Related papers: Gaussian multiplicative chaos and applications: a …
Denote by $\mu_\beta="\exp(\beta X)"$ the Gaussian multiplicative chaos which is defined using a log-correlated Gaussian field $X$ on a domain $U\subset\mathbb{R}^d$. The case $\beta\in\mathbb{R}$ has been studied quite intensively, and…
Lagrangian chaos is experimentally investigated in a convective flow by means of Particle Tracking Velocimetry. The Finite Size Lyapunov Exponent analysis is applied to quantify dispersion properties at different scales. In the range of…
The present article concerns the stochastic modeling of the turbulent dissipation field and in particular its temporal evolution. To do so, we will be calling for a random distribution, ubiquitous in several aspects of physics and…
We develop an approach for investigating geometric properties of Gaussian multiplicative chaos (GMC) in an infinite dimensional set up. The base space is chosen to be the space of continuous functions endowed with Wiener measure, and the…
We review the main ideas and results in the stationary problems of quantum chaos in generic (mixed) systems, whose classical dynamics has regular (invariant tori) and chaotic regions coexisting in the phase space. First we discuss the…
This paper addresses the Bayesian calibration of dynamic models with parametric and structural uncertainties, in particular where the uncertain parameters are unknown/poorly known spatio-temporally varying subsystem models. Independent…
The perturbation theory with a variational basis is constructed and analyzed.The generalized Gaussian effective potential is introduced and evaluated up to the second order for selfinteracting scalar fields in one and two spatial…
We establish the first connection between $2d$ Liouville quantum gravity and natural dynamics of random matrices. In particular, we show that if $(U_t)$ is a Brownian motion on the unitary group at equilibrium, then the measures $$…
We identify an equality between two objects arising from different contexts of mathematical physics: Kahane's Gaussian Multiplicative Chaos ($GMC^\gamma$) on the circle, and the Circular Beta Ensemble $(C\beta E)$ from Random Matrix Theory.…
I review some recent work where ideas and methods from Quantum Field Theory have proved useful in probability and vice versa. The topics discussed include the use of Renormalization Group theory in Stochastic Partial Differential Equations…
In complex and unknown processes, global models are initially generated over the entire experimental space but often fail to provide accurate predictions in local areas. A common approach is to use local models, which requires partitioning…
Using the decoherence formalism of Gell-Mann and Hartle, a quantum system is found which is the equivalent of the classical chaotic Duffing oscillator. The similarities and the differences from the classical oscillator are examined; in…
A theory of intermittency differentiation is developed for a general class of Gaussian Multiplicative Chaos measures including the measure of Bacry and Muzy on the interval and circle as special cases. An exact, non-local functional…
We describe some highlights in the theory of chaos, that started with Poincare (1899). Generic systems have both ordered and chaotic domains. Chaos appears mainly near un- stable periodic orbits. Large chaotic domains are due to resonance…
We develop a Liouville perturbation theory for weakly driven and weakly open quantum systems in situations when the unperturbed system has a number of conservations laws. If the perturbation violates the conservation laws, it drives the…
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…
Gaussian Multiplicative Chaos (GMC) is informally defined as a random measure $e^{\gamma X} \mathrm{d} x$ where $X$ is Gaussian field on $\mathbb R^d$ (or an open subset of it) whose correlation function is of the form $ K(x,y)= \log…
We present an analysis of chaos and regularity in the open Dicke model, when dissipation is due to cavity losses. Due to the infinite Liouville space of this model, we also introduce a criterion to numerically find a complex spectrum which…
Passive scalar mixing, produced by Lagrangian chaos generated a) by quasi-periodic (integrable) motion of three quasi-point vortices and b) by chaotic motion of three and six quasi-point vortices, has been studied and compared with…
The aim of this note is to revisit propagation of chaos for a Langevin-type interacting particle system used for sampling probability measures. The interacting particle system we consider coincides, in the setting of a log-quadratic target…