Related papers: Smoothing equations for large P\'olya urns
The spatial Fourier spectrum of the electron density distribution in a finite 1D system and the distribution function of electrons over single-particle states are studied in detail to show that there are two universal features in their…
The eigenvalue density for members of the Gaussian orthogonal and unitary ensembles follows the Wigner semi-circle law. If the Gaussian entries are all shifted by a constant amount c/Sqrt(2N), where N is the size of the matrix, in the large…
The numerical simulation of wave propagation in semiclassical (high-frequency) problems is well known to pose a formidable challenge. In this work, a new phase-space approach for the numerical simulation of semiclassical wave propagation,…
We study joint eigenvector distributions for large symmetric matrices in the presence of weak noise. Our main result asserts that every submatrix in the orthogonal matrix of eigenvectors converges to a multidimensional Gaussian…
We consider a new splitting based on the Sherman-Morrison-Woodbury formula, which is particularly effective with iterative methods for the numerical solution of large linear systems. These systems involve matrices that are perturbations of…
Using the continuous-time random walk (CTRW) approach, we study the phenomenon of relaxation of two-state systems whose elements evolve according to a dichotomous process. Two characteristics of relaxation, the probability density function…
The discrete wavelet packet transform (DWPT) and discrete wavelet transform (DWT) are used to extract and study the dynamics of coherent structures in a turbulent rotating fluid. Three-dimensional (3D) turbulence is generated by strong…
We consider a randomly forced Ginzburg-Landau equation on an unbounded domain. The forcing is smooth and homogeneous in space and white noise in time. We prove existence and smoothness of solutions, existence of an invariant measure for the…
Consider a massive (inert) particle impinged from above by N Brownian particles that are instantaneously reflected upon collision with the inert particle. The velocity of the inert particle increases due to the influence of an external…
We discuss the derivation and the solutions of integro-differential equations (variable-order time-fractional diffusion equations) following as continuous limits for lattice continuous time random walk schemes with power-law waiting-time…
We consider random matrix ensembles on the set of Hermitian matrices that are heavy tailed, in particular not all moments exist, and that are invariant under the conjugate action of the unitary group. The latter property entails that the…
We present large deviations estimates in the supremum norm for a system of independent random walks superposed with a birth-and-death dynamics evolving on the discrete torus with $N$ sites. The scaling limit considered is the so-called…
This study reports on the evolution of the probability distribution in the configuration space of the two-dimensional Toda system. The distribution is characterized by singularities, which predominantly take two forms: double-cusped…
The universality for the eigenvalue spacing statistics of generalized Wigner matrices was established in our previous work \cite{EYY} under certain conditions on the probability distributions of the matrix elements. A major class of…
We show that the fluctuations of the largest eigenvalue of a real symmetric or complex Hermitian Wigner matrix of size $N$ converge to the Tracy--Widom laws at a rate $O(N^{-1/3+\omega})$, as $N$ tends to infinity. For Wigner matrices this…
We present an extensive experimental study of the distributions of the real and imaginary parts of the off-diagonal elements of the scattering matrix $\hat S$ and the Wigner's reaction $\hat K$-matrix for open microwave networks with broken…
We prove a scattering result near certain steady states for a Hartree equation for a random field. This equation describes the evolution of a system of infinitely many particles. It is an analogous formulation of the usual Hartree equation…
Researchers from different areas have independently defined extensions of the usual weak convergence of laws of stochastic processes with the goal of adequately accounting for the flow of information. Natural approaches are convergence of…
We study the asymptotic behavior, uniform-in-time, of a non-linear dynamical system under the combined effects of fast periodic sampling with period $\delta$ and small white noise of size $\varepsilon,\thinspace 0<\varepsilon,\delta \ll 1$.…
Celebrated fluctuation-dissipation theorem (FDT) linking the response function to time dependent correlations of observables measured in the reference unperturbed state is one of the central results in equilibrium statistical mechanics. In…