On non-Gaussian multiplicative chaos

We consider two approximation schemes for the construction of a class of non-Gaussian multiplicative chaos, and show that they give rise to the same limit in the entire subcritical regime. Our approach uses a modified second moment method with the help of a new coupling argument, and does not rely on any Gaussian approximation or thick point analysis. As an application, we extend the martingale central limit theorem for partial sums of random multiplicative functions to L^1 twists. This is a joint work with Ofir Gorodetsky.