activity
20182026
most citedPlanar Brownian motion and Gaussian multiplicative chaos

20 citations · 72 across the 13 of their papers we have counts for

collaborators

14 papers

math.PR2026

Three-dimensional Brownian loop soup clusters

Antoine Jego, Titus Lupu

We study Brownian loop soup clusters in for an arbitrary intensity . We show the existence of a phase transition for the presence of unbounded clusters and stud…

math.PR2026

Derivatives of Gaussian multiplicative chaos

Antoine Jego

Consider a logarithmically-correlated Gaussian field in dimensions. For all , we show that the derivatives $\frac{\partial^k}{\partialγ^k} :e^{…

math.PR2024★ 1 cited

The density of imaginary multiplicative chaos is positive

Juhan Aru, Antoine Jego, Janne Junnila

Consider a log-correlated Gaussian field and its associated imaginary multiplicative chaos where is a real parameter. In [AJJ22], we showed that for any nonzer…

math.PR2024

The height gap of planar Brownian motion is

Antoine Jego, Titus Lupu, Wei Qian

We show that the occupation measure of planar Brownian motion exhibits a constant height gap of across its outer boundary. This property bears similarities with the celebrate…

math.PR2024

Noise-like analytic properties of imaginary chaos

Juhan Aru, Guillaume Baverez, Antoine Jego +1

In this note we continue the study of imaginary multiplicative chaos , where is a two-dimensional continuum Gaussian free field. We concentrate here on the fi…

math.PR2023★ 1 cited

Thick points of 4D critical branching Brownian motion

Nathanaël Berestycki, Tom Hutchcroft, Antoine Jego

We study the thick points of branching Brownian motion and branching random walk with a critical branching mechanism, focusing on the critical dimension . We determine the e…

math.PR2023

Conformally invariant fields out of Brownian loop soups

Antoine Jego, Titus Lupu, Wei Qian

Consider a Brownian loop soup with subcritical intensity in some 2D bounded simply connected domain. We define and study the properties of a confor…

math.PR2023★ 1 cited

Crossing exponent in the Brownian loop soup

Antoine Jego, Titus Lupu, Wei Qian

We study the clusters of loops in a Brownian loop soup in some bounded two-dimensional domain with subcritical intensity . We obtain an exact expression for the asymp…

math.PR2021★ 6 cited

Multiplicative chaos of the Brownian loop soup

Élie Aïdékon, Nathanaël Berestycki, Antoine Jego +1

We construct a measure on the thick points of a Brownian loop soup in a bounded domain D of the plane with given intensity , which is formally obtained by exponentiating the s…

math.PR2020★ 7 cited

Density of imaginary multiplicative chaos via Malliavin calculus

Juhan Aru, Antoine Jego, Janne Junnila

We consider the imaginary Gaussian multiplicative chaos, i.e. the complex Wick exponential for a log-correlated Gaussian field in dimensions. We…

math.PR2020★ 8 cited

Critical Brownian multiplicative chaos

Antoine Jego

Brownian multiplicative chaos measures, introduced in [Jeg20, AHS20, BBK94], are random Borel measures that can be formally defined by exponentiating times the square root of t…

math.PR2019★ 14 cited

Characterisation of planar Brownian multiplicative chaos

Antoine Jego

We characterise the multiplicative chaos measure associated to planar Brownian motion introduced in [BBK94,AHS20,Jeg20a] by showing that it is the only random Borel m…

math.PR2018★ 20 cited

Planar Brownian motion and Gaussian multiplicative chaos

Antoine Jego

We construct the analogue of Gaussian multiplicative chaos measures for the local times of planar Brownian motion by exponentiating the square root of the local times of small circ…

math.PR2018★ 14 cited

Thick points of random walk and the Gaussian free field

Antoine Jego

We consider the thick points of random walk, i.e. points where the local time is a fraction of the maximum. In two dimensions, we answer a question of Dembo, Peres, Rosen and Zeito…