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The uniqueness of the Gaussian multiplicative chaos revisited (1506.05099v2)

Published 16 Jun 2015 in math.PR, math-ph, and math.MP

Abstract: We consider Gaussian multiplicative chaos measures defined in a general setting of metric measure spaces. Uniqueness results are obtained, verifying that different sequences of approximating Gaussian fields lead to the same chaos measure. Specialized to Euclidean spaces, our setup covers both the subcritical chaos and the critical chaos, actually extending to all non-atomic Gaussian chaos measures.

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