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Gaussian multiplicative chaos (GMC) is a canonical random fractal measure obtained by exponentiating log-correlated Gaussian processes, first constructed in the seminal work of Kahane (1985). Since then it has served as an important…

Probability · Mathematics 2025-02-25 Mriganka Basu Roy Chowdhury , Shirshendu Ganguly

Randomization of the Lagrangian chaos in fluid dynamics has been analyzed using results of direct numerical simulations, laboratory measurements, and oceanic observations. The notion of distributed chaos has been used in order to quantify…

Fluid Dynamics · Physics 2023-11-08 A. Bershadskii

In this paper we study a number of conjectures on the behavior of the value distribution of eigenfunctions. On the two dimensional torus we observe that the symmetry conjecture holds in the strongest possible sense. On the other hand we…

Classical Analysis and ODEs · Mathematics 2022-05-31 Ángel D. Martínez , Francisco Torres de Lizaur

Pairs of numerically computed trajectories of a chaotic system may coalesce because of finite arithmetic precision. We analyse an example of this phenomenon, showing that it occurs surprisingly frequently. We argue that our model belongs to…

Chaotic Dynamics · Physics 2020-08-26 Bruce N. Roth , Michael Wilkinson

We study some new universal aspects of diffusion in chaotic systems, especially such having very large Lyapunov coefficients on the chaotic (indecomposable, topologically transitive) component. We do this by discretizing the chaotic…

We discuss the statistics of tunnelling rates in the presence of chaotic classical dynamics. This applies to resonance widths in chaotic metastable wells and to tunnelling splittings in chaotic symmetric double wells. The theory is based on…

chao-dyn · Physics 2009-01-23 Stephen C. Creagh , Niall D. Whelan

We equip the polytope of $n\times n$ Markov matrices with the normalized trace of the Lebesgue measure of $\mathbb{R}^{n^2}$. This probability space provides random Markov matrices, with i.i.d. rows following the Dirichlet distribution of…

Probability · Mathematics 2010-06-16 Djalil Chafai

In this survey we summarize properties of pseudorandomness and non-randomness of some number-theoretic sequences and present results on their behaviour under the following measures of pseudorandomness: balance, linear complexity,…

Number Theory · Mathematics 2023-05-22 Arne Winterhof

We prove that multiplicative chaos measures can be constructed from extreme level sets or thick points of the underlying logarithmically correlated field. We develop a method which covers the whole subcritical phase and only requires…

Probability · Mathematics 2023-03-22 Janne Junnila , Gaultier Lambert , Christian Webb

Transition from quasiperiodicity with many frequencies (i.e., a high-dimensional torus) to chaos is studied by using $N$-dimensional globally coupled circle maps. First, the existence of $N$-dimensional tori with $N\geq 2$ is confirmed…

Chaotic Dynamics · Physics 2020-04-22 Jumpei F. Yamagishi , Kunihiko Kaneko

We introduce a unified approach for studying the polynomial Fourier decay of classical multiplicative chaos measures. As consequences, we obtain the precise Fourier dimensions for multiplicative chaos measures arising from the following key…

Probability · Mathematics 2025-06-18 Zhaofeng Lin , Yanqi Qiu , Mingjie Tan

We investigate the distribution of roots of polynomials of high degree with random coefficients which, among others, appear naturally in the context of "quantum chaotic dynamics". It is shown that under quite general conditions their roots…

chao-dyn · Physics 2009-10-28 E. Bogomolny , O. Bohigas , P. Leboeuf

We consider Gaussian multiplicative chaos measures defined in a general setting of metric measure spaces. Uniqueness results are obtained, verifying that different sequences of approximating Gaussian fields lead to the same chaos measure.…

Probability · Mathematics 2015-09-29 Janne Junnila , Eero Saksman

In this paper we propose a model of random compositions of cylinder maps, which in the simplified form is as follows: let $(\theta,r)\in \mathbb T\times \mathbb R=\mathbb A$ and \[ f_{\pm 1}:…

Dynamical Systems · Mathematics 2017-05-29 Oriol Castejón , Marcel Guardia , Vadim Kaloshin

This paper studies distributional chaos in non-autonomous discrete systems generated by given sequences of maps in metric spaces. In the case that the metric space is compact, it is shown that a system is Li-Yorke{\delta}-chaotic if and…

Dynamical Systems · Mathematics 2018-03-14 Hua Shao , Yuming Shi , Hao Zhu

Using the superstatistics method, we propose an extension of the random matrix theory to cover systems with mixed regular-chaotic dynamics. Unlike most of the other works in this direction, the ensembles of the proposed approach are basis…

Statistical Mechanics · Physics 2007-05-23 A. Y. Abul-Magd

Consider an nxn random matrix X with i.i.d. nonnegative entries with bounded density, mean m, and finite positive variance sigma^2. Let M be the nxn random Markov matrix with i.i.d. rows obtained from X by dividing each row of X by its sum.…

Probability · Mathematics 2012-03-27 Charles Bordenave , Pietro Caputo , Djalil Chafai

In this article, we consider the following family of random trigonometric polynomials $p_n(t,Y)=\sum_{k=1}^n Y_{k,1} \cos(kt)+Y_{k,2}\sin(kt)$ for a given sequence of i.i.d. random variables $\{Y_{k,1},Y_{k,2}\}_{k\ge 1}$ which are centered…

Probability · Mathematics 2017-11-10 Vlad Bally , Lucia Caramellino , Guillaume Poly

We study sums of a random multiplicative function; this is an example, of number-theoretic interest, of sums of products of independent random variables (chaoses). Using martingale methods, we establish a normal approximation for the sum…

Number Theory · Mathematics 2010-12-02 Adam J. Harper

Abstract. The purpose of this paper is twofold. We introduce the theory of random tensors, which naturally extends the method of random averaging operators in our earlier work arXiv:1910.08492, to study the propagation of randomness under…

Analysis of PDEs · Mathematics 2020-06-17 Yu Deng , Andrea R. Nahmod , Haitian Yue