<p>In the elementary and self-contained study we prove that in any natural spatial dimension <i>d</i> the small deviations of a Gaussian multiplicative chaos (GMC) <InlineEquation ID="IEq1"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="11118_2025_10197_Article_IEq1.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="25" /> </InlineMediaObject> <EquationSource Format="TEX">\(M_\gamma \)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>M</mi> <mi>γ</mi> </msub> </math></EquationSource> </InlineEquation> are of lognormal type. We place the small deviations in the context of the regime of positive definiteness for a strictly logarithmic covariance kernel and provide the explicit bounds on the associated constants. We also provide a new representation of the Laplace transform of GMC related to a strictly logarithmic covariance kernel.</p>

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On Small Deviations of Gaussian Multiplicative Chaos with A Strictly Logarithmic Covariance on Euclidean Ball

  • Anna Talarczyk,
  • Maciej Wiśniewolski

摘要

In the elementary and self-contained study we prove that in any natural spatial dimension d the small deviations of a Gaussian multiplicative chaos (GMC) \(M_\gamma \) M γ are of lognormal type. We place the small deviations in the context of the regime of positive definiteness for a strictly logarithmic covariance kernel and provide the explicit bounds on the associated constants. We also provide a new representation of the Laplace transform of GMC related to a strictly logarithmic covariance kernel.