Log-correlated Gaussian fields: an overview
Résumé
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.
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
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