Related papers: Trigonometric multiplicative chaos and Application…
The problem of Turing pattern formation has attracted much attention in nonlinear science as well as physics, chemistry and biology. So far all Turing patterns have been observed in stationary and oscillatory media only. In this letter we…
We introduce the notion of multi-dimensional chaos that applies to processes described by erratic functions of several dynamical variables. We employ this concept in the interpretation of classical and quantum scattering off a pinball…
A non-perturbative random-matrix theory is applied to the transmission of a monochromatic scalar wave through a disordered waveguide. The probability distributions of the transmittances T_{mn} and T_n=\sum_m T_{mn} of an incident mode n are…
For $f$ a Steinhaus random multiplicative function, we prove convergence in distribution of the appropriately normalised partial sums \[ \frac{{(\log \log x)}^{1/4}}{\sqrt{x}} \sum_{\substack{n \leq x \\ P(n) > \sqrt{x}}} f(n), \] where…
Inspired by recent work of Alberts, Khanin and Quastel, we formulate general conditions ensuring that a sequence of multi-linear polynomials of independent random variables (called polynomial chaos expansions) converges to a limiting random…
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…
Fern\'andez-Dur\'an (2004) developed a family of circular distributions based on nonnegative trigonometric sums (NNTS) which is flexible for modeling datasets exhibiting multimodality and asymmetry. Many datasets involving angles in the…
In this article, we review the theory of Gaussian multiplicative chaos initially introduced by Kahane's seminal work in 1985. Though this beautiful paper faded from memory until recently, it already contains ideas and results that are…
Let $\a$ be a complex random variable with mean zero and bounded variance $\sigma^{2}$. Let $N_{n}$ be a random matrix of order $n$ with entries being i.i.d. copies of $\a$. Let $\lambda_{1}, ..., \lambda_{n}$ be the eigenvalues of…
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…
We estimate the truncated double trigonometric series $\sum_{n=0}^{N}\sum_{m=0}^{M}a_{mn} {e}^{2\pi \imath \left(m x+n y\right)}$, $a_{mn} \in\mathbb{C}$, in Lebesgue spaces with mixed norms in terms of the $p^{th}-q^{th}$ power finite…
We study one-dimensional exact scaling lognormal multiplicative chaos measures at criticality. Our main results are the determination of the exact asymptotics of the right tail of the distribution of the total mass of the measure, and an…
Polynomial chaos is a powerful technique for propagating uncertainty through ordinary and partial differential equations. Random variables are expanded in terms of orthogonal polynomials and differential equations are derived for the…
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…
The circular uniform distribution on the unit circle is closed under summation, that is, the sum of independent circular uniformly distributed random variables is also circular uniformly distributed. In this study, it is shown that a family…
The holomorphic multiplicative chaos (HMC) is a holomorphic analogue of the Gaussian multiplicative chaos. It arises naturally as the limit in large matrix size of the characteristic polynomial of Haar unitary matrices, and more generally,…
Given a truncated perturbation expansion of a physical quantity, one can, under certain circumstances, obtain lower or upper bounds (or both) to the sum of the full perturbation series by using the Borel transform and a variational…
In recent years, the investigation of chaos has become a bridge connecting gravity theory and quantum field theory, especially within the framework of gauge-gravity duality. In this work, we study holographically the chaos in the matrix…
A Steinhaus random multiplicative function $f$ is a completely multiplicative function obtained by setting its values on primes $f(p)$ to be independent random variables distributed uniformly on the unit circle. Recent work of Harper shows…
In this contribution, we discuss the construction of Polynomial Chaos surrogates for Monte Carlo radiation transport applications via non-intrusive spectral projection. This contribution focuses on improvements with respect to the approach…