Gaussian multiplicative chaos and applications: A review

@article{Rhodes2013GaussianMC,
  title={Gaussian multiplicative chaos and applications: A review},
  author={R{\'e}mi Rhodes and Vincent Vargas},
  journal={Probability Surveys},
  year={2013},
  volume={11},
  pages={315-392}
}
In this article, we review the theory of Gaussian multiplicative chaos initially introduced by Kahane’s seminal work in 1985. Though this beautiful paper faded from memory until recently, it already contains ideas and results that are nowadays under active investigation, like the construction of the Liouville measure in 2d-Liouville quantum gravity or thick points of the Gaussian Free Field. Also, we mention important extensions and generalizations of this theory that have emerged ever since… 

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