Related papers: Two-step asymptotics of scaled Dunkl processes
We present some results on Bernstein processes which are Brownian diffusions that appear in Euclidean Quantum Mechanics: We express the distributions of these processes with the help of those of Bessel processes. We then determine two…
We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking…
Interesting data on $dN_{\rm ch}/d\eta$ in Au-Au collisions ($\eta=-\ln \tan (\theta/2)$) with the centrality cuts have been reported by BRAHMS Collaboration. Using the total multiplicity $N_{\rm ch} = \int (dN_{\rm ch}/d\eta)d\eta$, we…
Several integrate-to-threshold models with differing temporal integration mechanisms have been proposed to describe the accumulation of sensory evidence to a prescribed level prior to motor response in perceptual decision-making tasks. An…
The tacnode process is a universal behavior arising in nonintersecting particle systems and tiling problems. For Dyson Brownian bridges, the tacnode process describes the grazing collision of two packets of walkers. We consider such a Dyson…
Consider a large system of $N$ Brownian motions in $\mathbb{R}^d$ with some non-degenerate initial measure on some fixed time interval $[0,\beta]$ with symmetrised initial-terminal condition. That is, for any $i$, the terminal location of…
Fluctuations from a hydrodynamic limit of a one-dimensional asymmetric system come at two levels. On the central limit scale n^{1/2} one sees initial fluctuations transported along characteristics and no dynamical noise. The second order of…
We consider the annealing dynamics of a one-dimensional Ising ferromagnet induced by a temperature quench in finite time. In the limit of slow cooling, the asymptotic two-point correlator is analytically found under Glauber dynamics, and…
Double-diffusive instabilities are often invoked to explain enhanced transport in stably-stratified fluids. The most-studied natural manifestation of this process, fingering convection, commonly occurs in the ocean's thermocline and…
Demixing of binary fluids subjected to slow temperature ramps shows repeated waves of nucleation which arise as a consequence of the competition between generation of supersaturation by the temperature ramp and relaxation of supersaturation…
In this paper, we study the driven-dissipative p-spin models for $p\geq 2$. In thermodynamics limit, the equation of motion is derived by using a semiclassical approach. The long-time asymptotic states are obtained analytically, which…
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…
We consider n non-intersecting Brownian motions with two fixed starting positions and two fixed ending positions in the large n limit. We show that in case of 'large separation' between the endpoints, the particles are asymptotically…
We consider a one-dimensional Ising model each of whose $N$ spins is in contact with two thermostats of distinct temperatures $T_1$ and $T_2$. Under Glauber dynamics the stationary state happens to coincide with the equilibrium state at an…
Dynamical scaling is an asymptotic property typical for the dynamics of first-order phase transitions in physical systems and related to self-similarity. Based on the integral-representation for the marginal probabilities of a fractional…
In comparison with Derrida's REM, we investigate the influence of the so-called decoration processes arising in the limiting extremal processes of numerous log-correlated Gaussian fields. In particular, we focus on the branching Brownian…
We show that a collection of independent Ising spins evolving stochastically can display surprisingly large fluctuations towards ordered behaviour, as quantified by certain types of time-integrated plaquette observables, despite the…
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 overlap distribution of two particles chosen under the Gibbs measure at two temperatures for the branching Brownian motion. We first prove the convergence of the overlap distribution using the extended convergence of the…
An intriguing phenomenon in non-equilibrium quantum thermodynamics is the asymmetry of thermal processes. Relaxation to thermal equilibrium is the most important dissipative process, being a key concept for the design of heat engines and…