Related papers: On mesoscopic equilibrium for linear statistics in…
Noise-induced transitions between metastable fixed points in systems evolving on multiple time scales are analyzed in situations where the time scale separation gives rise to a slow manifold with bifurcation. This analysis is performed…
The fluctuations are termed mesoscopic, when their typical size is essentially larger then the average distance between the nearest neighbors, while being much smaller than the overall system size. Since the features of mesoscopic…
We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp.…
In how far does an non-equilibrium initial ensemble evolve towards a stationary long time behavior for an isolated macroscopic quantum system? We demonstrate that deviations from a steady state indeed become unmeasurably small or…
Occupation time fluctuation limits of particle systems in R^d with independent motions (symmetric stable Levy process, with or without critical branching) have been studied assuming initial distributions given by Poisson random measures…
Bose-Einstein condensation represents a remarkable phase transition, characterized by the formation of a single quantum subsystem. As a result, the statistical properties of the condensate are highly unique. In the case of a Bose gas, while…
According to the classical theory of Brownian motion, the mean squared displacement of diffusing particles evolves linearly with time whereas the distribution of their displacements is Gaussian. However, recent experiments on mesoscopic…
We study the dynamics of quantum statistical ensembles at first-order phase transition points of finite macroscopic systems. First, we show that at the first-order phase transition point of systems with an order parameter that does not…
At the mesoscopic scales --- which interpolate between the macroscopic, classical, geometry and the microscopic, quantum, structure of spacetime --- one can identify the density of states of the geometry which arises from the existence of a…
We present a new approach, inspired by Stein's method, to prove a central limit theorem (CLT) for linear statistics of $\beta$-ensembles in the one-cut regime. Compared with the previous proofs, our result requires less regularity on the…
We consider the time evolution of $N$ bosons in the mean field regime for factorized initial data. In the limit of large $N$, the many body evolution can be approximated by the non-linear Hartree equation. In this paper we are interested in…
We review the phenomenon of equilibrium fluctuations in the number of condensed atoms in a trap containing N atoms total. We start with a history of the Bose-Einstein distribution, the Einstein-Uhlenbeck debate concerning the rounding of…
This paper is the third chapter of three of the author's undergraduate thesis. In this paper, we study the convergence of local bulk statistics for linearized covariance matrices under Dyson's Brownian motion. We consider deterministic…
In this thesis, we extend the recently introduced theory of stochastic modified equations (SMEs) for stochastic gradient optimization algorithms. In Ch. 3 we study time-inhomogeneous SDEs driven by Brownian motion. For certain SDEs we prove…
With large-scale Monte Carlo simulations, we investigate the nonsteady relaxation at the dynamic depinning transition in the two-dimensional Gaussian random-field Ising model. The dynamic scaling behavior is carefully analyzed, and the…
Barrier crossing is a widespread phenomenon across natural and engineering systems. While an abundant cross-disciplinary literature on the topic has emerged over the years, the stochastic underpinnings of the process are yet to be linked…
One of the fundamental principles of statistical physics is that only partial information about a system's state is required for its macroscopic description. This is not only true for thermal ensembles, but also for the unconventional…
We consider the transmission of a Gaussian vector source over a multi-dimensional Gaussian channel where a random or a fixed subset of the channel outputs are erased. Within the setup where the only encoding operation allowed is a linear…
We analytically describe the decay to equilibrium of generic observables of a non-integrable system after a perturbation in the form of a random matrix. We further obtain an analytic form for the time-averaged fluctuations of an observable…
The Dyson Brownian Motion (DBM) describes the stochastic evolution of $N$ points on the line driven by an applied potential, a Coulombic repulsion and identical, independent Brownian forcing at each point. We use an explicit tamed Euler…