Related papers: Trigonometric multiplicative chaos and Application…
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…
In the study of the observability of the wave equation (here on $(0,T)\times \mathbb{T}^d$, where $\mathbb{T}^d$ is the d-dimensional torus), a condition naturally emerges as a sufficient observability condition. This condition, which…
We prove a global decomposition result for $\log$-correlated Gaussian fields on the $d$-dimensional torus and use this to derive new small deviations bounds for a class of Gaussian multiplicative chaos measures obtained from Gaussian fields…
In this work, we use the theory of error bounds to study metric regularity of the sum of two multifunctions, as well as some important properties of variational systems. We use an approach based on the metric regularity of epigraphical…
This paper develops a theory of propagation of chaos for a system of weakly interacting particles whose terminal configuration is fixed as opposed to the initial configuration as customary. Such systems are modeled by backward stochastic…
The goal of this work is to prove a new sure upper bound in a setting that can be thought of as a simplified function field analogue. This result is comparable to a recent result of the author concerning almost sure upper bound of random…
In this paper we characterize all distributional limits of the random quadratic form $T_n =\sum_{1\le u< v\le n} a_{u, v} X_u X_v$, where $((a_{u, v}))_{1\le u,v\le n}$ is a $\{0, 1\}$-valued symmetric matrix with zeros on the diagonal and…
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…
The notion of propagation of chaos for large systems of interacting particles originates in statistical physics and has recently become a central notion in many areas of applied mathematics. The present review describes old and new methods…
Random matrix theory (RMT) provides a successful model for quantum systems, whose classical counterpart has a chaotic dynamics. It is based on two assumptions: (1) matrix-element independence, and (2) base invariance. Last decade witnessed…
The propagation of chaos is a central concept of kinetic theory that serves to relate the equations of Boltzmann and Vlasov to the dynamics of many-particle systems. Propagation of chaos means that molecular chaos, i.e., the stochastic…
We prove that if $f(n)$ is a Steinhaus or Rademacher random multiplicative function, there almost surely exist arbitrarily large values of $x$ for which $|\sum_{n \leq x} f(n)| \geq \sqrt{x} (\log\log x)^{1/4+o(1)}$. This is the first such…
We continue the study of random matrix universality in two-dimensional conformal field theories. This is facilitated by expanding the spectral form factor in a basis of modular invariant eigenfunctions of the Laplacian on the fundamental…
We consider the generalized Thue-Morse sequences $(t_n^{(c)})_{n\ge 0}$ ($c \in [0,1)$ being a parameter) defined by $t_n^{(c)} = e^{2\pi i c s_2(n)}$, where $s_2(n)$ is the sum of digits of the binary expansion of $n$. For the polynomials…
We are interested in the behavior of particular functionals, in a framework where the only source of randomness is a sampling without replacement. More precisely the aim of this short note is to prove an exponential concentration inequality…
The probability that a zero of a random real polynomial of increasing degree is real tends to zero. However, passing from polynomials to Laurent polynomials yields a surprising result: the probability that a root is real tends not to zero,…
A rotational subset, relative to a continuous transformation $T: \mathbb{T} \to \mathbb{T}$ on the unit circle, is a closed, invariant subset of $\mathbb{T}$ that is minimal and on which $T$ respects the standard orientation of the unit…
We apply Tsallis's q-indexed entropy to formulate a non-extensive random matrix theory (RMT), which may be suitable for systems with mixed regular-chaotic dynamics. The joint distribution of the matrix elements is given by folding the…
The multiplicity distribution of particles in relativistic gases is studied in terms of Tsallis' nonextensive statistics. For an entropic index q>1 the multiplicity distribution is wider than the Poisson distribution with the same average…
We establish a new connection between moments of $n \times n$ random matrices $X_n$ and hypergeometric orthogonal polynomials. Specifically, we consider moments $\mathbb{E}\mathrm{Tr} X_n^{-s}$ as a function of the complex variable $s \in…