The critical 2d stochastic heat flow (SHF) is a stochastic process of random measures on ℝ2, recently constructed in (Invent. Math. 233 (2023) 325–460).We show that this process falls outside the class of Gaussian multiplicative chaos (GMC), in the sense that it cannot be realised as the exponential of a (generalised) Gaussian field. We achieve this by deriving strict lower bounds on the moments of the SHF that are of independent interest.

Caravenna, F., Sun, R., Zygouras, N. (2023). The critical 2d stochastic heat flow is not a Gaussian multiplicative chaos. ANNALS OF PROBABILITY, 51(6), 2265-2300 [10.1214/23-aop1648].

The critical 2d stochastic heat flow is not a Gaussian multiplicative chaos

Caravenna, F;
2023

Abstract

The critical 2d stochastic heat flow (SHF) is a stochastic process of random measures on ℝ2, recently constructed in (Invent. Math. 233 (2023) 325–460).We show that this process falls outside the class of Gaussian multiplicative chaos (GMC), in the sense that it cannot be realised as the exponential of a (generalised) Gaussian field. We achieve this by deriving strict lower bounds on the moments of the SHF that are of independent interest.
Articolo in rivista - Articolo scientifico
Directed polymer in random environment; Gaussian correlation inequality; Gaussian multiplicative chaos; KPZ equation; stochastic heat equation; stochastic heat flow;
English
12-nov-2023
2023
51
6
2265
2300
none
Caravenna, F., Sun, R., Zygouras, N. (2023). The critical 2d stochastic heat flow is not a Gaussian multiplicative chaos. ANNALS OF PROBABILITY, 51(6), 2265-2300 [10.1214/23-aop1648].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/469478
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