42 citations · 123 across the 6 of their papers we have counts for
5 papers · 1 filter
Multiplicative chaos and the characteristic polynomial of the CUE: the -phase
Miika Nikula, Eero Saksman, Christian Webb
In this note we prove that suitable positive powers of the absolute value of the characteristic polynomial of a Haar distributed random unitary matrix converge in law, as the size…
The two-dimensional Coulomb plasma: quasi-free approximation and central limit theorem
Roland Bauerschmidt, Paul Bourgade, Miika Nikula +1
For the two-dimensional one-component Coulomb plasma, we derive an asymptotic expansion of the free energy up to order , the number of particles of the gas, with an effective er…
Small deviations in lognormal Mandelbrot cascades
Miika Nikula
We study small deviations in Mandelbrot cascades and some related models. Denoting by the total mass variable of a Mandelbrot cascade generated by , we show that if $\log \l…
Basic properties of critical lognormal multiplicative chaos
Julien Barral, Antti Kupiainen, Miika Nikula +2
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…
Critical Mandelbrot Cascades
Julien Barral, Antti Kupiainen, Miika Nikula +2
We study Mandelbrot's multiplicative cascade measures at the critical temperature. As has been recently shown by Barral, Rhodes and Vargas (arXiv:1203.5445), an appropriately norma…