An introduction to log-correlated fields and multiplicative chaos
Stochastik-Kolloquium Frankfurt
Datum: 08.05.2019
Zeit: 14:15 Uhr
Mittwoch, 8. Mai 2019, 14:15 Uhr in Raum 711 gr:
Christian Webb (Aalto/Finland)
An introduction to log-correlated fields and multiplicative chaos
Log-correlated fields are stochastic processes arising e.g. in various models of statistical mechanics, probabilistic combinatorics, and probabilistic number theory. They are characterized by having a logarithmic singularity in their covariance. Multiplicative chaos measures are random fractal measures built from these log-correlated fields. I will briefly discuss the precise definition of these objects, how multiplicative chaos measures can be used to study extreme values of log-correlated fields, and time permitting, how this type of results can be applied e.g. in random matrix theory.
Nummer
109
Ort
- Goethe-Universität Frankfurt, Raum 711 (groß)
- Institut für Mathematik,
Robert-Mayer-Str. 10, 60486 Frankfurt
Campus Bockenheim, Robert-Mayer-Str. 10, Raum 711 (groß), 7. Stock