Identification of the near-critical limit with the derivative-martingale measure
Identification of the near-critical limit with the derivative-martingale measure
Let be the subcritical chaos measures for , and let be the positive random measure obtained in Proposition 3.1 as a limit for sequences with and . Let denote the derivative-martingale measure constructed earlier. Near-critical identification conjecture. The measure equals, up to a multiplicative constant, the derivative-martingale measure described in the derivative construction. Moreover, the sequence may be chosen as
This conjecture links the alternative near-critical construction to the derivative martingale and predicts the precise first-order normalization. The source presents it as a consequence of the preceding uniqueness conjecture, not as a proved result.
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Primary source
Bertrand Duplantier, Rémi Rhodes, Scott Sheffield and Vincent Vargas, “Critical Gaussian multiplicative chaos: Convergence of the derivative martingale”, arXiv:1206.1671 (2014).
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