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Gaussian Multiplicative Chaos is a way to produce a measure on $\R^d$ (or subdomain of $\R^d$) of the form $e^{\gamma X(x)} dx$, where $X$ is a log-correlated Gaussian field and $\gamma \in [0,\sqrt{2d})$ is a fixed constant. A…

概率论 · 数学 2013-09-26 Bertrand Duplantier , Rémi Rhodes , Scott Sheffield , Vincent Vargas

We show that, for general convolution approximations to a large class of log-correlated fields, including the 2d Gaussian free field, the critical chaos measures with derivative normalisation converge to a limiting measure {\mu}'. This…

概率论 · 数学 2022-11-24 Ellen Powell

Let $\alpha$ be a Steinhaus random multiplicative function. For a wide class of multiplicative functions $f$ we construct a multiplicative chaos measure arising from the Dirichlet series of $\alpha f$, in the whole $L^1$-regime. Our method…

数论 · 数学 2025-09-16 Ofir Gorodetsky , Mo Dick Wong

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…

概率论 · 数学 2020-12-01 Hubert Lacoin

This is the second part of a series of papers where we consider questions related to the tail profile of the bulk/boundary quotients of Gaussian multiplicative chaos measures appearing in boundary Liouville conformal field theory. In this…

概率论 · 数学 2025-09-23 Yichao Huang , Youtao Liu

We consider $N\times N$ matrices $X$ with independent, identically distributed entries, and prove that the sequence of measures $\frac{ | \det (X-z)|^\gamma}{\mathbb{E}[ | \det (X-z)|^\gamma]}$ converge to the Gaussian Multiplicative Chaos…

概率论 · 数学 2026-05-29 Giorgio Cipolloni , Benjamin Landon

Let $M_{\gamma}$ be a subcritical Gaussian multiplicative chaos measure associated with a general log-correlated Gaussian field defined on a bounded domain $D \subset \mathbb{R}^d$, $d \geq 1$. We find an explicit formula for its…

概率论 · 数学 2023-01-06 Federico Bertacco

We present a simple criterion, only based on second moment assumptions, for the convergence of polynomial or Wiener chaos to a Gaussian limit. We exploit this criterion to obtain new Gaussian asymptotics for the partition functions of…

概率论 · 数学 2022-10-07 Francesco Caravenna , Francesca Cottini

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…

概率论 · 数学 2024-03-01 Christophe Garban , Vincent Vargas

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 $\gamma\to 2^{-}$,…

概率论 · 数学 2020-04-14 Juhan Aru , Ellen Powell , Avelio Sepúlveda

We present new, short and self-contained proofs of the convergence (with an adequate renormalization) of four different sequences to the critical Gaussian Multiplicative Chaos:(a) the derivative martingale (b) the critical martingale (c)…

概率论 · 数学 2022-09-15 Hubert Lacoin

We investigate measures of chaos in the measurement record of a quantum system which is being observed. Such measures are attractive because they can be directly connected to experiment. Two measures of chaos in the measurement record are…

量子物理 · 物理学 2007-05-23 M. A. Nielsen

We study the characteristic polynomials of both the Gaussian Orthogonal and Symplectic Ensembles. We show that for both ensembles, powers of the absolute value of the characteristic polynomials converge in law to Gaussian multiplicative…

概率论 · 数学 2022-10-28 Pax Kivimae

Gaussian multiplicative chaos (GMC) is a canonical random fractal measure obtained by exponentiating log-correlated Gaussian processes, first constructed in the seminal work of Kahane (1985). Since then it has served as an important…

概率论 · 数学 2025-02-25 Mriganka Basu Roy Chowdhury , Shirshendu Ganguly

This paper is concerned with the construction of atomic Gaussian multiplicative chaos and the KPZ formula in Liouville quantum gravity. On the first hand, we construct purely atomic random measures corresponding to values of the parameter…

概率论 · 数学 2015-06-04 Julien Barral , Xiong Jin , Rémi Rhodes , Vincent Vargas

The method of restricted path integrals allows one to effectively consider continuous (prolonged in time) measurements of quantum systems. Monitoring of the system coordinates is such a continuous measurement that allows one to describe a…

chao-dyn · 物理学 2008-02-03 Michael Mensky

We investigate different geometries and invariant measures on the space of mixed Gaussian quan- tum states. We show that when the global purity of the state is held fixed, these measures coincide and it is possible, within this constraint,…

量子物理 · 物理学 2019-05-22 Philipp Sohr , Valentin Link , Kimmo Luoma , Walter T. Strunz

It is revealed that a special kind of Poisson stable point, which we call an unpredictable point, gives rise to the existence of chaos in the quasi-minimal set. The existing definitions of chaos are formulated in sets of motions. This is…

动力系统 · 数学 2016-06-22 Marat Akhmet , Mehmet Onur Fen

In this paper, we study Gaussian multiplicative chaos in the critical case. We show that the so-called derivative martingale, introduced in the context of branching Brownian motions and branching random walks, converges almost surely (in…

概率论 · 数学 2016-08-14 Bertrand Duplantier , Rémi Rhodes , Scott Sheffield , Vincent Vargas

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…

概率论 · 数学 2025-05-07 Zhaofeng Lin , Yanqi Qiu , Mingjie Tan