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Related papers: On the regularity of complex multiplicative chaos

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Mandelbrot multiplicative cascades provide a construction of a dynamical system on a set of probability measures defined by inequalities on moments. To be more specific, beyond the first iteration, the trajectories take values in the set of…

Probability · Mathematics 2007-10-11 Julien Barral , Jacques Peyriere , Zhi-Ying Wen

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…

Probability · Mathematics 2018-12-14 Kenneth Falconer , Xiong Jin

The scaling behaviour of the Lyapunov exponent near the transition to chaos via type-III intermittency is determined for a generic map. A critical exponent $\beta$ expressing the scaling of the Lyapunov exponent as a function of both, the…

Chaotic Dynamics · Physics 2007-10-02 M. G. Cosenza , O. Alvarez-Llamoza , G. A. Ponce

Using results of numerical simulations and Galactic and galaxy clusters observations, it is shown that the transition from deterministic chaos to hard turbulence in the Galactic and galaxy clusters magnetized plasmas occurs via a…

Astrophysics of Galaxies · Physics 2024-11-28 A. Bershadskii

We study how the Gaussian multiplicative chaos (GMC) measures $\mu^\gamma$ corresponding to the 2D Gaussian free field change when $\gamma$ approaches the critical parameter $2$. In particular, we show that as $\gamma\to 2^{-}$,…

Probability · Mathematics 2020-04-14 Juhan Aru , Ellen Powell , Avelio Sepúlveda

There is a unique unitarily-invariant ensemble of $N\times N$ Hermitian matrices with a fixed set of real eigenvalues $a_1 > \dots > a_N$. The joint eigenvalue distribution of the $(N - 1)$ top-left principal submatrices of a random matrix…

Probability · Mathematics 2019-07-30 Cesar Cuenca

It is argued that the two problems of choosing characterizations and models of complex systems should not be considered independently. A particular criterion for these choices, oriented on the potential usefulness of the results, is…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Axel G. Rossberg

The Gaussian $\beta$-ensemble (G$\beta$E) is a fundamental model in random matrix theory. In this paper, we provide a comprehensive asymptotic description of the characteristic polynomial of the G$\beta$E anywhere in the bulk of the…

Probability · Mathematics 2025-08-05 Gaultier Lambert , Elliot Paquette

We analyze the consequences of iterative measurement-induced nonlinearity on the dynamical behavior of qubits. We present a one-qubit scheme where the equation governing the time evolution is a complex-valued nonlinear map with one complex…

Quantum Physics · Physics 2007-05-23 T. Kiss , I. Jex , G. Alber , S. Vymetal

We investigate the complex Gaussian as well as non-Gaussian distributed random analytical and entire functions (complex entire random field) and calculate their domain of definiteness (radius of convergence) as well as some important…

Complex Variables · Mathematics 2020-11-03 Maria Rosaria Formica , Eugeny Ostrovsky , Leonid Sirota

We review recent progress relating to the extreme value statistics of the characteristic polynomials of random matrices associated with the classical compact groups, and of the Riemann zeta-function and other $L$-functions, in the context…

Mathematical Physics · Physics 2022-02-22 E. C. Bailey , J. P. Keating

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…

Quantum Physics · Physics 2017-05-24 Daniel A. Roberts , Beni Yoshida

Let $\eta=(\eta(t))_{t\in T}$ be a sample continuous max-infinitely random field on a locally compact metric space $T$. For a closed subset $S\in T$, we note $\eta_{S}$ the restriction of $\eta$ to $S$. We consider $\beta(S_1,S_2)$ the…

Probability · Mathematics 2012-01-24 Clément Dombry , Frédéric Eyi-Minko

We compute the joint eigenvalue distribution for a multiplicative non-Hermitian perturbation $(I+i\Gamma)H$, $\operatorname{rank}\,\Gamma=1$ of a random matrix $H$ from the Gaussian, Laguerre, and chiral Gaussian $\beta$-ensembles.

Probability · Mathematics 2025-12-29 Gökalp Alpan , Rostyslav Kozhan

We study two one-parameter families of point processes connected to random matrices: the Sine_beta and Sch_tau processes. The first one is the bulk point process limit for the Gaussian beta-ensemble. For beta=1, 2 and 4 it gives the limit…

Probability · Mathematics 2013-11-19 Diane Holcomb , Benedek Valkó

We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some appropriate moment conditions. Our techniques rely on a…

Probability · Mathematics 2009-09-30 Ivan Nourdin , Giovanni Peccati

We address the extension problem for quantal measures of path-integral type, concentrating on two cases: sequential growth of causal sets, and a particle moving on the finite lattice Z_n. In both cases the dynamics can be coded into a…

High Energy Physics - Theory · Physics 2011-04-11 Rafael D. Sorkin

Let $\xi_0,\xi_1,\ldots$ be independent identically distributed complex- valued random variables such that $\mathbb{E}\log(1+|\xi _0|)<\infty$. We consider random analytic functions of the form…

Probability · Mathematics 2014-07-25 Zakhar Kabluchko , Dmitry Zaporozhets

We consider a system of classical particles, interacting via a smooth, long-range potential, in the mean-field regime, and we optimally analyze the propagation of chaos in form of sharp estimates on many-particle correlation functions.…

Analysis of PDEs · Mathematics 2021-12-01 Mitia Duerinckx

In various contexts in mathematical physics one needs to compute the logarithm of a positive unbounded operator. Examples include the von Neumann entropy of a density matrix and the flow of operators with the modular Hamiltonian in the…

High Energy Physics - Theory · Physics 2023-11-27 Nima Lashkari , Hong Liu , Srivatsan Rajagopal
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