Universality and Phase Transitions in Low Moments of Secular Coefficients of Critical Holomorphic Multiplicative Chaos

Abstract

We investigate the low moments $\mathbb{E}[|A_N|^{2q}], 0 2q$. As a consequence, we establish the universality for the tightness of the normalized secular coefficients $A_N(\log(1+N))^{1/4}$, 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 $\mathbb{E}[|A_N|^{2q}]$ for $|X_k|$ 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 $A_N$.