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Title: Universality and phase transitions in low moments of secular coefficients of critical holomorphic multiplicative chaos
Abstract We investigate the low moments$$\mathbb {E}[|A_N|^{2q}],\, 0 E [ | A N | 2 q ] , 0 < q 1 of secular coefficients$$A_N$$ A N of the critical non-Gaussian holomorphic multiplicative chaos, i.e. coefficients of$$z^N$$ z N in the power series expansion of$$\exp (\sum _{k=1}^\infty X_kz^k/\sqrt{k})$$ exp ( k = 1 X k z k / k ) , where$$\{X_k\}_{k\geqslant 1}$$ { X k } k 1 are i.i.d. rotationally invariant unit variance complex random variables. Inspired by Harper’s remarkable result on random multiplicative functions, Soundararajan and Zaman recently showed that if each$$X_k$$ X k is standard complex Gaussian,$$A_N$$ A N features better-than-square-root cancellation:$$\mathbb {E}[|A_N|^2]=1$$ E [ | A N | 2 ] = 1 and$$\mathbb {E}[|A_N|^{2q}]\asymp (\log N)^{-q/2}$$ E [ | A N | 2 q ] ( log N ) - q / 2 for fixed$$q\in (0,1)$$ q ( 0 , 1 ) as$$N\rightarrow \infty $$ N . We show that this asymptotics holds universally if$$\mathbb {E}[e^{\gamma |X_k|}]<\infty $$ E [ e γ | X k | ] < for some$$\gamma >2q$$ γ > 2 q . As a consequence, we establish the universality for the tightness of the normalized secular coefficients$$A_N(\log (1+N))^{1/4}$$ A N ( log ( 1 + N ) ) 1 / 4 , generalizing a result of Najnudel, Paquette, and Simm. Another corollary is the almost sure regularity of some critical non-Gaussian holomorphic chaos in appropriate Sobolev spaces. Moreover, we characterize the asymptotics of$$\mathbb {E}[|A_N|^{2q}]$$ E [ | A N | 2 q ] for$$|X_k|$$ | X k | following a stretched exponential distribution with an arbitrary scale parameter, which exhibits a completely different behavior and underlying mechanism from the Gaussian universality regime. As a result, we unveil a double-layer phase transition around the critical case of exponential tails. Our proofs combine Harper’s robust approach with a careful analysis of the (possibly random) leading terms in the monomial decomposition of$$A_N$$ A N more » « less
Award ID(s):
2154029
PAR ID:
10650666
Author(s) / Creator(s):
;
Publisher / Repository:
Springer Nature
Date Published:
Journal Name:
Probability Theory and Related Fields
ISSN:
0178-8051
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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