo> <mml:mi>ϕ</mml:mi> <mml:mo>⋆</mml:mo> <mml:mi>ϕ</mml:mi> <mml:mo>)</mml:mo> <mml:mo>(</mml:mo> <mml:mn>0</mml:mn> <mml:mo>)</mml:mo> </mml:mrow> </mml:mfrac> <mml:mo>≠</mml:mo> <mml:mi>γ</mml:mi> <mml:mrow> <mml:mo>}</mml:mo> </mml:mrow> <mml:mo>=</mml:mo> <mml:mn>0</mml:mn> <mml:mspace /> <mml:mspace /> <mml:mtext>almost</mml:mtext> <mml:mspace /> <mml:mspace /> <mml:mtext>surely,</mml:mtext> <mml:mspace /> </mml:mrow> </mml:mtd> </mml:mtr> </mml:mtable> </mml:mrow> </mml:math> meaning that $$\mu _\gamma $$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:msub> <mml:mi>μ</mml:mi> <mml:mi>γ</mml:mi> </mml:msub> </mml:math> is supported almost surely only on $$\gamma $$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mi>γ</mml:mi> </mml:math> - thick paths , and consequently, the normalized version is singular w.r.t. the Wiener measure. We then characterize uniquely the limit $$\mu _\gamma $$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:msub> <mml:mi>μ</mml:mi> <mml:mi>γ</mml:mi> </mml:msub> </mml:math> w.r.t. the mollification scheme $$\phi $$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mi>ϕ</mml:mi> </mml:math> in the sense of Shamov (J Funct Anal 270:3224–3261, 2016) – we show that the law of $$\dot{B}$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mover> <mml:mi>B</mml:mi> <mml:mo>˙</mml:mo> </mml:mover> </mml:math> under the random rooted measure $$\mathbb Q_{\mu _\gamma }(\textrm{d}\dot{B}\textrm{d}\omega )= \mu _\gamma (\textrm{d}\omega ,\dot{B})P(\textrm{d}\dot{B})$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:msub> <mml:mi>Q</mml:mi> <mml:msub> <mml:mi>μ</mml:mi> <mml:mi>γ</mml:mi> </mml:msub> </mml:msub> <mml:mrow> <mml:mo>(</mml:mo> <mml:mtext>d</mml:mtext> <mml:mover> <mml:mi>B</mml:mi> <mml:mo>˙</mml:mo> </mml:mover> <mml:mtext>d</mml:mtext> <mml:mi>ω</mml:mi>

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.634
Threshold uncertainty score0.325

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.017
GPT teacher head0.293
Teacher spread0.275 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2024
Admission routes1
Has abstractyes

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