Related papers: An elementary approach to Gaussian multiplicative …

Deterministic chaos is commonly associated with spectral criticality: exponential sensitivity is expected when Jacobian eigenvalues exceed unity in parts of the attractor, producing the local expansion that offsets contraction elsewhere. We…

We study the evolution of the susceptibility in the subcritical random graph $G(n,p)$ as $n$ tends to infinity. We obtain precise asymptotics of its expectation and variance, and show it obeys a law of large numbers. We also prove that the…

According to the standard model of cosmology, the arrangement of matter in the cosmos on scales much larger than galaxies is entirely specified by the initial conditions laid down during inflation. But zooming in by dozens of orders of…

We prove that ergodic measures on one-sided shift spaces are uniformly scaling in the sense of Gavish. That is, given a shift ergodic measure we prove that at almost every point the scenery distributions weakly converge to a common…

We determine the order of magnitude of $\mathbb{E}|\sum_{n \leq x} f(n)|^{2q}$, where $f(n)$ is a Steinhaus or Rademacher random multiplicative function, and $0 \leq q \leq 1$. In the Steinhaus case, this is equivalent to determining the…

Under the formalism of annealed averaging of the partition function, a type of random multifractal measures with their multipliers satisfying exponentially distributed is investigated in detail. Branching emerges in the curve of generalized…

In this work we investigate the inverse of the celebrated Bohigas-Giannoni-Schmit conjecture. Using two inversion methods we compute a one-dimensional potential whose lowest N eigenvalues obey random matrix statistics. Our numerical results…

This note shows how to considerably strengthen the usual mode of convergence of an $n$-particle system to its McKean-Vlasov limit, often known as propagation of chaos, when the volatility coefficient is nondegenerate and involves no…

We consider random self-avoiding walks between two points on the boundary of a finite subdomain of Z^d (the probability of a self-avoiding trajectory gamma is proportional to mu^{-length(gamma)}). We show that the random trajectory becomes…

An important task of uncertainty quantification is to identify {the probability of} undesired events, in particular, system failures, caused by various sources of uncertainties. In this work we consider the construction of Gaussian…

The long-term behavior of a supercritical branching random walk can be described and analyzed with the help of Biggins' martingales, parametrized by real or complex numbers. The study of these martingales with complex parameters is a rather…

We study sums of a random multiplicative function; this is an example, of number-theoretic interest, of sums of products of independent random variables (chaoses). Using martingale methods, we establish a normal approximation for the sum…

In this paper, we discuss the convergence rate of empirical processes of Gaussian processes for a large class of function families. Our main goal is to show that the tail of the uniform norm of the empirical processes can be dominated by…

We consider the sequence of independent centered Gaussian random elements of a separable Banach space and their consecutive closed convex hulls. If inicial elements converge weakly to some limite, then, as shown in Davydov- Paulauskas…

Random hyperspherical harmonics are Gaussian Laplace eigenfunctions on the unit $d$-dimensional sphere ($d\ge 2$). We study the convergence in Total Variation distance for their nonlinear statistics in the high energy limit, i.e., for…

For uniform random permutations conditioned to have no long cycles, we prove that the total number of cycles satisfies a central limit theorem. Under additional assumptions on the asymptotic behavior of the set of allowed cycle lengths, we…

We consider a type of nonnormal approximation of infinitely divisible distributions that incorporates compound Poisson, Gamma, and normal distributions. The approximation relies on achieving higher orders of cumulant matching, to obtain…

A highly non-gaussian cosmological perturbation with a flat spectrum has unusual stochastic properties. We show that they depend on the size of the box within which the perturbation is defined, but that for a typical observer the parameters…

Let $\mu$ be a positive measure on the real line with locally finite support $\Lambda$ and integer masses such that its Fourier transform in the sense of distributions is a purely point measure. An explicit form is found for an entire…

This paper shows that finitely additive measures occur naturally in very general Divergence Theorems. The main results are two such theorems. The first proves the existence of pure normal measures for sets of finite perime- ter, which yield…