Related papers: The beta-Hermite and beta-Laguerre processes
We show that Hermitian matrix models support the occurrence of a new type of phase transition characterised by dispersive regularisation of the order parameter near the critical point. Using the identification of the partition function with…
In a recent article the most general non-uniform reaction-diffusion models on a one-dimensional lattice with boundaries were considered, for which the time evolution equations of correlation functions are closed and the stationary profile…
The analysis of diffusion processes in real-world propagation scenarios often involves estimating variables that are not directly observed. These hidden variables include parental relationships, the strengths of connections between nodes,…
Let $(G(X_j))_{j\geq1}$ be a multivariate subordinated Gaussian process, which exhibits long-range dependence. We study the asymptotic behaviour of the corresponding sequential empirical process under two different types of subordination.…
The nonparametric volatility estimation problem of a scalar diffusion process observed at equidistant time points is addressed. Using the spectral representation of the volatility in terms of the invariant density and an eigenpair of the…
In this paper we are looking for quantitative estimates for the convergene to equilibrium of non reversible Markov processes, especialy in short times. The models studied are simple enough to get an explicit expression of the L2 distance…
The conformation and the phase diagram of a membrane protein are investigated via grand canonical ensemble approach using a homopolymer model. We discuss the nature and pathway of $\alpha$-helix integration into the membrane that results…
The eigenvalue PDF for some well known classes of non-Hermitian random matrices --- the complex Ginibre ensemble for example --- can be interpreted as the Boltzmann factor for one-component plasma systems in two-dimensional domains. We…
We propose a quantum algorithm for simulating dissipative waves in inhomogeneous linear media as a boundary-value problem. Using the so-called quantum singular value transformation (QSVT), we construct a quantum circuit that models the…
The crossover among two or more types of diffusive processes represents a vibrant theme in nonequilibrium statistical physics. In this work we propose two models to generate crossovers among different L\'evy processes: in the first model we…
We consider an inverse source two-parameter sub-diffusion model subject to a nonlocal initial condition. The problem models several physical processes, among them are the microwave heating and light propagation in photoelectric cells. A…
We consider the eigenvalues and eigenvectors of finite, low rank perturbations of random matrices. Specifically, we prove almost sure convergence of the extreme eigenvalues and appropriate projections of the corresponding eigenvectors of…
We investigate the long-time evolution of branching diffusion processes (starting with a finite number of particles) in inhomogeneous media. The qualitative behavior of the processes depends on the intensity of the branching. In the…
We analyze the quantum phase transition between a semimetal and a superfluid in a model of attractively interacting fermions with a linear dispersion. The quantum critical properties of this model cannot be treated by the Hertz-Millis…
We apply the thermodynamic Bethe Ansatz to investigate the high energy behaviour of a class of scattering matrices which have recently been proposed to describe the Homogeneous sine-Gordon models related to simply laced Lie algebras. A…
Diffusion models are loosely modelled based on non-equilibrium thermodynamics, where \textit{diffusion} refers to particles flowing from high-concentration regions towards low-concentration regions. In statistics, the meaning is quite…
We study a method for solving the homogeneous Bethe-Salpeter equation. By introducing a `fictitious' eigenvalue $\lambda$ the homogeneous Bethe-Salpeter equation is interpreted as a linear eigenvalue equation, where the bound state mass is…
Heterogeneous diffusion processes occur in many different fields such as transport in living cells or diffusion in porous media. A characterization of the transport parameters of such processes can be achieved by ensemble-based methods,…
Ram\'irez and Rider (2009) established that the hard edge of the spectrum of the $\beta$-Laguerre ensemble converges, in the high-dimensional limit, to the bottom of the spectrum of the stochastic Bessel operator. Using stochastic analysis…
Starting with the average particle distribution function for bosons and fermions for non-extensive thermodynamics , as proposed in \cite{CMP}, we obtain the corresponding density matrix operators and hamiltonians. In particular, for the…