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Thomas Kojar
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For any one interested in this type of shifted measure for fields with short-range correlation, we made some progress here in the article "Inverse of the Gaussian multiplicative chaos: Moments".

Basically, start with decomposing the variable $T_{a}$ and take supremum

$$E[\mu(T_{a},T_{a}+t)]\leq \sum_{k}E[\sup_{T\in I_{k}}\mu(T,T+t)\chi\{T_{a}\in I_{k}\}]$$

for some partition intervals $I_{k}=[a_{k},a_{k+1}]$. Next one either uses Holder inequality (or FKG inequality) to separate the two factors or a kind of strong-Markov decoupling that is true for fields with short-range correlation.

The factor $E[\sup_{T\in I_{k}}\mu(T,T+t)]$ can be studied using a chaining argument to reduce the supremum to maximum over finitely many intervals.

The factor $T_{a}\in I_{k}$ can be studied using single point estimates eg. for large $a_k$, we can use $\{T_{a}\geq a_{k+1}\}= \{a\geq \mu(a_{k+1}))\}$ and negative moments of $\mu$.

For any one interested in this type of shifted measure for fields with short-range correlation, we made some progress here in the article "Inverse of the Gaussian multiplicative chaos: Moments".

For any one interested in this type of shifted measure for fields with short-range correlation, we made some progress here in the article "Inverse of the Gaussian multiplicative chaos: Moments".

Basically, start with decomposing the variable $T_{a}$ and take supremum

$$E[\mu(T_{a},T_{a}+t)]\leq \sum_{k}E[\sup_{T\in I_{k}}\mu(T,T+t)\chi\{T_{a}\in I_{k}\}]$$

for some partition intervals $I_{k}=[a_{k},a_{k+1}]$. Next one either uses Holder inequality (or FKG inequality) to separate the two factors or a kind of strong-Markov decoupling that is true for fields with short-range correlation.

The factor $E[\sup_{T\in I_{k}}\mu(T,T+t)]$ can be studied using a chaining argument to reduce the supremum to maximum over finitely many intervals.

The factor $T_{a}\in I_{k}$ can be studied using single point estimates eg. for large $a_k$, we can use $\{T_{a}\geq a_{k+1}\}= \{a\geq \mu(a_{k+1}))\}$ and negative moments of $\mu$.

Source Link
Thomas Kojar
  • 5.5k
  • 2
  • 19
  • 41

For any one interested in this type of shifted measure for fields with short-range correlation, we made some progress here in the article "Inverse of the Gaussian multiplicative chaos: Moments".