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We study the emergence of anticoncentration and approximate unitary design behavior in local Brownian circuits. The dynamics of circuit averaged moments of the probability distribution and entropies of the output state can be represented as…

Quantum Physics · Physics 2024-05-21 Subhayan Sahu , Shao-Kai Jian

We study the dynamical stability of the macroscopic quantum oscillations characterizing a system of three coupled Bose-Einstein condensates arranged into an open-chain geometry. The boson interaction, the hopping amplitude and the…

Quantum Gases · Physics 2009-07-27 P. Buonsante , R. Franzosi , V. Penna

Stochastic resets have lately emerged as a mechanism able to generate finite equilibrium mean square displacement (MSD) when they are applied to diffusive motion. Furthermore, walkers with an infinite mean first arrival time (MFAT) to a…

Statistical Mechanics · Physics 2019-02-06 Axel Masó-Puigdellosas , Daniel Campos , Vicenç Méndez

A stochastic process, when subject to resetting to its initial condition at a constant rate, generically reaches a non-equilibrium steady state. We study analytically how the steady state is approached in time and find an unusual relaxation…

Statistical Mechanics · Physics 2015-05-29 Satya N. Majumdar , Sanjib Sabhapandit , Gregory Schehr

The Macroscopic Fluctuating Theory is presented from a practical and self consistent point of view. We take as starting point the assumption that a system at a mesoscopic scale is described by a field $\phi(x,t)$ that evolves by a Langevin…

Statistical Mechanics · Physics 2020-10-23 Pedro L. Garrido

We consider the scaling behavior of the range and $p$-multiple range, that is the number of points visited and the number of points visited exactly $p\geq 1$ times, of simple random walk on ${\mathbb Z}^d$, for dimensions $d\geq 2$, up to…

Probability · Mathematics 2020-03-25 Thomas Doehrman , Sunder Sethuraman , Shankar C. Venkataramani

We present a method using Feynman-like diagrams to calculate the statistical properties of random many-body potentials. This method provides a promising alternative to existing techniques typically applied to this class of problems, such as…

Other Condensed Matter · Physics 2015-06-23 Rupert Small , Sebastian Müller

Part I of this series (arXiv:2602.09029) develops a sharp Gaussian (LAN/GDP) limit theory for neighboring shuffle experiments when the local randomizer is fixed and has full support bounded away from zero. The present paper characterizes…

Statistics Theory · Mathematics 2026-03-12 Alex Shvets

This paper investigates the minimum mean square error (MMSE) estimation of x, given the observation y = Hx+n, when x and n are independent and Gaussian Mixture (GM) distributed. The introduction of GM distributions, represents a…

Statistics Theory · Mathematics 2011-08-18 John T. Flam , Saikat Chatterjee , Kimmo Kansanen , Torbjorn Ekman

In this paper, we analyze the random fluctuations in a one dimensional stochastic homogenization problem and prove a central limit result, i.e., the first order fluctuations can be described by a Gaussian process that solves an SPDE with…

Probability · Mathematics 2015-08-24 Yu Gu

Recently, we introduced the active Dyson Brownian motion model (DBM), in which $N$ run-and-tumble particles interact via a logarithmic repulsive potential in the presence of a harmonic well. We found that in a broad range of parameters the…

Statistical Mechanics · Physics 2024-11-08 Leo Touzo , Pierre Le Doussal , Gregory Schehr

The Bessel process with parameter $D>1$ and the Dyson model of interacting Brownian motions with coupling constant $\beta >0$ are extended to the processes in which the drift term and the interaction terms are given by the logarithmic…

Probability · Mathematics 2016-10-11 Makoto Katori

We study the normal approximation of functionals of Poisson measures having the form of a finite sum of multiple integrals. When the integrands are nonnegative, our results yield necessary and sufficient conditions for central limit…

Probability · Mathematics 2012-06-26 Raphael Lachieze-Rey , Giovanni Peccati

Quasistatic evolutions of critical points of time-dependent energies exhibit piecewise smooth behavior, making them useful for modeling continuum mechanics phenomena like elastic-plasticity and fracture. Traditionally, such evolutions have…

Optimization and Control · Mathematics 2026-01-09 Stefano Almi , Massimo Fornasier , Jona Klemenc , Alessandro Scagliotti

We study the stability of the mesoscopic fluctuations of certain orthogonal polynomial ensembles on the real line utilizing the recurrence relation of the associated orthogonal polynomials. We prove that under a sparse enough decaying…

Mathematical Physics · Physics 2024-10-11 Daniel Ofner

We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…

Systems and Control · Computer Science 2014-07-15 Yongxin Chen , Tryphon Georgiou

This paper provides mesoscopic rates of convergence (ROC) with respect to the $L^1$-Wasserstein distance for the eigenvalue determinantal point processes (DPPs) from the three major Hermitian unitary ensembles, the Gaussian Unitary Ensemble…

Probability · Mathematics 2025-12-05 Mengchun Cai , Kyle Taljan

We establish a correspondence between the evolution of the distribution of eigenvalues of a $N\times N$ matrix subject to a random Gaussian perturbing matrix, and a Fokker-Planck equation postulated by Dyson. Within this model, we prove the…

Condensed Matter · Physics 2009-10-22 Onuttom Narayan , B. Sriram Shastry

For two canonical examples of driven mesoscopic systems - a harmonically-trapped Brownian particle and a quantum dot - we numerically determine the finite-time protocols that optimize the compromise between the standard deviation and the…

Statistical Mechanics · Physics 2018-05-09 Alexandre P. Solon , Jordan M. Horowitz

The evolution of non-interacting bosons in the presence of repeated projective measurements is studied. Following the established approach, this monitored evolution is characterized by the first detected return and the first detected…

Quantum Physics · Physics 2024-08-09 Quancheng Liu , Klaus Ziegler