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We solve a physically significant extension of a classic problem in the theory of diffusion, namely the Ornstein-Uhlenbeck process [G. E. Ornstein and L. S. Uhlenbeck, Phys. Rev. 36, 823, (1930)]. Our generalised Ornstein-Uhlenbeck systems…

Statistical Mechanics · Physics 2009-11-11 V. Bezuglyy , B. Mehlig , M. Wilkinson , K. Nakamura , E. Arvedson

Order parameter fluctuations (the largest cluster size distribution) are studied within a three-dimensional bond percolation model on small lattices. Cumulant ratios measuring the fluctuations exhibit distinct features near the percolation…

Nuclear Theory · Physics 2007-05-23 Janusz Brzychczyk

We consider a perturbation of a Hilbert space-valued Ornstein--Uhlenbeck process by a class of singular nonlinear non-autonomous maximal monotone time-dependent drifts. The only further assumption on the drift is that it is bounded on balls…

Probability · Mathematics 2020-06-16 Maria Gordina , Michael Röckner , Alexander Teplyaev

We investigate the phenomenon of clustering of galaxies in an expanding universe by applying the fluctuation theory. We evaluate the fluctuation moments for the number of particles and the correlated fluctuations for number and energy of…

Cosmology and Nongalactic Astrophysics · Physics 2025-08-07 M. S. Khan , M. H. Abdullah , Shah Zahir , Farooq Owais , Azmat Khan

We present an experimental study of density and order fluctuations in the vicinity of the solid-liquid-like transition that occurs in a vibrated quasi-two-dimensional granular system. The two-dimensional projected static and dynamic…

Statistical Mechanics · Physics 2015-06-04 Gustavo Castillo , Nicolás Mujica , Rodrigo Soto

We consider the behaviour of a continuous super-Brownian motion catalysed by a random medium with infinite overall density under the hydrodynamic scaling of mass, time, and space. We show that, in supercritical dimensions, the scaled…

Probability · Mathematics 2007-05-23 Klaus Fleischmann , Peter Moerters , Vitali Wachtel

We consider an ensemble of Ornstein-Uhlenbeck processes featuring a population of relaxation times and a population of noise amplitudes that characterize the heterogeneity of the ensemble. We show that the centre-of-mass like variable…

Monte-Carlo simulations on a variety of 2d percolating systems at criticality suggest that the excess number of clusters in finite systems over the bulk value of nc is a universal quantity, dependent upon the system shape but independent of…

Disordered Systems and Neural Networks · Physics 2009-10-30 Robert M. Ziff , Steven R. Finch , Victor S. Adamchik

We study stationary fluctuations at criticality for a one-dimensional reaction--diffusion process combining symmetric simple exclusion dynamics with Glauber-type spin flips. The strength of the Glauber interaction is tuned to the critical…

Probability · Mathematics 2026-03-11 Luis Cardoso , Claudio Landim , Kenkichi Tsunoda

Phase transitions share the universal feature of enhanced fluctuations near the transition point. Here we show that density fluctuations reveal how a Bose-Einstein condensate of dipolar atoms spontaneously breaks its translation symmetry…

We analytically describe the decay to equilibrium of generic observables of a non-integrable system after a perturbation in the form of a random matrix. We further obtain an analytic form for the time-averaged fluctuations of an observable…

Quantum Physics · Physics 2019-06-05 Charlie Nation , Diego Porras

We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…

Probability · Mathematics 2026-05-06 Solesne Bourguin , Konstantinos Spiliopoulos

We prove density and current fluctuations for two examples of symmetric, interacting particle systems with anomalous diffusive behavior: the zero-range process with long jumps and the zero-range process with degenerated bond disorder. As an…

Probability · Mathematics 2009-01-05 M. Jara

We investigate the maximal non-critical cluster in a big box in various percolation-type models. We investigate its typical size, and the fluctuations around this typical size. The limit law of these fluctuations are related to maxima of…

Probability · Mathematics 2007-05-23 Remco van der Hofstad , Frank Redig

We study a zero-range process where the jump rates do not only depend on the local particle configuration, but also on the size of the system. Rigorous results on the equivalence of ensembles are presented, characterizing the occurrence of…

Mathematical Physics · Physics 2008-07-05 Stefan Grosskinsky , Gunter M. Schutz

Transient dynamics leading to the synchrony of pulse-coupled oscillators has previously been studied as an aggregation process of synchronous clusters, and a rate equation for the cluster size distribution has been proposed. However, the…

Statistical Mechanics · Physics 2023-03-06 Gangyong Gwon , Young Sul Cho

We consider the simple random walk on the infinite cluster of a general class of percolation models on $\mathbb{Z}^d$, $d\geq 3$, including Bernoulli percolation as well as models with strong, algebraically decaying correlations. For almost…

Probability · Mathematics 2026-02-25 Alberto Chiarini , Zhizhou Liu , Maximilian Nitzschner

The spherical gravitational collapse and virialization of arbitrary density fluctuations in an expanding universe is studied. In the context of the standard cosmological model and the peak $ansatz$, disk galaxies are supposed to be the…

Astrophysics · Physics 2007-05-23 Vladimir Avila-Reese , Claudio Firmani

We study continuum percolation on certain negatively dependent point processes on \R^2. Specifically, we study the Ginibre ensemble and the planar Gaussian zero process, which are the two main natural models of translation invariant point…

Probability · Mathematics 2012-11-13 Subhro Ghosh , Manjunath Krishnapur , Yuval Peres

In this paper we define a class of coverage processes with infinitely divisible finite dimensional distributions and a particular type of correlation structure that can be thought of as generalizations of the classical Ornstein--Uhlenbeck…

Probability · Mathematics 2026-03-17 George Makatis , Michael A. Zazanis