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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…

Probability · Mathematics 2024-05-29 Hubert Lacoin

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

We estimate harmonic scalings in the parameter space of a one-parameter family of critical circle maps. These estimates lead to the conclusion that the Hausdorff dimension of the complement of the frequency-locking set is less than $1$ but…

Dynamical Systems · Mathematics 2016-09-06 Jacek Graczyk , Grzegorz Swiatek

We study limits of the largest connected components (viewed as metric spaces) obtained by critical percolation on uniformly chosen graphs and configuration models with heavy-tailed degrees. For rank-one inhomogeneous random graphs, such…

Probability · Mathematics 2020-05-11 Shankar Bhamidi , Souvik Dhara , Remco van der Hofstad , Sanchayan Sen

We study the rescaled probability distribution of the critical depinning force of an elastic system in a random medium. We put in evidence the underlying connection between the critical properties of the depinning transition and the extreme…

Disordered Systems and Neural Networks · Physics 2007-05-23 C. J. Bolech , Alberto Rosso

In this paper, we introduce the notion of distributional chaos and the measure of chaos for random dynamical systems generated by two interval maps. We give some sufficient conditions for a zero measure of chaos and examples of chaotic…

Dynamical Systems · Mathematics 2018-08-09 Jozef Kováč , Katarína Janková

The aim of the present letter is to explain the `critical behaviour' observed in numerical studies of spherically symmetric gravitational collaps of a perfect fluid. A simple expression results for the critical index $\gamma$ of the black…

General Relativity and Quantum Cosmology · Physics 2009-10-28 Dieter Maison

We study numerically and analytically the moments of the dimensionless level curvature for one-dimensional disordered rings of the circumference L pierced by a magnetic flux. The negative moments of the curvature distribution can be…

Disordered Systems and Neural Networks · Physics 2010-02-25 Michael Titov , Daniel Braun , Yan V. Fyodorov

We investigate dynamically and statistically diffusive motion in a Klein-Gordon particle chain in the presence of disorder. In particular, we examine a low energy (subdiffusive) and a higher energy (self-trapping) case and verify that…

Chaotic Dynamics · Physics 2015-06-18 Ch. G. Antonopoulos , T. Bountis , Ch. Skokos , L. Drossos

We report on the critical properties of minimaly-polydisperse crystals, hexagonal in 2d and face-centered cubic in 3 dimensions, at the isostatic jamming point. The force and gap distributions display power-law tails for small values. The…

Soft Condensed Matter · Physics 2021-10-27 Georgios Tsekenis

We study the concentration of ladder sequences of spherical harmonics on caustic latitude circles. We prove that they have Airy scaling asymptotics. We also determine the weak* limit of certain empirical measures of $L^2$ norms of…

Spectral Theory · Mathematics 2022-08-05 Michael Geis

Sampling orthogonal polynomial bases via Monte Carlo is of interest for uncertainty quantification of models with high-dimensional random inputs, using Polynomial Chaos (PC) expansions. It is known that bounding a probabilistic parameter,…

Probability · Mathematics 2015-06-22 Jerrad Hampton , Alireza Doostan

We study the instabilities of a harmonic oscillator subject to additive and dichotomous multiplicative noise, focussing on the dependance of the instability threshold on the mass. For multiplicative noise in the damping, the instability…

Statistical Mechanics · Physics 2015-06-11 Moshe Gitterman , David A. Kessler

We study the typical behavior of the harmonic measure in large critical Galton-Watson trees whose offspring distribution is in the domain of attraction of a stable distribution with index $\alpha\in (1,2]$. Let $\mu_n$ denote the hitting…

Probability · Mathematics 2017-02-28 Shen Lin

The main results of this paper provide VMO-type estimates for the quadratic tilt-excess on varifolds with critical generalized mean curvature. These estimates apply to varifolds with "almost-integral" density which are close to a…

Differential Geometry · Mathematics 2024-02-21 Sean McCurdy

A multiplicative stochastic process with the lower bound lognormally distributed is investigated. For the process, the model is constructed, and its distribution function (involving four parameters) and the related statistical properties…

Data Analysis, Statistics and Probability · Physics 2024-01-19 Ken Yamamoto , Yoshihiro Yamazaki

We study the mean field Langevin dynamics and the associated particle system. By assuming the functional convexity of the energy, we obtain the $L^p$-convergence of the marginal distributions towards the unique invariant measure for the…

Probability · Mathematics 2025-11-06 Fan Chen , Zhenjie Ren , Songbo Wang

This paper investigates the impact of distributional uncertainty on key risk measures under the partial knowledge of underlying distributions characterized by their first two moments and shape information (specifically symmetry and/or…

Risk Management · Quantitative Finance 2025-12-16 Mengshuo Zhao , Narayanaswamy Balakrishnan , Chuancun Yin , Hui Shao

We study directed percolation at the upper critical transverse dimension $d=4$, where critical fluctuations induce logarithmic corrections to the leading (mean-field) behavior. Viewing directed percolation as a kinetic process, we address…

Statistical Mechanics · Physics 2009-11-10 Hans-Karl Janssen , Olaf Stenull

Anomalous diffusion phenomena occur on length scales spanning from intracellular to astrophysical ranges. A specific form of decay at large argument of the probability density function of rescaled displacement (scaling function) is derived…

Statistical Mechanics · Physics 2023-05-23 Attilio L. Stella , Aleksei Chechkin , Gianluca Teza
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