Related papers: Gaussian Multiplicative Chaos revisited
An overdamped system with a linear restoring force and two multiplicative colored noises is considered. Noise amplitudes depend on the system state $x$ as $x$ and $|x|^{\alpha}$. An exactly soluble model of a system is constructed due to…
We develop an exactly solvable framework of Markov decision process with a finite horizon, and continuous state and action spaces. We first review the exact solution of conventional linear quadratic regulation with a linear transition and a…
A R\"ossler model perturbed with a piecewise constant function is investigated. The perturbation function used in the model is constructed by means of the logistic map. In the absence of the perturbation the system is assumed to possess two…
Let $\boldsymbol{X}(t)=(X_1(t),\ldots,X_d(t)), t\in [0,S]$ be a Gaussian vector process and let $g(\boldsymbol{x}),\boldsymbol{x}\in\mathbb{R}^d$ be a continuous homogeneous function. In this paper we are concerned with the exact tail…
The critical $2d$ Stochastic Heat Flow (SHF) is a stochastic process of random measures on ${\mathbb R}^2$, recently constructed in [CSZ23]. We show that this process falls outside the class of Gaussian Multiplicative Chaos (GMC), in the…
We address the experimentally observed non-Gaussian fluctuations for the energy injected into a closed turbulent flow at fixed Reynolds number. We propose that the power fluctuations mirror the internal kinetic energy fluctuations. Using a…
The multivariate generalized Gaussian distribution (MGGD), also known as the multivariate exponential power (MEP) distribution, is widely used in signal and image processing. However, estimating MGGD parameters, which is required in…
We derive the quantitative propagation of chaos in the sense of relative entropy for the first time for the 2D Log gas or the weakly interacting particle systems with 2D Coulomb interactions on the whole space. We resolve this problem by…
It is known that the distribution of nonreversible Markov processes breaking the detailed balance condition converges faster to the stationary distribution compared to reversible processes having the same stationary distribution. This is…
We establish a Sanov type large deviation principle for an ensemble of interacting Brownian rough paths. As application a large deviations for the ($k$-layer, enhanced) empirical measure of weakly interacting diffusions is obtained. This in…
Starting from an $SU(N)$ matrix quantum mechanics model with massive deformation terms and by introducing an ansatz configuration involving fuzzy four- and two-spheres with collective time dependence, we obtain a family of effective…
The quantum chaos is related to a Gaussian random matrix model, which shows a dip-ramp-plateau behavior in the spectral form factor for the large size $N$. The spectral form factor of time dependent Gaussian random matrix model shows also…
In this article we consider a damped version of the incompressible Navier-Stokes equations in the whole three-dimensional space with a divergence-free and time-independent external force. Within the framework of a well-prepared force and…
The cubic Szego equation has been studied as an integrable model for deterministic turbulence, starting with the foundational work of Gerard and Grellier. We introduce a truncated version of this equation, wherein a majority of the Fourier…
We discuss a Gaussian multiplicative chaos (GMC) structure underlying a family of random measures $\mathbf{M}_r$, indexed by $r\in\mathbb{R}$, on a space $\Gamma$ of directed pathways crossing a diamond fractal with Hausdorff dimension two.…
It was recently conjectured that 1/f noise is a fundamental characteristic of spectral fluctuations in chaotic quantum systems. This conjecture is based on the behavior of the power spectrum of the excitation energy fluctuations, which is…
The paper treats the validity problem of the nonrelativistic Vlasov-Poisson equation in $d\geq 2$ dimensions. It is shown that the Vlasov-Poisson dynamics can be derived as a combined mean field and point-particle limit of an N-particle…
We use the theory of Bernstein functions, completely monotonic functions, and Levy processes to define a positive random process $\tau(t)$. For radar clutter one may think of $\tau(t)$ as the instantaneous power of the scattered radar…
Morphogenesis, as it is understood in a wide sense by Ren\'e Thom, is considered for various types of chaos. That is, those, obtained by period-doubling cascade, Devaney's and Li-Yorke chaos. Moreover, in discussion form we consider…
A closure theory is developed for inhomogeneous turbulent flow, which enables a systematic derivation of the turbulence constitutive relations without relying on any empirical parameters. Renormalized-perturbation approximation is performed…