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A unified approach is proposed to describe the statistics of the short time dynamics of multiscale complex systems. The probability density function of the relevant time series (signal) is represented as a statistical superposition of a…

Statistical Mechanics · Physics 2019-05-06 A. M. S. Macedo , I. R. R. Gonzales , D. S. P. Salazar , G. L. Vasconcelos

We study the fluctuation properties of the asymmetric simple exclusion process (ASEP) on an infinite one-dimensional lattice. When $N$ particles are initially situated in the negative region with a uniform density $\rho_-=1$, Johansson…

Statistical Mechanics · Physics 2009-11-10 Taro Nagao , Tomohiro Sasamoto

These lectures aim to provide a basic introduction to dispersive methods and their modern applications to the phenomenology of the Standard Model at low energy. This approach exploits analyticity properties of Green functions and scattering…

High Energy Physics - Phenomenology · Physics 2025-09-30 Gilberto Colangelo

We use kinetic Monte Carlo simulations to investigate current fluctuations in boundary driven generalized exclusion processes, in different dimensions. Simulation results are in full agreement with predictions based on the additivity…

Statistical Mechanics · Physics 2015-06-01 T. Becker , K. Nelissen , B. Cleuren

We study the asymmetric exclusion process with open boundaries and derive the exact form of the joint probability function for the occupation number and the current through the system. We further consider the thermodynamic limit, showing…

Statistical Mechanics · Physics 2009-11-10 Martin Depken , Robin Stinchcombe

For any family of $N\times N$ random matrices $(\mathbf{A}_k)_{k\in K}$ which is invariant, in law, under unitary conjugation, we give general sufficient conditions for central limit theorems for random variables of the type…

Probability · Mathematics 2017-03-01 Florent Benaych-Georges , Guillaume Cébron , Jean Rochet

In this paper, we study Jarzynski's equality and fluctuation theorems for diffusion processes. While some of the results considered in the current work are known in the (mainly physics) literature, we review and generalize these…

Mathematical Physics · Physics 2019-04-09 Carsten Hartmann , Christof Schuette , Wei Zhang

Three models from statistical physics can be analyzed by employing space-time determinantal processes: (1) crystal facets, in particular the statistical properties of the facet edge, and equivalently tilings of the plane, (2)…

Statistical Mechanics · Physics 2009-11-11 Herbert Spohn

We have studied front dynamics for the discrete $A+A \leftrightarrow A$ reaction-diffusion system, which in the continuum is described by the (stochastic) Fisher-Kolmogorov-Petrovsky-Piscunov equation. We have revisited this discrete model…

Statistical Mechanics · Physics 2023-11-30 B. G. Barreales , J. J. Melendez , R. Cuerno , J. J. Ruiz-Lorenzo

Consider random matrices $A$, of dimension $m\times (m+n)$, drawn from an ensemble with probability density $f(\rmtr AA^\dagger)$, with $f(x)$ a given appropriate function. Break $A = (B,X)$ into an $m\times m$ block $B$ and the…

Probability · Mathematics 2007-06-13 Joshua Feinberg

We prove that the fluctuations of mesocopic linear statistics for orthogonal polynomial ensembles are universal in the sense that two measures with asymptotic recurrence coefficients have the same asymptotic mesoscopic fluctuations (under…

Probability · Mathematics 2016-01-27 J. Breuer , M. Duits

We consider the totally asymmetric simple exclusion process, a model in the KPZ universality class. We focus on the fluctuations of particle positions starting with certain deterministic initial conditions. For large time t, one has regions…

Mathematical Physics · Physics 2008-11-01 Alexei Borodin , Patrik L. Ferrari , Tomohiro Sasamoto

In this work, we investigate an off-lattice version of the diffusion-reaction model, $A + A \leftrightarrow A$. We consider extensive numerical simulation of the radial system obtained from a single seed. Observed fluctuations in such an…

Statistical Mechanics · Physics 2023-12-29 Sofia M. Silveira , Sidiney G. Alves

Integrable probability has emerged as an active area of research at the interface of probability/mathematical physics/statistical mechanics on the one hand, and representation theory/integrable systems on the other. Informally, integrable…

Mathematical Physics · Physics 2014-03-28 Ivan Corwin

Universality is a well-established central concept of equilibrium physics. However, in systems far away from equilibrium a deeper understanding of its underlying principles is still lacking. Up to now, a few classes have been identified.…

Statistical Mechanics · Physics 2015-10-19 Vladislav Popkov , Andreas Schadschneider , Johannes Schmidt , Gunter M. Schütz

We investigate traces of powers of random matrices whose distributions are invariant under rotations (with respect to the Hilbert--Schmidt inner product) within a real-linear subspace of the space of $n\times n$ matrices. The matrices we…

Probability · Mathematics 2023-11-30 Elizabeth S. Meckes , Mark W. Meckes

The effects of a randomly moving environment on a randomly growing interface are studied by the field theoretic renormalization group analysis. The kinetic growth of an interface (kinetic roughening) is described by the Kardar-Parisi-Zhang…

Statistical Mechanics · Physics 2020-01-28 N. V. Antonov , P. I. Kakin , N. M. Lebedev

We study two-component growth that mixes random deposition (RD) with a correlated growth process that occurs with probability p. We find that these composite systems are in the universality class of the correlated growth process. For RD…

Materials Science · Physics 2007-05-23 A. Kolakowska , M. A. Novotny , P. S. Verma

We employ the macroscopic fluctuation theory to study fluctuations of integrated current in one-dimensional lattice gases with a step-like initial density profile. We analytically determine the variance of the current fluctuations for a…

Statistical Mechanics · Physics 2015-06-05 P. L. Krapivsky , Baruch Meerson

Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…

Chaotic Dynamics · Physics 2009-10-31 Yan V. Fyodorov , H. -J. Sommmers
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