Related papers: Multiplicative chaos of the Brownian loop soup
The Brownian loop soup is a conformally invariant statistical ensemble of random loops in two dimensions characterized by an intensity $\lambda>0$, with central charge $c=2 \lambda$. Recent progress resulted in an analytic form for the…
We develop a numerical approach for computing the additive, multiplicative and compressive convolution operations from free probability theory. We utilize the regularity properties of free convolution to identify (pairs of) `admissible'…
The original density is 1 for $t\in (0,1)$, $b$ is an integer base ($b\geq 2$%), and $p\in (0,1)$ is a parameter. The first construction stage divides the unit interval into $b$ subintervals and multiplies the density in each subinterval by…
We construct an infinite volume spatial random permutation $(\mathsf X,\sigma)$, where $\mathsf X\subset\mathbb R^d$ is locally finite and $\sigma:\mathsf X\to \mathsf X$ is a permutation, associated to the formal Hamiltonian $$ H(\mathsf…
In this paper, we analyze a semi-discrete finite volume scheme for the three-dimensional barotropic compressible Euler equations driven by a multiplicative Brownian noise. We derive necessary a priori estimates for numerical approximations,…
We present an analysis of chaos and regularity in the open Dicke model, when dissipation is due to cavity losses. Due to the infinite Liouville space of this model, we also introduce a criterion to numerically find a complex spectrum which…
The random trigonometric series $\sum_{n=1}^\infty \rho_n \cos (nt +\omega_n)$ on the circle $\mathbb{T}$ are studied under the conditions $\sum |\rho_n|^2=\infty$ and $\rho_n\to 0$, where $\{\omega_n\}$ are iid and uniformly distributed on…
We establish the first connection between $2d$ Liouville quantum gravity and natural dynamics of random matrices. In particular, we show that if $(U_t)$ is a Brownian motion on the unitary group at equilibrium, then the measures $$…
The loop clusters of a Poissonian ensemble of Markov loops on a finite or countable graph have been studied in \cite{Markovian-loop-clusters-on-graphs}. In the present article, we study the loop clusters associated with a rotation invariant…
These notes describe several loop soup models and their {\it universal behaviour} in dimensions greater or equal to 3. These loop models represent certain classical or quantum statistical mechanical systems. These systems undergo phase…
We prove a simple identity relating the length spectrum of a Riemann surface to that of the same surface with an arbitrary number of additional cusps. Our proof uses the Brownian loop measure introduced by Lawler and Werner. In particular,…
This work proposes algorithms for computing additive and multiplicative free convolutions of two given measures. We consider measures with compact support whose free convolution results in a measure with a density function that exhibits a…
Brownian motion is a central scientific paradigm. Recently, due to increasing efforts and interests towards miniaturization and small-scale physics or biology, the effects of confinement on such a motion have become a key topic of…
Particle approximations for certain nonlinear and nonlocal reaction-diffusion equations are studied using a system of Brownian motions with killing. The system is described by a collection of i.i.d. Brownian particles where each particle is…
We solve the classical conformal welding problem for a composition of two random homeomorphisms generated by independent Gaussian multiplicative chaos measures with small parameter values. In other words, given two such measures on the…
We study the instabilities of a harmonic oscillator subject to additive and dichotomous multiplicative noise, focussing on the dependance of the instability threshold on the mass. For multiplicative noise in the damping, the instability…
We show that the imaginary multiplicative chaos $\exp(i\beta \Gamma)$ determines the gradient of the underlying field $\Gamma$ for all log-correlated Gaussian fields with covariance of the form $-\log |x-y| + g(x,y)$ with mild regularity…
We extend the functional Breuer-Major theorem by Nourdin and Nualart (2020) to the space of rough paths. The proof of tightness combines the multiplication formula for iterated Malliavin divergences, due to Furlan and Gubinelli (2019), with…
We consider the free additive convolution semigroup $\lbrace \mu^{\boxplus t}:\,t\ge 1\rbrace$ and determine the local behavior of the density of $\mu^{\boxplus t}$ at the endpoints and at any singular point of its support. We then study…
This paper establishes a functional law of large numbers and a functional central limit theorem for marked Hawkes point measures and their corresponding shot noise processes. We prove that the normalized random measure can be approximated…