Gaussian Multiplicative Cascades and Gaussian Multiplicative Chaos

Topic: 
Gaussian Multiplicative Cascades and Gaussian Multiplicative Chaos
Date & Time: 
Thursday, April 25, 2024 - 17:00 to 18:00
Speaker: 
Yichao Huang, Beijing Institute of Technology
Location: 
W923, West Hall, NYU Shanghai New Bund Campus

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Abstract:  

We give a short review on some aspects of Kahane's theory of Gaussian multiplicative chaos, focusing on the connection to its ancestor, the Gaussian multiplicative cascades model of Mandelbrot. The main focus of this talk will be a probabilistic toolbox allowing to compare estimates between these two models. Several applications to mathematical physics, e.g. to Polyakov's theory of Liouville conformal field theory, will be discussed. Several extensions and recent results will also be mentioned if time permits.

Biography:  

Yichao Huang is interested in probability theory and its connections to mathematical physics. Before joining Beijing Institute of Technology, he was postdoc in Helsinki. He received his PhD in Paris under the supervision of Rémi Rhodes and Vincent Vargas.

Seminar by the NYU-ECNU Institute of Mathematical Sciences at NYU Shanghai

This event is open to the NYU Shanghai community and Math community.