Related papers: Subcritical multiplicative chaos for regularized c…

We study the relationship between quantum chaos and pseudorandomness by developing probes of unitary design. A natural probe of randomness is the "frame potential," which is minimized by unitary $k$-designs and measures the $2$-norm…

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.…

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…

Consider the class of Ensemble Square Root filtering algorithms for the numerical approximation of the posterior distribution of nonlinear Markovian signals partially observed with linear observations corrupted with independent measurement…

Time-uniform log-Sobolev inequalities (LSI) satisfied by solutions of semi-linear mean-field equations have recently appeared to be a key tool to obtain time-uniform propagation of chaos estimates. This work addresses the more general…

We obtain a Central Limit Theorem for the normalized number of real roots of a square Kostlan-Shub-Smale random polynomial system of any size as the degree goes to infinity. A study of the asymptotic variance of the number of roots is…

Random Matrix Theory (RMT) has successfully modeled diverse systems, from energy levels of heavy nuclei to zeros of $L$-functions; this correspondence has allowed RMT to successfully predict many number theoretic behaviors. However there…

Consider the metric space $(\mathcal{P}_2(\mathbb{R}^d),W_2)$ of square integrable laws on $\mathbb{R}^d$ with the topology induced by the 2-Wasserstein distance $W_2$. Let $\Phi: \mathcal{P}_2( \mathbb{R}^d) \to \mathbb{R}$ be a function…

We develop an efficient numerical method to study the quantum critical behavior of disordered systems with $\mathcal{O}(N)$ order-parameter symmetry in the large$-N$ limit. It is based on the iterative solution of the large$-N$ saddle-point…

The purpose of this article is to study the eigenvalues $u_1^{\, t}=e^{it\theta_1},\dots,u_N^{\,t}=e^{it\theta_N}$ of $U^t$ where $U$ is a large $N\times N$ random unitary matrix and $t>0$. In particular we are interested in the typical…

We prove the optimal rate of quantitative propagation of chaos, uniformly in time, for interacting diffusions. Our main examples are interactions governed by convex potentials and models on the torus with small interactions. We show that…

Given a measure $\nu$ on a regular planar domain $D$, the Gaussian multiplicative chaos measure of $\nu$ studied in this paper is the random measure ${\widetilde \nu}$ obtained as the limit of the exponential of the $\gamma$-parameter…

In a fully 3-D system such as a stellarator, the toroidal mode number $n$ ceases to be a good quantum number--all $n$s within a given mode family being coupled. It is found that the discrete spectrum of unstable ideal MHD…

Nualart & Pecatti ([Nualart and Peccati, 2005, Thm 1]) established the first fourth-moment theorem for random variables in a fixed Wiener chaos, i.e. they showed that convergence of the sequence of fourth moments to the fourth moment of the…

The objective of this note is to study the probability that the total mass of a sub-critical Gaussian multiplicative chaos (GMC) with arbitrary base measure $\sigma$ is small. When $\sigma$ has some continuous density w.r.t Lebesgue…

We investigate propagation of chaos for mean field Markov Decision Process with common noise (CMKV-MDP), and when the optimization is performed over randomized open-loop controls on infinite horizon. We first state a rate of convergence of…

We apply renormalized entropy as a complexity measure to the logistic and sine-circle maps. In the case of logistic map, renormalized entropy decreases (increases) until the accumulation point (after the accumulation point up to the most…

The celebrated dimension reduction lemma of Johnson and Lindenstrauss has numerous computational and other applications. Due to its application in practice, speeding up the computation of a Johnson-Lindenstrauss style dimension reduction is…

We present a probabilistic proof of the mean field limit and propagation of chaos $N$-particle systems in three dimensions with positive (Coulomb) or negative (Newton) $1/r$ potentials scaling like $1/N$ and an $N$-dependent cut-off which…

We present a purely probabilistic proof of propagation of molecular chaos for $N$-particle systems in dimension $3$ with interaction forces scaling like $1/\vert q\vert^{\lambda}$ with $\lambda<2$ and cut-off at $q = N^{-1/3}$. The proof…