Understanding the size of the partial sums of the Möbius function is one of the most fundamental problems in analytic number theory. This motivated the 1944 paper of Wintner, where he introduced the concept of a random multiplicative function: a probabilistic model for the Möbius function. In recent years, it has been uncovered that there is an intimate connection between random multiplicative functions and the theory of Gaussian Multiplicative Chaos, an area of probability theory introduced by Kahane in the 1980's. We will survey selected results and discuss recent research on the distribution of partial sums of random multiplicative functions when restricted to integers with a large prime factor.
