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In this paper, we are concerned with the large N limit of linear combinations of the entries of a Brownian motion on the group of N by N unitary matrices. We prove that the process of such a linear combination converges to a Gaussian one.…

Probability · Mathematics 2011-06-22 Florent Benaych-Georges

We derive a three-term asymptotic expansion for the expected lifetime of Brownian motion and for the torsional rigidity on thin domains in R^n, and a two-term expansion for the maximum (and corresponding maximizer) of the expected lifetime.…

Analysis of PDEs · Mathematics 2011-04-27 Denis Borisov , Pedro Freitas

We study products of random isometries acting on Euclidean space. Building on previous work of the second author, we prove a local limit theorem for balls of shrinking radius with exponential speed under the assumption that a Markov…

Probability · Mathematics 2016-06-08 Elon Lindenstrauss , Péter P. Varjú

We point out a precise connection between Brownian motion, Chern-Simons theory on S^3, and 2d Yang-Mills theory on the cylinder. The probability of reunion for N vicious walkers on a line gives the partition function of Chern-Simons theory…

High Energy Physics - Theory · Physics 2009-11-10 Sebastian de Haro , Miguel Tierz

We study Wilson loop expectations in lattice Yang-Mills models with a compact Lie group $G$. Using tools recently introduced in a companion paper, we provide alternate derivations, interpretations, and generalizations of several recent…

Probability · Mathematics 2025-09-30 Sky Cao , Minjae Park , Scott Sheffield

We present non-perturbative results for U(1) gauge theory in spaces, which include a non-commutative plane. In contrast to the commutative space, such gauge theories involve a Yang-Mills term, and the Wilson loop is complex on the…

High Energy Physics - Theory · Physics 2015-06-26 W. Bietenholz , A. Bigarini , F. Hofheinz , J. Nishimura , Y. Susaki , J. Volkholz

The infinite Brownian loop on a Riemannian manifold is the limit in distribution of the Brownian bridge of length $T$ around a fixed origin when $T \rightarrow +\infty$. The aim of this note is to study its long-time asymptotics on…

Analysis of PDEs · Mathematics 2023-01-25 Effie Papageorgiou

We show that the large N partition functions and Wilson loop observables of two-dimensional Yang-Mills theories admit a universal functional form irrespective of the gauge group. We demonstrate that U(N) QCD_2 undergoes a large N,…

High Energy Physics - Theory · Physics 2015-06-26 Michael Crescimanno , Howard J. Schnitzer

After some normalization, the logarithms of the ordered singular values of Brownian motions on $GL(N,\mathbb F)$ with $\mathbb F=\mathbb R, \mathbb C$ form Weyl-group invariant Heckman-Opdam processes on $\mathbb R^N$ of type $A_{N-1}$. We…

Probability · Mathematics 2025-12-12 Martin Auer , Michael Voit

The commutator between operators at different space and time has been a diagnostic for locality of unitary evolution. Most existing results are either for specific tractable (random) Hamiltonians(Out-of-Time-Order-Correlators calculations),…

Quantum Physics · Physics 2021-03-17 Chi-Fang Chen

Scattering amplitudes in superconformal field theories do not enjoy this symmetry, because the definition of asymptotic states involve a notion of infinity. Concentrating on planar $\mathcal{N}=4$ Yang-Mills, we consider a generalization of…

High Energy Physics - Theory · Physics 2015-05-28 Simon Caron-Huot

We give an almost purely combinatorial expression for Wilson loop expectations of the Yang-Mills holonomy process with values in the unitary group on a compact oriented surface, possibly with boundary and arbitrary boundary conditions. Our…

Probability · Mathematics 2026-03-10 Thierry Lévy

We exhibit the gauge-group independence (``universality'') of all normalized non-intersecting Wilson loop expectation values in the large N limit of two-dimensional Yang-Mills theory. This universality is most easily understood via the…

High Energy Physics - Theory · Physics 2016-09-06 M. Crescimanno , S. Naculich , H. J. Schnitzer

We consider a Brownian motion with linear drift that splits at fixed time points into a fixed number of branches, which may depend on the branching point. For this process, which we shall refer to as the Brownian decision tree, we…

Probability · Mathematics 2025-12-08 Krzysztof Dȩbicki , Pavel Ievlev , Nikolai Kriukov

The exact expression for Wilson loop averages winding n times on a closed contour is obtained in two dimensions for pure U(N) Yang-Mills theory and, rather surprisingly, it displays an interesting duality in the exchange $n \leftrightarrow…

High Energy Physics - Theory · Physics 2009-10-31 A. Bassetto , L. Griguolo , F. Vian

Nonintersecting Brownian bridges on the unit circle form a determinantal stochastic process exhibiting random matrix statistics for large numbers of walkers. We investigate the effect of adding a drift term to walkers on the circle…

Probability · Mathematics 2017-07-25 Robert Buckingham , Karl Liechty

Among all generalized Ornstein-Uhlenbeck processes which sample the same invariant measure and for which the same amount of randomness (a $N$-dimensional Brownian motion) is injected in the system, we prove that the asymptotic rate of…

Probability · Mathematics 2021-10-07 Arnaud Guillin , Pierre Monmarché

In Euclidean four-dimensional SU(N) pure gauge theory, eigenvalue distributions of Wilson loop parallel transport matrices around closed spacetime curves show non-analytic behavior (a 'large-N phase transition') at a critical size of the…

High Energy Physics - Lattice · Physics 2011-10-21 Robert Lohmayer , Herbert Neuberger

We establish high probability estimates on the eigenvalue locations of Brownian motion on the $N$-dimensional unitary group, as well as estimates on the number of eigenvalues lying in any interval on the unit circle. These estimates are…

Probability · Mathematics 2023-02-22 Arka Adhikari , Benjamin Landon

We characterize the asymptotic behaviour of the weighted power variation processes associated with iterated Brownian motion. We prove weak convergence results in the sense of finite dimensional distributions, and show that the laws of the…

Probability · Mathematics 2008-06-15 Ivan Nourdin , Giovanni Peccati