4 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.PR2020
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.PR2018
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…