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Log-correlated Gaussian fields: an overview

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abstract

We survey the properties of the log-correlated Gaussian field (LGF), which is a centered Gaussian random distribution (generalized function) $h$ on $\mathbb R^d$, defined up to a global additive constant. Its law is determined by the covariance formula $$\mathrm{Cov}\bigl[ (h, \phi_1), (h, \phi_2) \bigr] = \int_{\mathbb R^d \times \mathbb R^d} -\log|y-z| \phi_1(y) \phi_2(z)dydz$$ which holds for mean-zero test functions $\phi_1, \phi_2$. The LGF belongs to the larger family of fractional Gaussian fields obtained by applying fractional powers of the Laplacian to a white noise $W$ on $\mathbb R^d$. It takes the form $h = (-\Delta)^{-d/4} W$. By comparison, the Gaussian free field (GFF) takes the form $(-\Delta)^{-1/2} W$ in any dimension. The LGFs with $d \in \{2,1\}$ coincide with the 2D GFF and its restriction to a line. These objects arise in the study of conformal field theory and SLE, random surfaces, random matrices, Liouville quantum gravity, and (when $d=1$) finance. Higher dimensional LGFs appear in models of turbulence and early-universe cosmology. LGFs are closely related to cascade models and Gaussian branching random walks. We review LGF approximation schemes, restriction properties, Markov properties, conformal symmetries, and multiplicative chaos applications.

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math.PR 1

years

2019 1

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UNVERDICTED 1

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Random surfaces and Liouville quantum gravity

math.PR · 2019-08-15 · unverdicted · novelty 0.0

An expository overview of the definition of Liouville quantum gravity surfaces, the three senses in which random planar maps converge to them, and the major open problems.

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  • Random surfaces and Liouville quantum gravity math.PR · 2019-08-15 · unverdicted · none · ref 21 · internal anchor

    An expository overview of the definition of Liouville quantum gravity surfaces, the three senses in which random planar maps converge to them, and the major open problems.