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Let $M_{\gamma}$ be a subcritical Gaussian multiplicative chaos measure associated with a general log-correlated Gaussian field defined on a bounded domain $D \subset \mathbb{R}^d$, $d \geq 1$. We find an explicit formula for its…

Probability · Mathematics 2023-01-06 Federico Bertacco

Recognizing the regime of positive definiteness for a strictly logarithmic covariance kernel, we prove that the small deviations of a related Gaussian multiplicative chaos (GMC) $M_\gamma$ are for each natural dimension $d$ always of…

Probability · Mathematics 2024-06-04 Anna Talarczyk , Maciej Wiśniewolski

This review-style article presents an overview of recent progress in constructing and studying critical Gaussian multiplicative chaos. A proof that the critical measure in any dimension can be obtained as a limit of subcritical measures is…

Probability · Mathematics 2020-07-03 Ellen Powell

We study the high-frequency Fourier asymptotics of imaginary Gaussian multiplicative chaos on the unit circle, a complex-valued random distribution formally given by $\mathrm M_{\mathrm i\beta}=\exp(\mathrm i\beta X)$, where $X$ is a…

Probability · Mathematics 2026-05-13 Benjamin Bonnefont , Hermanni Rajamäki , Vincent Vargas

In this article we study imaginary Gaussian multiplicative chaos -- namely a family of random generalized functions which can formally be written as $e^{i X(x)}$, where $X$ is a log-correlated real-valued Gaussian field on $\mathbb{R}^d$,…

Probability · Mathematics 2018-12-21 Janne Junnila , Eero Saksman , Christian Webb

We show that, for general convolution approximations to a large class of log-correlated fields, including the 2d Gaussian free field, the critical chaos measures with derivative normalisation converge to a limiting measure {\mu}'. This…

Probability · Mathematics 2022-11-24 Ellen Powell

Using a combination of analytical and numerical techniques, we show that chaos in globally-coupled identical dynamical systems, be they dissipative or Hamiltonian, is both extensive and sub-extensive: their spectrum of Lyapunov exponents is…

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 note we prove that suitable positive powers of the absolute value of the characteristic polynomial of a Haar distributed random unitary matrix converge in law, as the size of the matrix tends to infinity, to a Gaussian…

Probability · Mathematics 2018-06-06 Miika Nikula , Eero Saksman , Christian Webb

In this article, we extend the theory of multiplicative chaos for positive definite functions in Rd of the form f(x) = 2 ln+ T|x|+ g(x) where g is a continuous and bounded function. The construction is simpler and more general than the one…

Probability · Mathematics 2008-07-08 Raoul Robert , Vincent Vargas

Motivated by isotropic fully developed turbulence, we define a theory of symmetric matrix valued isotropic Gaussian multiplicative chaos. Our construction extends the scalar theory developed by J.P. Kahane in 1985.

Probability · Mathematics 2015-06-05 Laurent Chevillard , Rémi Rhodes , Vincent Vargas

We present a simple criterion, only based on second moment assumptions, for the convergence of polynomial or Wiener chaos to a Gaussian limit. We exploit this criterion to obtain new Gaussian asymptotics for the partition functions of…

Probability · Mathematics 2022-10-07 Francesco Caravenna , Francesca Cottini

The transition from arbitrary to chaotic fluctuation properties in quantum systems is studied in a random matrix model. It is assumed that the Hamiltonian can be written as the sum of an arbitrary and a chaos producing part. The Gaussian…

Condensed Matter · Physics 2009-10-28 T. Guhr

This article tackles a fundamental long-standing problem in quantum chaos, namely, whether quantum chaotic systems can exhibit sensitivity to initial conditions, in a form that directly generalizes the notion of classical chaos in phase…

Quantum Physics · Physics 2020-04-08 Bin Yan , Wissam Chemissany

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.…

Probability · Mathematics 2025-12-02 Reda Chhaibi , Joseph Najnudel

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…

Machine Learning · Computer Science 2025-05-29 Dominik Polke , Tim Kösters , Elmar Ahle , Dirk Söffker

The goal of this article is to expand on the relationship between random matrix and multiplicative chaos theories using the integrability properties of the circular beta-ensembles. We give a comprehensive proof of the multiplicative chaos…

Probability · Mathematics 2024-07-30 Gaultier Lambert , Joseph Najnudel

We derive an effective field theory for general chaotic two-dimensional conformal field theories with a large central charge. The theory is a specific and calculable instance of a more general framework recently proposed in [1]. We discuss…

High Energy Physics - Theory · Physics 2018-10-22 Felix M. Haehl , Moshe Rozali

In this note we study chaos in generic quantum systems with a global symmetry generalizing seminal work [arXiv : 1503.01409] by Maldacena, Shenker and Stanford. We conjecture a bound on instantaneous chaos exponent in a thermodynamic…

High Energy Physics - Theory · Physics 2019-10-23 Indranil Halder

We consider the problem of disorder chaos in the spherical mean-field model. It is concerned about the behavior of the overlap between two independently sampled spin configurations from two Gibbs measures with the same external parameters.…

Probability · Mathematics 2015-06-23 Wei-Kuo Chen , Hsi-Wei Hsieh , Chii-Ruey Hwang , Yuan-Chung Sheu