Christian Webb

Exact Asymptotics of the Freezing Transition of a Logarithmically Correlated Random Energy Model

We consider a logarithmically correlated random energy model, namely a model for directed polymers on a Cayley tree, which was introduced by Derrida and Spohn. We prove asymptotic properties of a generating function of the partition function of the model by studying a discrete time analogy of the KPP-equation—thus translating Bramson’s work on the KPP-equation into a discrete time case. We also discuss connections to extreme value statistics of a branching random walk and a rescaled multiplicative cascade measure beyond the critical point.

Basic properties of critical lognormal multiplicative chaos

We study one-dimensional exact scaling lognormal multiplicative chaos measures at criticality. Our main results are the determination of the exact asymptotics of the right tail of the distribution of the total mass of the measure, and an almost sure upper bound for the modulus of continuity of the cumulative distribution function of the measure. We also find an almost sure lower bound for the increments of the measure almost everywhere with respect to the measure itself, strong enough to show that the measure is supported on a set of Hausdorff dimension 0.

Random Hermitian Matrices and Gaussian Multiplicative Chaos

We prove that when suitably normalized, small enough powers of the absolute value of the characteristic polynomial of random Hermitian matrices, drawn from one-cut regular unitary invariant ensembles, converge in law to Gaussian multiplicative chaos measures. We prove this in the so-called

Linear statistics of the circular β-ensemble, stein’s method, and circular Dyson Brownian motion

L^2

The characteristic polynomial of a random unitary matrix and Gaussian multiplicative chaos - The L-2-phase

L2-phase of multiplicative chaos. Our main tools are asymptotics of Hankel determinants with Fisher–Hartwig singularities. Using Riemann–Hilbert methods, we prove a rather general Fisher–Hartwig formula for one-cut regular unitary invariant ensembles.

The Riemann zeta function and Gaussian multiplicative chaos: statistics on the critical line

This paper aims to develop a rigorous asymptotic analysis of an approximate renormalization group recursion for inverse participation ratios

On the moments of the characteristic polynomial of a Ginibre random matrix

P_q

Multiplicative chaos measures for a random model of the Riemann zeta function

of critical powerlaw random band matrices. The recursion goes back to the work by Mirlin and Evers [37] and earlier works by Levitov [32, 33] and is aimed to describe the ensuing multifractality of the eigenvectors of such matrices. We point out both similarities and dissimilarities of LME recursion to those appearing in the theory of multiplicative cascades and branching random walks and show that the methods developed in those fields can be adapted to the present case. In particular the LME recursion is shown to exhibit a phase transition, which we expect is a freezing transition, where the role of temperature is played by the exponent