相关论文: Critical Gaussian Multiplicative Chaos revisited

Let $(\xi_i,\mathcal{F}_i)_{i\geq1}$ be a sequence of martingale differences. Set $S_n=\sum_{i=1}^n\xi_i $ and $[ S]_n=\sum_{i=1}^n \xi_i^2.$ We prove a Cram\'er type moderate deviation expansion for $\mathbf{P}(S_n/\sqrt{[ S]_n} \geq x)$…

The present note is an essential addition to the author's arxiv paper arXiv:2001.01070, concerning general multiplicative systems of random variables. Using some lemmas and the methodology of \cite{Kar4}, we obtain a general extreme…

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…

In the present article we introduce three new notions which are called Gaussian Mersenne Lucas numbers, Mersenne Lucas polynomials and Gaussian Mersenne Lucas polynomials. We present and prove our exciting properties and results of them…

New proofs are given of the existence of the compensator (or dual predictable projection) of a locally integrable c\'adl\'ag adapted process of finite variation and of the existence of the quadratic variation process for a c\'adl\'ag local…

We provide sufficient conditions which ensure that the intrinsic martingale in the supercritical branching random walk converges exponentially fast to its limit. The case of Galton-Watson processes is particularly included so that our…

The striking fractal geometry of strange attractors underscores the generative nature of chaos: like probability distributions, chaotic systems can be repeatedly measured to produce arbitrarily-detailed information about the underlying…

We extend to quenched disordered systems the variational scheme for real space renormalization group calculations that we recently introduced for homogeneous spin Hamiltonians. When disorder is present our approach gives access to the flow…

Maximally supersymmetric gauge theories have experienced renewed interest due to the AdS/CFT correspondence and its conjectured S-duality. These gauge theories possess a large amount of symmetry and have quasi-integrable properties. We…

We propose a new weak convergence theorem for martingales, under gentler conditions than the usual convergence in probability of the sequence of associated quadratic variations. Its proof requires the combined use of Skorohod's…

For theories with multiple couplings we construct simple expressions for the four-dimensional (or, in general, integer-dimensional) renormalization constants assuming that all divergences are logarithmical. These expressions allow relating…

Filtering problems with general exponential quadratic criteria are investigated for Gauss-Markov processes. In this setting, the Linear Exponential Gaussian and Risk-Sensitive filtering problems are solved and it is shown that they may have…

We present higher-derivative gravities that propagate an arbitrary number of gravitons of different mass on (A)dS backgrounds. These theories have multiple critical points, at which the masses degenerate and the graviton energies are…

Discrete multiplicative turbulent cascades are described using a formalism involving infinitely divisible random measures. This permits to consider the continuous limit of a cascade developed on a continuum of scales, and to provide the…

We establish a central limit theorem for (a sequence of) multivariate martingales which dimension potentially grows with the length $n$ of the martingale. A consequence of the results are Gaussian couplings and a multiplier bootstrap for…

A positive correlation inequality is established for circular-invariant plurisubharmonic functions, with respect to complex Gaussian measures. The main ingredients of the proofs are the Ornstein-Uhlenbeck semigroup, and another natural…

We review recent results on the metastable behavior of continuous-time Markov chains derived through the characterization of Markov chains as unique solutions of martingale problems.

The Collective Graphical Model (CGM) models a population of independent and identically distributed individuals when only collective statistics (i.e., counts of individuals) are observed. Exact inference in CGMs is intractable, and previous…

In this paper we continue the study of the truncated conformal space approach to perturbed boundary conformal field theories. This approach to perturbation theory suffers from a renormalisation of the coupling constant and a multiplicative…

Gaussian random vectors exhibit the loss of dimension phenomena, which relate to their joint survival tail behaviour. Besides, the fact that the components of such vectors are light-tailed complicates the approximations of various…