Related papers: Gaussian Limits for Subcritical Chaos
In this article, we study complex Gaussian multiplicative chaos. More precisely, we study the renormalization theory and the limit of the exponential of a complex log-correlated Gaussian field in all dimensions (including Gaussian Free…
In this paper, we establish the exact Fourier dimensions of all standard sub-critical Gaussian multiplicative chaos on the unit interval, thereby confirming the Garban-Vargas conjecture. The proof relies on a significant improvement of the…
Motivated by second order asymptotic results, we characterize the convergence in law of double integrals, with respect to Poisson random measures, toward a standard Gaussian distribution. Our conditions are expressed in terms of…
Using standard definitions of chaos (as positive Kolmogorov-Sinai entropy) and diffusion (that multiple time distribution functions are Gaussian), we show numerically that both chaotic and nonchaotic systems exhibit diffusion, and hence…
Polynomial Chaos Expansions represent a powerful tool to simulate stochastic models of dynamical systems. Yet, deriving the expansion's coefficients for complex systems might require a significant and non-trivial manipulation of the model,…
By using chaos expansion into multiple stochastic integrals, we make a wavelet analysis of two self-similar stochastic processes: the fractional Brownian motion and the Rosenblatt process. We study the asymptotic behavior of the statistic…
We study rates of convergence in central limit theorems for the partial sum of squares of general Gaussian sequences, using tools from analysis on Wiener space. No assumption of stationarity, asymptotically or otherwise, is made. The main…
The probabilistic satisfiability of a logical expression is a fundamental concept known as the partition function in statistical physics and field theory, an evaluation of a related graph's Tutte polynomial in mathematics, and the…
We give algorithms for approximating the partition function of the ferromagnetic $q$-color Potts model on graphs of maximum degree $d$. Our primary contribution is a fully polynomial-time approximation scheme for $d$-regular graphs with an…
We show that Gutzwiller's characterization of chaotic Hamiltonian systems in terms of the curvature associated with a Riemannian metric tensor in the structure of the Hamiltonian can be extended to a wide class of potential models of…
We consider a log-gas on a discretization of the unit circle. We prove that if the gas is not too dense, or the number of particles in the gas is not too large compared to the scale of the discretization, the absolute value of the…
We derive a systematic, multiple time-scale perturbation expansion for the work distribution in isothermal quasi-static Langevin processes. To first order we find a Gaussian distribution reproducing the result of Speck and Seifert [Phys.…
In this paper we provide a new explicit bound on the total variation distance between a standardized partial sum of random variables belonging to a finite sum of Wiener chaoses and a standard normal random variable. We apply our result to…
The purpose of this article is threefold. First, we introduce a new type of boundary condition for the multiplicative-noise stochastic heat equation on the half space. This is essentially a Dirichlet boundary condition but with a nontrivial…
We apply the approximate dynamics derived from the Gaussian time-dependent variational principle to the Hamiltonian $ \hat H= {1/2}(\hat p_x ^2+ \hat p_y ^2)+ {1/2}\hat x^2\hat y^2$, which is strongly chaotic in the classical limit. We are…
A direct comparison of quantum and classical dynamical systems can be accomplished through the use of distribution functions. This is useful for both fundamental investigations such as the nature of the quantum-classical transition as well…
In this paper, we work in the framework of Hilbert-valued Wiener structures and derive a functional version of the second-order Gaussian Poincar\'e inequality that leads to abstract bounds for Gaussian process approximation in $d_2$…
A distribution over instances of a sampling problem is said to exhibit transport disorder chaos if perturbing the instance by a small amount of random noise dramatically changes the stationary distribution (in Wasserstein distance). Seeking…
We study the relationship between chaotic behavior and the Central Limit Theorem (CLT) in the Kuramoto model. We calculate sums of angles at equidistant times along deterministic trajectories of single oscillators and we show that, when…
We study how the Gaussian multiplicative chaos (GMC) measures $\mu^\gamma$ corresponding to the 2D Gaussian free field change when $\gamma$ approaches the critical parameter $2$. In particular, we show that as $\gamma\to 2^{-}$,…