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19942026
most citedOn the ergodicity of the adaptive Metropolis algorithm on unbounded domains

70 citations · 402 across the 54 of their papers we have counts for

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math.PR2024★ 2 cited

Renormalized stochastic pressure equation with log-correlated Gaussian coefficients

Benny Avelin, Tuomo Kuusi, Patrik Nummi +3

We study periodic solutions to the following divergence-form stochastic partial differential equation with Wick-renormalized gradient on the -dimensional flat torus $\mathbb{T}^…

math.PR2024

1D stochastic pressure equation with log-correlated Gaussian coefficients

Benny Avelin, Tuomo Kuusi, Patrik Nummi +3

We study unique solvability for one dimensional stochastic pressure equation with diffusion coefficient given by the Wick exponential of log-correlated Gaussian fields. We prove we…

math.PR2023

Random analytic functions via Gaussian multiplicative chaos

Yichao Huang, Eero Saksman

We define a random analytic function on the unit disc by letting a Gaussian multiplicative measure to be one of its Clark measures. We show that is almost surely a Blaschke…

math.PR2023

Conformal welding of independent Gaussian multiplicative chaos measures

Antti Kupiainen, Michael McAuley, Eero Saksman

We solve the classical conformal welding problem for a composition of two random homeomorphisms generated by independent Gaussian multiplicative chaos measures with small parameter…

math.PR2020

Local times and sample path properties of the Rosenblatt process

George Kerchev, Ivan Nourdin, Eero Saksman +1

Let be the Rosenblatt process with Hurst index . We prove joint continuity for the local time of , and establish Hölder conditions for the…

math.PR2019★ 4 cited

On the regularity of complex multiplicative chaos

Janne Junnila, Eero Saksman, Lauri Viitasaari

Denote by the Gaussian multiplicative chaos which is defined using a log-correlated Gaussian field on a domain . The case $β\in\mathbb{R}…