Related papers: Critical Gaussian Multiplicative Chaos revisited
We consider multiple stochastic integrals with respect to c\`adl\`ag martingales, which approximate a cylindrical Wiener process. We define a chaos expansion, analogous to the case of multiple Wiener stochastic integrals, for these…
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,…
We prove that the scaling limits of spin fluctuations in four-dimensional Ising-type models with nearest-neighbor ferromagnetic interaction at or near the critical point are Gaussian. A similar statement is proven for the $\lambda \phi^4$…
In this paper, we initiate the harmonic analysis of Gaussian multiplicative chaos (GMC) on the circle, i.e. the study of its Fourier coefficients. In particular, we show that almost surely GMC is a so-called Rajchman measure which means…
The quadratically divergent scalar mass is subtractively renormalized unlike other divergences which are multiplicatively renormalized. We re-examine some technical aspects of the subtractive renormalization, in particular, the mass…
Deep Gaussian Processes learn probabilistic data representations for supervised learning by cascading multiple Gaussian Processes. While this model family promises flexible predictive distributions, exact inference is not tractable.…
This pedagogical document explains three variational representations that are useful when comparing the efficiencies of reversible Markov chains: (i) the Dirichlet form and the associated variational representations of the spectral gaps;…
Quadratic variations of Gaussian processes play important role in both stochastic analysis and in applications such as estimation of model parameters, and for this reason the topic has been extensively studied in the literature. In this…
In recent years, a rich variety of shrinkage priors have been proposed that have great promise in addressing massive regression problems. In general, these new priors can be expressed as scale mixtures of normals, but have more complex…
In Causal Perturbation Theory the process of renormalization is precisely equivalent to the extension of time ordered distributions to coincident points. This is achieved by a modified Taylor subtraction on the corresponding test functions.…
Many enumeration problems in combinatorics, including such fundamental questions as the number of regular graphs, can be expressed as high-dimensional complex integrals. Motivated by the need for a systematic study of the asymptotic…
In this note, we will get the estimate of the expected distribution of critical values of Gaussian SU(2) random polynomials as the degree large enough. The result is a direct application of the Kac-Rice formula. The critical values will…
The perturbation theory with a variational basis is constructed and analyzed.The generalized Gaussian effective potential is introduced and evaluated up to the second order for selfinteracting scalar fields in one and two spatial…
We prove that standard Gaussian random multipliers are expected to numerically stabilize both Gaussian elimination with no pivoting and block Gaussian elimination. Moreover we prove that such a multiplier (even without the customary…
We study three prominent diagnostics of chaos and scrambling in the context of two-dimensional conformal field theory: the spectral form factor, out-of-time-ordered correlators, and unitary operator entanglement. With the observation that…
We discuss the discretization of Yang-Mills theories on Dynamical Triangulations in the compact formulation, with gauge fields living on the links of the dual graph associated with the triangulation, and the numerical investigation of the…
We continue our studies of spherically symmetric self-similar solutions in the SU(2) sigma model coupled to gravity. For some values of the coupling constant we present numerical evidence for the chaotic solution and the fractal threshold…
This paper is the third in a series devoted to the development of a rigorous renormalisation group method for lattice field theories involving boson fields, fermion fields, or both. In this paper, we motivate and present a general approach…
This article investigates the relation between the distributional chaos and the existence of a scrambled triple. We show that for a continuous mapping $f$ acting on a compact metric space $(X,d)$, the possession of an infinite extremal…
As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using the Taylor expansion, is…