Imaginary Multiplicative Chaos: Moments, Regularity And Connections To The Ising Model

In this article we study imaginary Gaussian multiplicative chaos-namely a family of random generalized functions which can formally be written as e(iX(x)), where X is a log-correlated real-valued Gaussian field on R-d, that is, it has a logarithmic singularity on the diagonal of its covariance. We study basic analytic properties of these random generalized functions, such as what spaces of distributions these objects live in, along with their basic stochastic properties, such as moment and tail estimates.