Related papers: The Ginibre evolution in the large-N limit
A variational formulation for the geodesic circles in two-dimensional Riemannian manifold is discovered. Some relations with the uniform relativistic acceleration and the one-dimensional 'spin'-curvature interaction is investigated.
We present a modified Brownian motion model for random matrices where the eigenvalues (or levels) of a random matrix evolve in "time" in such a way that they never cross each other's path. Also, owing to the exact integrability of the level…
We derive exact expressions for a number of aging functions that are scaling limits of non-equilibrium correlations, R(tw,tw+t) as tw --> infinity with t/tw --> theta, in the 1D homogenous q-state Potts model for all q with T=0 dynamics…
Consider the first exit time of one-dimensional Brownian motion $\{B_s\}_{s\geq 0}$ from a random passageway. We discuss a Brownian motion with two time-dependent random boundaries in quenched sense. Let $\{W_s\}_{s\geq 0}$ be an other…
It is well known (Donsker's Invariance Principle) that the random walk converges to Brownian motion by scaling. In this paper, we will prove that the scaled local time of the $(1,L)-$random walk converges to that of the Brownian motion. The…
We provide a surprising new application of classical approximation theory to a fundamental asset-pricing model of mathematical finance. Specifically, we calculate an analytic value for the correlation coefficient between exponential…
In this article, we investigate the relativistic quantum dynamics of spin-$\frac{1}{2}$ particles in (1+2)-dimensional G\"{u}rses space-time backgrounds, and analyze the effects on the eigenvalues. We solve the Dirac equation using the…
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…
This article presents various weak laws of large numbers for the so-called realised covariation of a bivariate stationary stochastic process which is not a semimartingale. More precisely, we consider two cases: Bivariate moving average…
We consider spin-flip dynamics of configurations in $\{-1,1\}^{\mathbb{Z}^d}$, and study the time evolution of concentration inequalities. For "weakly interacting" dynamics we show that the Gaussian concentration bound is conserved in the…
We investigate the limiting distribution of geometric Brownian motion conditional on its running maximum taking large values. We show that the conditional distribution of the geometric Brownian motion converges after a suitable…
Single-time and two-time correlators are computed exactly in the $1D$ Glauber-Ising model after a quench to zero temperature and on a periodic chain of finite length $N$, using a simple analytical continuation technique. Besides the general…
The real Ginibre ensemble consists of $n\times n$ real matrices ${\bf X}$ whose entries are i.i.d. standard normal random variables. In sharp contrast to the complex and quaternion Ginibre ensemble, real eigenvalues in the real Ginibre…
We study a continuous-time random walk on $\mathbb{Z}^d$ in an environment of random conductances taking values in $(0,\infty)$. For a static environment, we extend the quenched local limit theorem to the case of a general speed measure,…
We investigate the time evolution of some models with N spins and pairwise couplings, for the case of large N, in order to compare evolution times with "speed limit" minima derived in the literature. Both in a (symmetric) case with…
In this review paper, we first discuss some open problems related to two-dimensional self-avoiding paths and critical percolation. We then review some closely related results (joint work with Greg Lawler and Oded Schramm) on critical…
Using recent results on the behavior of multiple Wiener-It\^o integrals based on Stein's method, we prove Hsu-Robbins and Spitzer's theorems for sequences of correlated random variables related to the increments of the fractional Brownian…
Ornstein and Shields (Advances in Math., 10:143-146, 1973) proved that Brownian motion reflected on a bounded region is an infinite entropy Bernoulli flow and thus Ornstein theory yielded the existence of a measure-preserving isomorphism…
We consider a two-speed branching random walk, which consists of two macroscopic stages with different reproduction laws. We prove that the centered maximum converges in law to a Gumbel variable with a random shift and the extremal process…
We investigate open quantum Brownian motions as quantum analogues of classical diffusion processes under interaction with an external enviroment. Building upon the microscopic derivation by Sinayskiy and Petruccione [20], we revisit the…