Related papers: Gaussian Multiplicative Chaos revisited
We demonstrate that Lagrangian flow for the 2D Boussinesq equations under degenerate noise exhibit chaotic behavior characterized by the strict positivity of the top Lyapunov exponent, where the degenerate noise acts only on a few Fourier…
The complex Gaussian Multiplicative Chaos (or complex GMC) is informally defined as a random measure $e^{\gamma X} \mathrm{d} x$ where $X$ is a log correlated Gaussian field on $\mathbb R^d$ and $\gamma=\alpha+i\beta$ is a complex…
A completely elementary and self-contained proof of convergence of Gaussian multiplicative chaos is given. The argument shows further that the limiting random measure is nontrivial in the entire subcritical phase $(\gamma < \sqrt{2d})$ and…
Let $X_t$ be a reversible and positive recurrent diffusion in $R^d$ described by \begin{equation}\nonumber X_t=x+\sigma b(t)+\int_0^tm(X_s)\dif s, \end{equation} where the diffusion coefficient $\sigma$ is a positive-definite matrix and the…
We show that, for general convolution approximations to a large class of log-correlated Gaussian fields, the properly normalised supercritical Gaussian multiplicative chaos measures converge stably to a nontrivial limit. This limit depends…
Multifractal systems usually have singularity spectra defined on bounded sets of H\"older exponents. As a consequence, their associated multifractal scaling exponents are expected to depend linearly upon statistical moment orders at high…
Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…
We study the characteristic polynomial of Haar distributed random unitary matrices. We show that after a suitable normalization, as one increases the size of the matrix, powers of the absolute value of the characteristic polynomial as well…
We consider $N\times N$ matrices $X$ with independent, identically distributed entries, and prove that the sequence of measures $\frac{ | \det (X-z)|^\gamma}{\mathbb{E}[ | \det (X-z)|^\gamma]}$ converge to the Gaussian Multiplicative Chaos…
In paper [1] unpredictable points were introduced based on Poisson stability, and this gives rise to the existence of chaos in the quasi-minimal set. This time, an unpredictable function is determined as an unpredictable point in the…
We consider a sub-critical Gaussian multiplicative chaos (GMC) measure defined on the unit interval [0,1] and prove an exact formula for the fractional moments of the total mass of this measure. Our formula includes the case where…
The purpose of these notes, based on a course given by the second author at Les Houches summer school, is to explain the probabilistic construction of Polyakov's Liouville quantum gravity using the theory of Gaussian multiplicative chaos.…
For a centered $d$-dimensional Gaussian random vector $\xi =(\xi_1,\ldots,\xi_d)$ and a homogeneous function $h:R^d\to R$ we derive asymptotic expansions for the tail of the Gaussian chaos $h(\xi)$ given the function $h$ is sufficiently…
The multiplicity of routes from deterministic chaos to turbulence caused by the spontaneous breaking of the local reflectional symmetry in the flows induced by Rayleigh-Taylor instability has been studied using the notion of distributed…
In this paper we propose, discuss and illustrate a computationally feasible definition of chaos which can be applied very generally to situations that are commonly encountered, including attractors, repellers and non-periodically forced…
We present a simple criterion, only based on second moment assumptions, for the convergence of polynomial or Wiener chaos to a Gaussian limit. We exploit this criterion to obtain new Gaussian asymptotics for the partition functions of…
Lagrangian chaos is experimentally investigated in a convective flow by means of Particle Tracking Velocimetry. The Fnite Size Lyapunov Exponent analysis is applied to quantify dispersion properties at different scales. In the range of…
We introduce a ``spatial'' Lyapunov exponent to characterize the complex behavior of non chaotic but convectively unstable flow systems. This complexity is of spatial type and is due to sensitivity to the boundary conditions. We show that…
Randomization of the Lagrangian chaos in fluid dynamics has been analyzed using results of direct numerical simulations, laboratory measurements, and oceanic observations. The notion of distributed chaos has been used in order to quantify…
Consider a log-correlated Gaussian field $\Gamma$ and its associated imaginary multiplicative chaos $:e^{i \beta \Gamma}:$ where $\beta$ is a real parameter. In [AJJ22], we showed that for any nonzero test function $f$, the law of $\int f…