I will introduce and discuss a canonical notion of Brownian motion in the random geometry of Liouville quantum gravity, called Liouville Brownian motion. I will explain the construction and discuss some of its basic properties, for instance related to its heat kernel and to the time spent in the thick points of the Gaussian Free Field. Time permitting I will also discuss a derivation of the KPZ formula based on the Liouville heat kernel (joint work with C. Garban. R. Rhodes and V. Vargas).
Recently, Markov-chain Monte Carlo methods based on non-reversible piecewise deterministic Markov processes (PDMP) are under growing attention, thanks to the increase in performance they usually bring. Beyond their numerical efficacy, the non-reversible and piecewise deterministic characteristics of these processes prompt interesting questions, regarding for instance ergodicity proof and convergence bounds. During this talk, I will particularly focus on the obtained results and open problems left while considering PDMP evolution of particle systems, both in an equilibrium and out-of-equilibrium setting. Hardcore particle systems have embodied a testbed of choice since the first implementations of Markov chain Monte Carlo in the 50’s. Even today, the entropic barriers they exhibit are still resisting to the state-of-the-art MCMC sampling methods. During this talk, I will review the recent developments regarding sampling such systems and discuss the dynamical bottlenecks that are yet to be solved.
The random distribution Holomorphic multiplicative chaos (HMC) with Gaussian inputs is recently introduced independently by Najnudel, Paquette, and Simm as a limiting object on the unit complex circle of characteristic polynomial of circular beta ensembles, and by Soundararajan and Zaman as an analogue of random multiplicative functions. In this talk, we will explore this rich connection between HMC and random matrix theory, number theory, and Gaussian multiplicative chaos. We will also discuss the regularity of this distribution, alongside the fractional moments and tightness of its Fourier coefficients (also referred to as secular coefficients). Furthermore, we introduce non-Gaussian HMC, and discuss the Gaussian universality and two phase transitions phenomenon in the fractional moments of its secular coefficients. A transition from global to local effect is observed, alongside an analysis of the critical local-global case. As a result, we unveil the regularity of some non-Gaussian HMC and tightness of their secular coefficients. Based on joint work with Zhenyuan Zhang.