Abstract: We try to give a gentle introduction to Gaussian multiplicative chaos (GMC). Among examples of its applications, we consider some  connections to analytic number theory.

Bio-Sketch: Eero Saksman is professor at the University of Helsinki, a world leading expert in analysis, geometry, and probability. He has published extensively in renowned journals such as Acta Math. and J. Amer. Math. Soc. He has also served as an editor for leading journals, including Acta Math.