Related papers: The Ginibre evolution in the large-N limit
We study the Gaussian hermitian random matrix ensemble with an external matrix which has an arbitrary number of eigenvalues with arbitrary multiplicity. We compute the limiting eigenvalues correlations when the size of the matrix goes to…
We apply the semi-classical limit of the generalized $SO(3)$ map for representation of variable-spin systems in a four-dimensional symplectic manifold and approximate their evolution terms of effective classical dynamics on $T^{\ast…
Consider a one dimensional simple random walk $X=(X_n)_{n\geq0}$. We form a new simple symmetric random walk $Y=(Y_n)_{n\geq0}$ by taking sums of products of the increments of $X$ and study the two-dimensional walk…
In Liouville formalism the expression for density matrix, determining the time evolution of unstable $\pi^{\pm}$ - meson in the framework of unified formulation of quantum and kinetic dynamics is defined. The eigenvalues problem is…
It is known that the expectation value of Wilson loops in the Gross-Witten-Wadia (GWW) unitary matrix model can be computed exactly at finite $N$ for arbitrary representations. We study the perturbative and non-perturbative corrections of…
Estimating dynamic correlation between a pair of time series is of importance in many applications. We present new estimators for the dynamic correlation between a pair of correlated Brownian motions and separately for dynamic correlation…
We study the numerical evaluation of several functions appearing in the small time expansion of the distribution of the time-integral of the geometric Brownian motion as well as its joint distribution with the terminal value of the…
We are interested in the analysis of Gibbs measures defined on two independent Brownian paths in $\mathbb R^d$ interacting through a mutual self-attraction. This is expressed by the Hamiltonian $\int\int_{\mathbb R^{2d}} V(x-y) \mu(d…
We study statistical properties of the eigenvectors of non-Hermitian random matrices, concentrating on Ginibre's complex Gaussian ensemble, in which the real and imaginary parts of each element of an N x N matrix, J, are independent random…
We consider a branching particle system where particles reproduce according to the pure birth Yule process with the birth rate L, conditioned on the observed number of particles to be equal n. Particles are assumed to move independently on…
We prove bounds on operator growth and infinite temperature out-of-time-ordered correlators in many-body systems with $N$ spin-$\frac{1}{2}$ degrees of freedom which interact via two-body all-to-all interactions. Our results parametrically…
A sequence of accompanying laws is suggested in the limit theorem of B. V. Gnedenko for maximums of independent random variables belonging to maximum domain of attraction of the Gumbel distribution. It is shown that this sequence gives an…
We statistically compare the relationships between frequencies of digits in continued fraction expansions of typical rational points in the unit interval and higher dimensional generalisations. This takes the form of a Large Deviation and…
We evolve isolated comparable mass spinning compact binaries experiencing Schnittman's post-Newtonian spin-orbit resonances in an inertial frame associated with $j_0$, the initial direction of the total angular momentum. We argue that…
We study spinor field theories as an origin to induce space-time evolution. Self-interacting spinor fields with canonical and non-canonical kinetic terms are considered in a Friedman-Robertson-Walker universe. The deceleration parameter is…
A model relevant for the study of certain molecular magnets is the ring of N=4 classical spins with equal near-neighbor isotropic Heisenberg exchange interactions. Assuming classical Heisenberg spin dynamics, we solve explicitly for the…
The complex Ginibre ensemble is an $N\times N$ non-Hermitian random matrix over $\mathbb{C}$ with i.i.d. complex Gaussian entries normalized to have mean zero and variance $1/N$. Unlike the Gaussian unitary ensemble, for which the…
We investigate the construction of diffusions consisting of infinitely numerous Brownian particles moving in $\mathbb{R}^d$ and interacting via logarithmic functions (two-dimensional Coulomb potentials). These potentials are very strong and…
In this paper we consider the controllability of certain class of non-autonomous neutral evolution stochastic functional differential equations, with time varying delays, driven by a fractional Brownian motion in a separable real Hilbert…
We revisit the classical phenomenon of duality between random integer-valued height functions with positive definite potentials and abelian spin models with O(2) symmetry. We use it to derive new results in quite high generality including:…