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arxiv: 1902.04054 · v2 · pith:2KBB6PDYnew · submitted 2019-02-11 · 🧮 math.PR

Universal tail profile of Gaussian multiplicative chaos

classification 🧮 math.PR
keywords gaussianchaosmultiplicativetailorderprobabilityuniversalanalogue
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In this article we study the tail probability of the mass of Gaussian multiplicative chaos. With the novel use of a Tauberian argument and Goldie's implicit renewal theorem, we provide a unified approach to general log-correlated Gaussian fields in arbitrary dimension and derive precise first order asymptotics of the tail probability, resolving a conjecture of Rhodes and Vargas. The leading order is described by a universal constant that captures the generic property of Gaussian multiplicative chaos, and may be seen as the analogue of the Liouville unit volume reflection coefficients in higher dimensions.

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