Related papers: Random matrices in non-confining potentials
We examine colloidal particles driven over a periodic muffin tin substrate using numerical simulations. In the absence of a driving force this system exhibits a rich variety of commensurate and incommensurate static phases in which…
The chaotic diffusion for particles moving in a time dependent potential well is described by using two different procedures: (i) via direct evolution of the mapping describing the dynamics and ; (ii) by the solution of the diffusion…
We present a study of dynamical scaling and front motion in a one dimensional system that describes Rayleigh-Benard convection in a rotating cell. We use a model of three competing modes proposed by Busse and Heikes to which spatial…
Charged particles in a magnetosphere are spontaneously attracted to a planet while increasing their kinetic energy via inward diffusion process. A constraint on particles' micro-scale adiabatic invariants restricts the class of motions…
Confined active particles constitute simple, yet realistic, examples of systems that converge into a non-equilibrium steady state. We investigate a run-and-tumble particle in one spatial dimension, trapped by an external potential, with a…
When the unconditioned process is a diffusion submitted to a space-dependent killing rate $k(\vec x)$, various conditioning constraints can be imposed for a finite time horizon $T$. We first analyze the conditioned process when one imposes…
The distribution of eigenvalues of N times N random matrices in the limit N to infinity is the solution to a variational principle that determines the ground state energy of a confined fluid of classical unit charges. This fact is a…
We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…
We study some regularity properties in locally stationary Markov models which are fundamental for controlling the bias of nonparametric kernel estimators. In particular, we provide an alternative to the standard notion of derivative process…
We study fermions on a finite chain, interacting repulsively when residing on the same and on nearest-neighbor sites, and subjected to a Wannier-Stark linearly-varying potential. Using the density matrix renormalization-group numerical…
We consider a one-dimensional totally asymmetric exclusion process on a ring with extended inhomogeneities, consisting of several segments with different hopping rates. Depending upon the underlying inhomogeneity configurations and for…
We study a general setting of neutral evolution in which the population is of finite, constant size and can have spatial structure. Mutation leads to different genetic types ("traits"), which can be discrete or continuous. Under minimal…
We introduce a random matrix model for the stationary covariance of multivariate Ornstein-Uhlenbeck processes with heterogeneous temperatures, where the covariance is constrained by the Sylvester-Lyapunov equation. Using the replica method,…
We study a one dimensional gas of $N$ noninteracting diffusing particles in a harmonic trap, whose stiffness switches between two values $\mu_1$ and $\mu_2$ with constant rates $r_1$ and $r_2$ respectively. Despite the absence of direct…
We analyze the phase diagram of a quantum particle confined to a finite chain, subject to a dissipative environment described by an Ohmic spectral function. Analytical and numerical techniques are employed to explore both the perturbative…
This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…
We consider a class of jump-diffusion processes, constrained to a polyhedral cone $G\subset\R^n$, where the constraint vector field is constant on each face of the boundary. The constraining mechanism corrects for ``attempts'' of the…
We compute spectra of sample auto-covariance matrices of second order stationary stochastic processes. We look at a limit in which both the matrix dimension $N$ and the sample size $M$ used to define empirical averages diverge, with their…
The stationary asymptotic properties of the diffusion limit of a multi-type branching process with neutral mutations are studied. For the critical and subcritical processes the interesting limits are those of quasi-stationary distributions…
For regime-switching diffusions processes with singular drifts, we introduce integrability conditions involving a nice reference probability measure and the $Q$-matrix of the jump part to study the existence of the invariant probability…