Related papers: Gaussian Limits for Subcritical Chaos
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…
We combine Malliavin calculus with Stein's method, in order to derive explicit bounds in the Gaussian and Gamma approximations of random variables in a fixed Wiener chaos of a general Gaussian process. We also prove results concerning…
We consider the convergence of partition functions and endpoint density for the half-space directed polymer model in dimension $1+1$ in the intermediate disorder regime as considered for the full space model by Alberts, Khanin and Quastel…
We consider directed polymers in random environment in the critical dimension $d = 2$, focusing on the intermediate disorder regime when the model undergoes a phase transition. We prove that, at criticality, the diffusively rescaled random…
This review-style article presents an overview of recent progress in constructing and studying critical Gaussian multiplicative chaos. A proof that the critical measure in any dimension can be obtained as a limit of subcritical measures is…
We prove a distributional limit theorem conjectured in [Journal of Statistical Physics 174, No. 6, 1372-1403 (2019)] for partition functions defining models of directed polymers on diamond hierarchical graphs with disorder variables placed…
We present several new phenomena about almost sure convergence on homogeneous chaoses that include Gaussian Wiener chaos and homogeneous sums in independent random variables. Concretely, we establish the fact that almost sure convergence on…
We establish the convergence of the densities of a sequence of nonlinear functionals of an underlying Gaussian process to the density of a Gamma distribution. The key idea of our work is a new density formula for random variables in the…
We study a directed polymer model in a random environment on infinite binary trees. The model is characterized by a phase transition depending on the inverse temperature. We concentrate on the asymptotics of the partition function in the…
We compute explicit bounds in the normal and chi-square approximations of multilinear homogenous sums (of arbitrary order) of general centered independent random variables with unit variance. In particular, we show that chaotic random…
In this short note, we prove a central limit theorem for a type of replica overlap of the Brownian directed polymer in a Gaussian random environment, in the low temperature regime and in all dimensions. The proof relies on a…
We prove that a normalized sequence of multiple Wigner integrals (in a fixed order of free Wigner chaos) converges in law to the standard semicircular distribution if and only if the corresponding sequence of fourth moments converges to 2,…
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…
The aim of this review-style paper is to provide a concise, self-contained and unified presentation of the construction and main properties of Gaussian multiplicative chaos (GMC) measures for log-correlated fields in 2D in the subcritical…
In the present paper, we show that (under some minor technical assumption) Complex Gaussian Multiplicative Chaos defined as the complex exponential of a $\log$-correlated Gaussian field can be obtained by taking the limit of the exponential…
Cohen, Guyon, Perrin and Pontier have given assumptions under which the second-order quadratic variations of a Gaussian process converge almost surely to a deterministic limit. In this paper we present two new convergence results about…
We study the total mass of high points in a random model for the Riemann-Zeta function. We consider the same model as in [8], [2], and build on the convergence to 'Gaussian' multiplicative chaos proved in [14]. We show that the total mass…
In this note we prove that suitable positive powers of the absolute value of the characteristic polynomial of a Haar distributed random unitary matrix converge in law, as the size of the matrix tends to infinity, to a Gaussian…
We consider here a recently proposed geometrical criterion for local instability based on the geodesic deviation equation. Although such a criterion can be useful in some cases, we show here that, in general, it is neither necessary nor…
We consider the stable directed polymer in Poisson random environment in dimension 1+1, under the intermediate disorder regime. We show that, under a diffusive scaling involving different parameters of the system, the normalized…