Related papers: From Sine kernel to Poisson statistics
We present new Poisson process approximation results for stabilizing functionals of Poisson and binomial point processes. These functionals are allowed to have an unbounded range of interaction and encompass many examples in stochastic…
The main result of this paper is a functional limit theorem for the sine-process. In particular, we study the limit distribution, in the space of trajectories, for the number of particles in a growing interval. The sine-process has the…
Most boson emitting sources contain a core of finite dimensions surrounded by a large halo, due to long-lived resonances like $\omega,\eta,\eta',K^{0}$ etc. When the Bose-Einstein correlation (BEC) function of the core can be determined we…
We prove rigorously that the ferromagnetic Ising model on any nonamenable Cayley graph undergoes a continuous (second-order) phase transition in the sense that there is a unique Gibbs measure at the critical temperature. The proof of this…
We study probabilities of various rare events for the limiting point process that appears at the random matrix hard edge. We also show a transition from hard edge to bulk behavior. Asymptotic events studied include a central limit theorem…
The seemingly disjoint problems of count and mixture modeling are united under the negative binomial (NB) process. A gamma process is employed to model the rate measure of a Poisson process, whose normalization provides a random probability…
The paper studies the overdamped motion of Brownian particles in a tilted sawtooth potential. The dependencies of the diffusion coefficient and coherence level of Brownian transport on temperature, tilting force, and the shape of the…
The effects of mechanical generation of turbulent kinetic energy and buoyancy forces on the statistics of air temperature and velocity increments are experimentally investigated at the cross over from production to inertial range scales.…
We study fundamental properties of the gamma process and their relation to various topics such as Poisson-Dirichlet measures and stable processes. We prove the quasi-invariance of the gamma process with respect to a large group of linear…
We provide a new proof of the sharpness of the phase transition for Bernoulli percolation and the Ising model. The proof applies to infinite range models on arbitrary locally finite transitive infinite graphs. For Bernoulli percolation, we…
We consider an ensemble of $n$ nonintersecting Brownian particles on the unit circle with diffusion parameter $n^{-1/2}$, which are conditioned to begin at the same point and to return to that point after time $T$, but otherwise not to…
In this article, we fill a gap in the literature regarding quantitative functional central limit theorems (qfCLT) for Hawkes processes by providing an upper bound for the convergence of a nearly unstable Hawkes process toward a…
We study a 2-parametric family of probability measures on the space of countable point configurations on the punctured real line (the points of the random configuration are concentrated near zero). These measures (or, equivalently, point…
We investigate a spatial random graph model whose vertices are given as a marked Poisson process on $\mathbb{R}^d$. Edges are inserted between any pair of points independently with probability depending on the spatial displacement of the…
We review the study of the superfluid phase transition in a system of fermions whose interaction can be tuned continuously along the crossover from Bardeen-Cooper-Schrieffer (BCS) superconducting phase to a Bose-Einstein condensate (BEC),…
Using a large scale molecular dynamics computer simulation we investigate the dynamics of a supercooled melt of SiO_2. We find that with increasing temperature the temperature dependence of the diffusion constants crosses over from an…
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…
Dyson's model in infinite dimensions is a system of Brownian particles interacting via a logarithmic potential with an inverse temperature of $ \beta = 2$. The stochastic process is given as a solution to an infinite-dimensional stochastic…
Using detailed balance and scaling properties of integrals that appear in the Coulomb gas reformulation of quantum impurity problems, we establish exact relations between the nonequilibrium transfer rates of the boundary sine-Gordon and the…
We compute the full probability distribution of the moment of inertia $I \propto \sum_{i=1}^N \vec{r}_i^{\,2}$ of a gas of $N$ noninteracting bosons trapped in a harmonic potential $V(r) = (1/2)\, m\, \omega^2 r^2$, in all dimensions and at…