Derivatives of Gaussian multiplicative chaos

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Authors: Antoine Jégo
Cited by: 0

Abstract

Consider a logarithmically-correlated Gaussian field $X$ in $d$ dimensions. For all $γ\in (-\sqrt{2d},\sqrt{2d})$, we show that the derivatives $\frac{\partial^k}{\partialγ^k} :e^{γX_ε}:$ of the regularised Gaussian multiplicative chaos $:e^{γX_ε}:$ converge as $ε\to 0$. By deriving optimal bounds on their growth as $k\to\infty$, we control the power expansion of $:e^{γX_ε}:$ about each $γ\in(-\sqrt{2d},\sqrt{2d})$. This yields an alternative approach to complex Gaussian multiplicative chaos in the whole subcritical regime, based entirely on real-valued quantities. One of our key technical contributions is to provide a truncated second moment approach to the uniform integrability of the derivatives of multiplicative chaos and its associated complex variant.

Fields of Study & Subjects

Stochastic processes and statistical mechanics Random Matrices and Applications Theoretical and Computational Physics

Publication details

Journal / source
arXiv (Cornell University)
Publication date
27 January 2026
Document type
Preprint