Related papers: The beta-Hermite and beta-Laguerre processes
Bulk matter produced in heavy ion collisions has multiple conserved quantum numbers like baryon number, strangeness and electric charge. The diffusion process of these charges can be described by a diffusion matrix describing the…
$N$-dimensional Bessel and Jacobi processes describe interacting particle systems with $N$ particles and are related to $\beta$-Hermite, $\beta$-Laguerre, and $\beta$-Jacobi ensembles. For fixed $N$ there exist associated weak limit…
Many complex systems have natural representations as multi-layer networks. While these formulations retain more information than standard single-layer network models, there is not yet a fully developed theory for computing network metrics…
We study Bessel and Dunkl processes $(X_{t,k})_{t\ge0}$ on $\mathbb R^N$ with possibly multivariate coupling constants $k\ge0$. These processes describe interacting particle systems of Calogero-Moser-Sutherland type with $N$ particles. For…
We consider quantum nonlinear systems with dissipation described within the Caldeira-Leggett model, i.e., by a nonlocal action in the path integral for the density matrix. Approximate classical-like formulas are derived in order to evaluate…
In the present work we derive a Central Limit Theorem for sequences of Hilbert-valued Piecewise Deterministic Markov process models and their global fluctuations around their deterministic limit identified by the Law of Large Numbers. We…
We review the question of the extreme values attained by a random process. We relate it to level crossings either to one boundary (first-passage problems) and two boundaries (escape problems). The extremes studied are the maximum, the…
A non-equilibrium thermodynamics model able to analyze the combined effect of diffusion and adsorption in porous materials is proposed. The model considers the coupled dynamics of the diffusive phase, described by a diffusion type equation,…
Chaotic behavior or lack thereof in non-Hermitian systems is often diagnosed via spectral analysis of associated complex eigenvalues. Very recently, singular values of the associated non-Hermitian systems have been proposed as an effective…
We study moderate deviations from hydrodynamic limits of a reaction diffusion model. The process is defined as the superposition of the symmetric exclusion process with a Glauber dynamics. When the process starts from a product measure with…
In a high temperature regime, it was shown in Trinh--Trinh (\emph{J.\ Stat.\ Phys.}\ \textbf{185}(1), Paper No.\ 4, 15 (2021)) that the empirical distribution of beta Jacobi ensembles converges to a limiting probability measure which is…
A family of random matrix ensembles interpolating between the GUE and the Ginibre ensemble of $n\times n$ matrices with iid centered complex Gaussian entries is considered. The asymptotic spectral distribution in these models is uniform in…
We introduce a class of measure-valued processes, which -- in analogy to their finite dimensional counterparts -- will be called measure-valued polynomial diffusions. We show the so-called moment formula, i.e.~a representation of the…
We propose a non-Hermitian deformation of the Mathieu equation that preserves $\mathcal{PT}$ symmetry and study its spectrum and the transition from $\mathcal{PT}$-unbroken to $\mathcal{PT}$-broken phases. We show that our model not only…
The motivation for studying non-Hermitian systems and the role of $\mathcal{PT}$-symmetry is discussed. We investigate the use of a quantum algorithm to find the eigenvalues and eigenvectors of non-Hermitian Hamiltonians, with applications…
Frames in separable Hilbert spaces gives stable analysis and reconstruction of each vector in the underlying space. In this paper, we study frame conditions for a collection of matrix-valued functions obtained by non-uniform shifts. We give…
We study the existence of Feller semigroups arising in the theory of multidimensional diffusion processes. We study bounded perturbations of elliptic operators with boundary conditions containing an integral over the closure of the domain…
We study time series concerning rare events. The occurrence of a rare event is depicted as a jump of constant intensity always occurring in the same direction, thereby generating an asymmetric diffusion process. We consider the case where…
This paper constructs tridiagonal random matrix models for general ($\beta>0$) $\beta$-Hermite (Gaussian) and $\beta$-Laguerre (Wishart) ensembles. These generalize the well-known Gaussian and Wishart models for $\beta = 1,2,4$.…
We introduce a random matrix framework for studying statistical-mechanical lattice systems through spectral observables. Equilibrium configurations sampled from a Boltzmann measure are mapped to matrix ensembles whose covariance structure…