An arithmetic model for the total disorder process (Q2480822)

Consider \(L_\lambda(N, u)= \log\zeta({1\over 2}+ iue^{N^\lambda})/\sqrt{\log N}\), where \(\zeta\) is the Riemann zeta function. Selberg's central limit theorem states that \(\int^2_1\mathbf{1}(L_\lambda(N, u)\in \Gamma)\,du\) converges to \(P\,(G_\lambda\in \Gamma)\) for regular subsets \(\Gamma\) of the complex plane, where \(G_\lambda\) is a complex-valued Gaussian random variable with mean \(0\) and variance \(\lambda/2\). It is proved a multidimensional version of Selberg's theorem stating that \[ \int^2_1\mathbf{1}(L_{\lambda_1}(N, u)\in\Gamma_1,\dots, L_{\lambda_k}(N, u)\in \Gamma_k)\,du \] converges to \(\prod_Jj P\,(G_{\lambda_j}\in \Gamma_j)\) for regular \(\Gamma_j\)'s and \(\lambda_1>\cdots> \lambda_k> 0\). The limit is a finite-dimensional distribution of totally disordered complex-valued Gaussian process (\(G_\lambda\), \(\lambda> 0\)) whose all coordinates are mutually independent. It is also shown that one can produce a disordered family of Brownian motions from a one-dimensional Brownian motion by exponential scalling similar to that in the definition of \(L_\lambda\) and by passing to the limit.