18.175 Lecture 16: Conditional expectation, random walks, martingales by Scott Sheffield Created 2026-10-13 Updated 2026-11-05
Online text: math.mit.edu/~sheffield/2016175/Lecture16.pdf
Cited passages: PDF pp. 4–8 define conditional expectation and its uniqueness up to almost surely equality; pp. 9–11 discuss integrability and uniqueness.
Bertrand Duplantier 2026-11-05
Bertrand Duplantier works on random geometry and statistical physics. With Scott Sheffield, he gave a probabilistic construction of a Liouville quantum gravity area measure and a relation between Euclidean and random-geometry scaling exponents.[ref]
Liouville Quantum Gravity and KPZ by Bertrand Duplantier and Scott Sheffield. abstract, regularized area measure and KPZ relation
The construction illustrates why a random field cannot always be manipulated as an ordinary pointwise function. A Gaussian free field first receives a spatial regularization, such as its average around a small circle. Exponentiating this smoothed field requires a scale-dependent normalization before taking a limit. Merely writing without specifying that procedure omits an essential mathematical step.
Their result links how a set scales under ordinary area with how it scales under the random area measure. It turns a prediction from mathematical physics into a statement about precisely defined random objects, rather than identifying the two notions of dimension by analogy alone.[ref]
Liouville Quantum Gravity and KPZ by Bertrand Duplantier and Scott Sheffield. abstract and quantum scaling formulation
By Scott Sheffield.
Abstract and construction of the quantum area measure: regularized exponential of circle averages of a Gaussian free field for . MIT author manuscript record: dspace.mit.edu/entities/publication/7adfc26d-9fb8-4348-8662-cd5ae52cc71f .
Scott Sheffield Created 2026-10-13 Updated 2026-11-05
Scott Sheffield authored probability teaching material on conditional expectation, random walks and martingales. Conditional expectation supplies the common language for predictions given partial information and for processes whose current state is the best conditional prediction of a later value.[ref]
18.175 Lecture 16: Conditional expectation, random walks, martingales by Scott Sheffield. author attribution and the described mathematical development
Portrait of Scott Sheffield
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