Related papers: Transition from Gaussian to non-Gaussian fluctuati…
We study a sequential system of interacting diffusions in which particle $i$ interacts only with its predecessors through the empirical measure $\mu_t^{i-1}$, yielding a directed, non-exchangeable mean-field approximation of a…
We study fluctuations of the empirical processes of a non-equilibrium interacting particle system consisting of two species over a domain that is recently introduced in [8] and establish its functional central limit theorem. This…
We propose a new type of SPDEs, singular or with regularized noises, motivated by a study of the fluctuation of the density field in a microscopic interacting particle system. They include a large scaling parameter $N$, which is the ratio…
The influence of dissipation on the fluctuation statistics of the total energy is investigated through both a phenomenological and a stochastic model for dissipative energy-transfer through a cascade of states. In equilibrium the states…
We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…
Mean-field models of glasses that present a random first order transition exhibit highly non-trivial fluctuations. Building on previous studies that focused on the critical scaling regime, we here obtain a fully quantitative framework for…
An investigation of the spatial fluctuations and their manifestations in the vicinity of the quantum critical point within the framework of the renormalized $\phi^{4}$ theory is proposed. Relevant features are reported through the…
Recent works have derived and proven the large-population mean-field limit for several classes of particle-based stochastic reaction-diffusion (PBSRD) models. These limits correspond to systems of partial integral-differential equations…
Condensation of fluctuations is an interesting phenomenon conceptually distinct from condensation on average. One stricking feature is that, contrary to what happens on average, condensation of fluctuations may occurr even in the absence of…
We investigate non-equilibrium fluctuations of a solid surface governed by the stochastic Mullins-Herring equation with conserved noise. This equation describes surface diffusion of adatoms accompanied by their exchange between the surface…
Diffusion processes are widespread in biological and chemical systems, where they play a fundamental role in the exchange of substances at the cellular level and in determining the rate of chemical reactions. Recently, the classical picture…
Fluctuation scaling is observed phenomenon from complex networks through finance to ecology. It means that the variance and the mean of a specific quantity are related as $\ev{\sigma^2|n}\propto \ev{n|A}^{2\alpha}$ with $1/2\geq \alpha \geq…
We analyze the non--Gaussian primordial fluctuations which are inescapably contributed by scalar fields $\Phi$ with vanishing expectation values, $\langle\Phi\rangle=0$, present during inflation in addition to the inflaton field. For…
The position of a colloidal particle trapped in an external field thermally fluctuates at equilibrium. As is well known, the ambient fluid is not a simple heat bath and the particle mass appears to increase, which influences the mean square…
We study the k-space fluctuations of the waveaction about its mean spectrum in the turbulence of dispersive waves. We use a minimal model based on the Random Phase Approximation (RPA) and derive evolution equations for the arbitrary-order…
Non-Gaussian diffusion is commonly considered as a result of fluctuating diffusivity, which is correlated in time or in space or both. In this work, we investigate the non-Gaussian diffusion in static disordered media via a quenched trap…
The time evolution of a closed system of mean fields and fluctuations is Hamiltonian, with the canonical variables parameterizing the general time-dependent Gaussian density matrix of the system. Yet, the evolution manifests both quantum…
Motivated by considerations from neuroscience (macroscopic behavior of large ensembles of interacting neurons), we consider a population of mean field interacting diffusions in $\mathbf {R}^m$ in the presence of a random environment and…
A Brownian particle floating in a narrow corrugated (sinusoidal) channel with fluctuating cross section exhibits non-Gaussian normal diffusion. Its displacements are distributed according to a Gaussian law for very short and asymptotically…
Phase transitions not allowed in equilibrium steady states may happen however at the fluctuating level. We observe for the first time this striking and general phenomenon measuring current fluctuations in an isolated diffusive system. While…