Mo Dick Wong(Oxford) - Tail universality of Gaussian multiplicative chaos
| Dates: | 16 October 2019 |
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| Times: | 15:00 - 15:00 |
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| What is it: | Seminar |
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| Organiser: | Department of Mathematics |
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| Speaker: | Mo Dick Wong |
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Abstract: Gaussian multiplicative chaos (GMC), formally known as the exponentiation of a log-correlated Gaussian field, has attracted much attention in recent years due to connections with many areas such as random planar geometry and random matrix theory. In this talk, I shall present a result about the tail asymptotics of the mass of general subcritical GMCs, resolving a conjecture of Rhodes and Vargas. Our unified approach, which consists of novel uses of Goldie's implicit renewal theorem, Tauberian argument and Gaussian comparison, allows us to identify the leading order asymptotics up to a universal constant that captures the generic properties of GMCs. If time permits, I shall also explain the analogous universality result for critical GMCs and give an overview of the additional challenges in that setting.
Speaker
Mo Dick Wong
Organisation: Oxford University
Travel and Contact Information
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Frank Adams 2
Alan Turing Building
Manchester
