Glassy-phase convergence to a stable random measure

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For γ2>2d\gamma^2>2d, let

Mtγ(dx)=eγXt(x)−γ22E[Xt(x)2],dx,M_t^\gamma(dx)=e^{\gamma X_t(x)-\frac{\gamma^2}{2}\mathbb{E}[X_t(x)^2]}\\,dx,

set α=2dγ∈(0,1)\alpha=\frac{\sqrt{2d}}{\gamma}\in(0,1), and let M′M' be the derivative-martingale measure. Let NαN_\alpha be an independently scattered random measure whose conditional law given M′M' is characterized by

E[e−qNα(A)∣M′]=e−qαM′(A)\mathbb{E}\left[e^{-qN_\alpha(A)}\mid M'\right]=e^{-q^\alpha M'(A)}

for every A∈B(Rd)A\in\mathcal{B}(\mathbb{R}^d) and q  ⩾  0q\;\geqslant\;0. Glassy-phase convergence conjecture. There is a positive constant cγc_\gamma depending on γ\gamma such that

t3γ22det(γ2−d)2Mtγ(dx)⟶lawcγNα(dx),t→∞.t^{\frac{3\gamma}{2\sqrt{2d}}}e^{t\left(\frac{\gamma}{\sqrt{2}}-\sqrt d\right)^2}M_t^\gamma(dx)\stackrel{\mathrm{law}}{\longrightarrow}c_\gamma N_\alpha(dx),\qquad t\to\infty.

The preceding proposition proves tightness and nontriviality of convergent subsequences, while this conjecture strengthens that statement to convergence and identifies the limit. The source notes that the analogous result is proved for branching random walks.

References

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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