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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

In this work we consider the steady state scaling behavior of directed percolation around the upper critical dimension. In particular we determine numerically the order parameter, its fluctuations as well as the susceptibility as a function…

Statistical Mechanics · Physics 2009-11-10 S. Lubeck , R. D. Willmann

We consider a log-gas on a discretization of the unit circle. We prove that if the gas is not too dense, or the number of particles in the gas is not too large compared to the scale of the discretization, the absolute value of the…

Probability · Mathematics 2015-09-14 Christian Webb

The effective numerical method is developed performing the test of the hyperbolicity of chaotic dynamics. The method employs ideas of algorithms for covariant Lyapunov vectors but avoids their explicit computation. The outcome is a…

Chaotic Dynamics · Physics 2012-03-28 Pavel V. Kuptsov

The critical behavior of a quenched random hypercubic sample of linear size $L$ is considered, within the ``random-$T_{c}$'' field-theoretical mode, by using the renormalization group method. A finite-size scaling behavior is established…

Statistical Mechanics · Physics 2009-11-07 H. Chamati , E. Korutcheva , N. S. Tonchev

We prove existence of (at most denumerable many) absolutely continuous invariant probability measures for random one-dimensional dynamical systems with asymptotic expansion. If the rate of expansion (Lyapunov exponents) is bounded away from…

Dynamical Systems · Mathematics 2014-11-18 Vitor Araujo , Javier Solano

Log-periodic amplitudes appear in the critical behavior of a large class of systems, in particular when a discrete scale invariance is present. Here we show how to compute these critical amplitudes perturbatively when they originate from a…

Statistical Mechanics · Physics 2015-06-15 Bernard Derrida , Giambattista Giacomin

In this paper we prove that the Dirichlet $L$-functions $L(1/2+ix,\chi_q)$, where $\chi_q$ is uniformly random Dirichlet character modulo $q$ and $x\in \mathbb{R}$, converges to a random Schwartz distribution $\zeta_{\mathrm{rand}}$, which…

Number Theory · Mathematics 2025-10-27 Sami Vihko

We consider the imaginary Gaussian multiplicative chaos, i.e. the complex Wick exponential $\mu_\beta := :e^{i\beta \Gamma(x)}:$ for a log-correlated Gaussian field $\Gamma$ in $d \geq 1$ dimensions. We prove a basic density result, showing…

Probability · Mathematics 2025-12-01 Juhan Aru , Antoine Jego , Janne Junnila

In this paper, we initiate the harmonic analysis of Gaussian multiplicative chaos (GMC) on the circle, i.e. the study of its Fourier coefficients. In particular, we show that almost surely GMC is a so-called Rajchman measure which means…

Probability · Mathematics 2024-03-01 Christophe Garban , Vincent Vargas

We consider the orthogonal polynomials $\{P_{n}(z)\}$ with respect to the measure $|z-a|^{2N c} {\rm e}^{-N |z|^2} \,{\rm d} A(z)$ over the whole complex plane. We obtain the strong asymptotic of the orthogonal polynomials in the complex…

Mathematical Physics · Physics 2013-11-05 Ferenc Balogh , Marco Bertola , Seung Yeop Lee , Kenneth D. T-R McLaughlin

Recent theoretical advances offer an exact, first-principle theory of jamming criticality in infinite dimension as well as universal scaling relations between critical exponents in all dimensions. For packings of frictionless spheres near…

Statistical Mechanics · Physics 2015-04-21 P. Charbonneau , E. I. Corwin , G. Parisi , F. Zamponi

Methods based on polynomial chaos expansion allow to approximate the behavior of systems with uncertain parameters by deterministic dynamics. These methods are used in a wide range of applications, spanning from simulation of uncertain…

Systems and Control · Computer Science 2017-11-28 Tillmann Mühlpfordt , Rolf Findeisen , Veit Hagenmeyer , Timm Faulwasser

A new class of particle systems with sequential interaction is proposed to approximate the McKean-Vlasov process that originally arises as the limit of the mean-field interacting particle system. The weighted empirical measure of this…

Probability · Mathematics 2023-01-25 Kai Du , Yifan Jiang , Xiaochen Li

We study the asymptotic distribution of critical values of random holomorphic `polynomials' s_n on a Kaehler manifold M as the degree n tends to infinity. By `polynomial' of degree n we mean a holomorphic section of the nth power of a…

Probability · Mathematics 2014-10-14 Renjie Feng , Steve Zelditch

We investigate the chaotic behavior of a circular test string in the Lifshitz spacetimes considering the critical exponent $z$ as an external control parameter. It is demonstrated that two primary tools to observe chaos in this system are…

High Energy Physics - Theory · Physics 2014-06-24 Xiaojian Bai , Junde Chen , Bum-Hoon Lee , Taeyoon Moon

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.…

Probability · Mathematics 2019-09-25 Jeremy T. Clark

We construct and study properties of an infinite dimensional analog of Kahane's theory of Gaussian multiplicative chaos \cite{K85}. Namely, if $H_T(\omega)$ is a random field defined w.r.t. space-time white noise $\dot B$ and integrated…

Probability · Mathematics 2025-07-09 Rodrigo Bazaes , Isabel Lammers , Chiranjib Mukherjee

We proved that for the countably infinite number of one-parameterized one dimensional dynamical systems, they preserve the Lebesgue measure and they are ergodic for the measure (infinite ergodicity). Considered systems connect the parameter…

Chaotic Dynamics · Physics 2021-03-31 Ken-ichi Okubo , Ken Umeno

We consider a class of non-conformal expanding maps on the $d$-dimensional torus. For an equilibrium measure of an H\"older potential, we prove an analogue of the Central Limit Theorem for the fluctuations of the logarithm of the measure of…

Dynamical Systems · Mathematics 2009-12-17 Renaud Leplaideur , Benoit Saussol