相关论文: Moments of the Gaussian Chaos
We derive two-sided estimates on moments and tails of Gaussian chaoses, that is, random variables of the form $\sum a_{i_1,...,i_d}g_{i_1}... g_{i_d}$, where $g_i$ are i.i.d. ${\mathcal{N}}(0,1)$ r.v.'s. Estimates are exact up to constants…
In this article we systematically study the general properties and the single-point moments of the inverse of the Gaussian multiplicative chaos.
We continue the research of Lata{\l}a on improving estimates of $p$-th moments of sums of independent random variables. We generalize some of his results in the case when $2 \leq p \leq 4$ and present a combinatorial approach for even…
In the study of the supremum of stochastic processes, Talagrand's chaining functionals and his generic chaining method are heavily related to the distribution of stochastic processes. In the present paper, we construct Talagrand's type…
We derive two-sided estimates for random multilinear forms (random chaoses) generated by independent symmetric random variables with logarithmically concave tails. Estimates are exact up to multiplicative constants depending only on the…
The chaotic hypothesis has several implications which have generated interest in the literature because of their generality and because a few exact predictions are among them. However its application to Physics problems requires attention…
We modify Talagrand's generic chaining method to obtain upper bounds for all p-th moments of the supremum of a stochastic process. These bounds lead to an estimate for the upper tail of the supremum with optimal deviation parameters. We…
We uncover a hidden Gaussian ensemble inside each of the three circular ensembles of random matrices, which provide novel diagrammatic rules for the calculation of moments. The matrices involved are generic complex for $\beta=2$, complex…
We derive two-sided bounds for moments and tails of random quadratic forms (random chaoses of order $2$), generated by independent symmetric random variables such that $\lVert X \rVert_{2p} \leq \alpha \lVert X \rVert_p$ for any $p\geq 1$…
We analyze from the viewpoint of an abstract Markov operator recent results by Nualart and Peccati, and Nourdin and Peccati, on the fourth moment as a condition on a Wiener chaos to have a distribution close to Gaussian. In particular, we…
We propose a variational superposed Gaussian approximation (VSGA) for dynamical solutions of Langevin equations subject to applied signals, determining time-dependent parameters of superposed Gaussian distributions by the variational…
We prove a version of the multidimensional Fourth Moment Theorem for chaotic random vectors, in the general context of diffusion Markov generators. In addition to the usual componentwise convergence and unlike the infinite-dimensional…
The study of dynamics in general relativity has been hampered by a lack of coordinate independent measures of chaos. Here we present a variety of invariant measures for quantifying chaotic dynamics in relativity by exploiting the coordinate…
We present and validate simple and efficient methods to estimate the chaoticity of orbits in low dimensional dynamical systems from computations of Lagrangian descriptors (LDs) on short time scales. Two quantities are proposed for…
We derive a lower bound for moments of random chaoses of order two with coefficients in arbitrary Banach space F generated by independent symmetric random variables with logarithmically concave tails (which is probably two-sided). We also…
We derive the joint distribution of the moments $\mathrm{Tr}\, Q^{\kappa}$ ($\kappa\geq0$) of the Wigner-Smith matrix for a chaotic cavity supporting a large number of scattering channels $n$. This distribution turns out to be…
By an inductive reasoning, and based on recent results of the joint moments of proper delay times of open chaotic systems for ideal coupling to leads, we obtain a general expression for the distribution of the partial delay times for an…
A new theory for determining the mass function of cosmic structures is presented. It relies on a realistic treatment of collapse dynamics. Gravitational collapse is analyzed in the Lagrangian perturbative framework. Lagrangian perturbations…
We present a definition of chaotic Delone set, and establish the genericity of chaos in the space of $(\epsilon,\delta)$-Delone sets for $\epsilon\geq \delta$. We also present a hyperbolic analogue of the cut-and-project method that…
Through semiclassical methods the subject of quantum chaos motivates and depends on Hamiltonian chaos research. Presented here is a selection of Hamiltonian chaos topics that in this way get directly related to any of a variety of quantum…