Derivative-chaos law conjecture for the maximum of log-correlated Gaussian fields

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Let (Xn)n(X_n)_n be a cutoff approximation of a centered Gaussian field on [0,1]d[0,1]^d with logarithmic covariance, and set cn=Var(Xn)c_n={\rm Var}(X_n). Let M′M' be the derivative chaos and let GdG_d be a random variable. Derivative-chaos maximum conjecture. As n→→~ginftyn\to\widetilde\to ginfty, one has, in law,

sup⁡xin[0,1]dXn(x)−2d cn+322dln⁡cn→Gd,\sup_{x in [0,1]^d} X_n(x)-\sqrt{2d}\,c_n+\frac{3}{2\sqrt{2d}}\ln c_n \to G_d,

and there is a constant c>0c>0 such that

\mathdsE[e−qGd]=1cqΓ(1+q2d)\mathdsE[(M′([0,1]d))−q2d].\mathds{E}[e^{-qG_d}]=\frac{1}{c^q}\Gamma\left(1+\frac{q}{\sqrt{2d}}\right)\mathds{E}\left[\left(M'([0,1]^d)\right)^{-\frac{q}{\sqrt{2d}}}\right].

The second-order maximum asymptotics are proved for the discrete Gaussian free field in dimension two, while the stated generality is presented as a conjecture by analogy with branching random walks.

References

Primary source

Rémi Rhodes and Vincent Vargas, “Gaussian multiplicative chaos and applications: a review”, arXiv:1305.6221 (2013).

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