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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…

Probability · Mathematics 2013-05-28 Rémi Rhodes , Vincent Vargas

In this article, we extend the theory of multiplicative chaos for positive definite functions in Rd of the form f(x) = 2 ln+ T|x|+ g(x) where g is a continuous and bounded function. The construction is simpler and more general than the one…

Probability · Mathematics 2008-07-08 Raoul Robert , Vincent Vargas

Power spectrum of the distributed chaos can be represented by a weighted superposition of the exponential functions which is converged to a stretched exponential $\propto \exp-(k/k_{\beta})^{\beta }$. An asymptotic theory has been developed…

Fluid Dynamics · Physics 2016-01-12 A. Bershadskii

We consider Gaussian multiplicative chaos measures defined in a general setting of metric measure spaces. Uniqueness results are obtained, verifying that different sequences of approximating Gaussian fields lead to the same chaos measure.…

Probability · Mathematics 2015-09-29 Janne Junnila , Eero Saksman

In the present paper, we show that (under some minor technical assumption) Complex Gaussian Multiplicative Chaos defined as the complex exponential of a $\log$-correlated Gaussian field can be obtained by taking the limit of the exponential…

Probability · Mathematics 2020-12-01 Hubert Lacoin

Gaussian multiplicative chaos (GMC) is a canonical random fractal measure obtained by exponentiating log-correlated Gaussian processes, first constructed in the seminal work of Kahane (1985). Since then it has served as an important…

Probability · Mathematics 2025-02-25 Mriganka Basu Roy Chowdhury , Shirshendu Ganguly

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…

Probability · Mathematics 2015-10-05 Christian Webb

We consider powers of the absolute value of the characteristic polynomial of Haar distributed random orthogonal or symplectic matrices, as well as powers of the exponential of its argument, as a random measure on the unit circle minus small…

Mathematical Physics · Physics 2022-09-15 Johannes Forkel , Jonathan P. Keating

We propose a new definition of the Gaussian multiplicative chaos (GMC) and an approach based on the relation of subcritical GMC to randomized shifts of a Gaussian measure. Using this relation we prove general uniqueness and convergence…

Probability · Mathematics 2016-05-30 Alexander Shamov

We use random matrix theory to explore late-time chaos in supersymmetric quantum mechanical systems. Motivated by the recent study of supersymmetric SYK models and their random matrix classification, we consider the Wishart-Laguerre unitary…

High Energy Physics - Theory · Physics 2018-06-05 Nicholas Hunter-Jones , Junyu Liu

An analytical model for fully developed three-dimensional incompressible turbulence was recently proposed in the hydrodynamics community, based on the concept of multiplicative chaos. It consists of a random field represented by means of a…

Astrophysics of Galaxies · Physics 2020-06-10 J. -B. Durrive , P. Lesaffre , K. Ferrière

We investigate a special sequence of random variables $A(N)$ defined by an exponential power series with independent standard complex Gaussians $(X(k))_{k \geq 1}$. Introduced by Hughes, Keating, and O'Connell in the study of random matrix…

Number Theory · Mathematics 2022-05-25 Daksh Aggarwal , Unique Subedi , William Verreault , Asif Zaman , Chenghui Zheng

It is shown, using direct numerical simulations and laboratory experiments data, that distributed chaos is often tuned to large scale coherent motions in anisotropic inhomogeneous turbulence. The examples considered are: fully developed…

Fluid Dynamics · Physics 2016-10-26 A. Bershadskii

We define a (chaotic) deterministic variant of random multiplicative cascade models of turbulence. It preserves the hierarchical tree structure, thanks to the addition of infinitesimal noise. The zero-noise limit can be handled by…

Condensed Matter · Physics 2009-10-22 L. Biferale , M. Blank , U. Frisch

This paper introduces a new notion of chaotic algorithms. These algorithms are iterative and are based on so-called chaotic iterations. Contrary to all existing studies on chaotic iterations, we are not interested in stable states of such…

Cryptography and Security · Computer Science 2015-11-03 Christophe Guyeux , Jacques M. Bahi

In this note we prove that suitable positive powers of the absolute value of the characteristic polynomial of a Haar distributed random unitary matrix converge in law, as the size of the matrix tends to infinity, to a Gaussian…

Probability · Mathematics 2018-06-06 Miika Nikula , Eero Saksman , Christian Webb

This study redefines the analysis of Devaney chaos in multiple mappings from a set-valued perspective and introduces new conditions to characterize their chaotic behavior. As an innovative advancement, we develop computational algorithms to…

Chaotic Dynamics · Physics 2024-09-27 Illych Alvarez , Ivonne Leon , Ivy Peña

The aim of this review-style paper is to provide a concise, self-contained and unified presentation of the construction and main properties of Gaussian multiplicative chaos (GMC) measures for log-correlated fields in 2D in the subcritical…

Probability · Mathematics 2020-04-30 Juhan Aru

We calculate the S-matrix correlation function for chaotic scattering on quantum graphs and show that it agrees with that of random--matrix theory (RMT). We also calculate all higher S-matrix correlation functions in the Ericson regime.…

Mathematical Physics · Physics 2013-05-30 Z. Pluhar , H. A. Weidenmueller

We study the characteristic polynomials of both the Gaussian Orthogonal and Symplectic Ensembles. We show that for both ensembles, powers of the absolute value of the characteristic polynomials converge in law to Gaussian multiplicative…

Probability · Mathematics 2022-10-28 Pax Kivimae
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