Gaultier Lambert (University of Zuerich)
Gaussian Multiplicative Chaos and Random Matrices
In probability theory and statistical physics, log-correlated fields arise in several different contexts. We will present some important examples as well as some of the universal properties of this class of stochastic processes. In particular, we will explain the construction of Gaussian multiplicative chaos in the subcritical regime and discuss applications in random matrix theory. The talk aims at a general audience.