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Tail universality of critical Gaussian multiplicative chaos

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arxiv 1912.02755 v1 pith:4JZDZCS7 submitted 2019-12-05 math.PR

classification math.PR
keywords gaussiantailchaoscriticaldimensionmultiplicativeprobabilityuniversality
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In this article we study the tail probability of the mass of critical Gaussian multiplicative chaos (GMC) associated to a general class of log-correlated Gaussian fields in any dimension, including the Gaussian free field (GFF) in dimension two. More precisely, we derive a fully explicit formula for the leading order asymptotics for the tail probability and demonstrate a new universality phenomenon. Our analysis here shares similar philosophy with the subcritical case but requires a different approach due to complications in the analogous localisation step, and we also employ techniques from recent studies of fusion estimates in GMC theory.

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  1. Tail Profile of Bulk Gaussian Multiplicative Chaos Measures I: Bulk/Boundary Quotients

    math.PR 2025-02 conditional novelty 6.0 of 10

    The (p,q)-moment of the bulk/boundary quotient of Gaussian multiplicative chaos is finite whenever p is below min(2/γ²+q/2, 4/γ²), and blows up at the 4/γ² boundary.

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