Dear colleagues,

We are happy to announce the following hybrid - that is, in person with online streaming - talk:

Speaker: Federico Bertacco (Imperial College London)

Title: Multifractal analysis of Gaussian multiplicative chaos and applications

Abstract: We consider a subcritical Gaussian multiplicative chaos measure $M$ associated with a general log-correlated Gaussian field defined on a $d$-dimensional bounded domain, $d \geq 1$. We establish an explicit formula for its singularity spectrum by showing that $M$ satisfies almost surely the multifractal formalism, i.e. we prove that its singularity spectrum is almost surely equal to the Legendre-Fenchel transform of its $L^q$-spectrum. Finally, applying this result, we compute the lower singularity spectrum of the Liouville Brownian motion.

Date and time: Monday July 18, 15:00-16:00 (Rome time zone)

Place: Aula Beltrami, dipartimento di matematica dell’università di Pavia, via Ferrata 5, Pavia.

Entra nella riunione in Zoom https://us02web.zoom.us/j/87485209321?pwd=cmh1UFMxcktqUmZWMFpRVWxRbHFZUT09 https://us02web.zoom.us/j/87485209321?pwd=cmh1UFMxcktqUmZWMFpRVWxRbHFZUT09

ID riunione: 874 8520 9321 Passcode: 202144

This talk is part of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale.

Participation is free and welcome!

Best regards The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella)