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We study the work fluctuations of a particle, confined to a moving harmonic potential, under the influence of friction and external Poissonian shot noise. The asymmetry of the noise induces an effective nonlinearity in the potential, which…

Statistical Mechanics · Physics 2009-11-13 A. Baule , E. G. D. Cohen

It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting models, the…

Probability · Mathematics 2019-11-19 Anastassia Baxevani , Krzysztof Podgórski

The aim of this note is to prove that fluctuations of uniformly random alternating sign matrices (equivalently, configurations of the six-vertex model with domain wall boundary conditions) near the boundary are described by the Gaussian…

Probability · Mathematics 2015-06-16 Vadim Gorin

Random hyperspherical harmonics are Gaussian Laplace eigenfunctions on the unit $d$-dimensional sphere ($d\ge 2$). We study the convergence in Total Variation distance for their nonlinear statistics in the high energy limit, i.e., for…

Probability · Mathematics 2023-11-14 Lucia Caramellino , Giacomo Giorgio , Maurizia Rossi

A functional method for calculating averages of the time-ordered exponential of a continuous isotropic random $N\times N$ matrix process is presented. The process is not assumed to be Gaussian. In particular, the Lyapunov exponents and…

Chaotic Dynamics · Physics 2016-05-04 Anton S. Il'yn , Valeria A. Sirota , Kirill P. Zybin

The functional defined as the squared modulus of the spatial average of the wave function squared, plays the role of an ``order parameter'' for the transition between Hamiltonian ensembles with orthogonal and unitary symmetry. Upon breaking…

Condensed Matter · Physics 2008-02-03 S. A. van Langen , P. W. Brouwer , C. W. J. Beenakker

Consider the operator $ T=-{d^2dx^2}+x^2+q(x)$ in $L^2(\mathbb{R})$, where real functions $q$, $q'$ and $\int_0^xq(s)ds$ are bounded. In particular, $q$ is periodic or almost periodic. The spectrum of $T$ is purely discrete and consists of…

Mathematical Physics · Physics 2007-05-23 M. Klein , E. Korotyaev , A. Pokrovski

The sharp asymptotics for the L^2-quantization errors of Gaussian measures on a Hilbert space and, in particular, for Gaussian processes is derived. The condition imposed is regular variation of the eigenvalues.

Probability · Mathematics 2016-09-07 Harald Luschgy , Gilles Pages

The spin-weighted spheroidal eigenvalues and eigenfunctions arise in the separation by variables of spin-field perturbations of Kerr black holes. We derive a large, real-frequency asymptotic expansion of the spin-weighted spheroidal…

General Relativity and Quantum Cosmology · Physics 2019-02-08 Marc Casals , Adrian C. Ottewill , Niels Warburton

In this paper we define (empirical) quadratic variations for a Gaussian isotropic random field $f$ on a unit sphere as sums over equidistant increments on one single geodesic line on the surface of the sphere. We prove a noncentral limit…

Probability · Mathematics 2021-05-26 Radomyra Shevchenko

We use a weighted variant of the frequency functions introduced by Almgren to prove sharp asymptotic estimates for almost eigenfunctions of the drift Laplacian associated to the Gaussian weight on an asymptotically conical end. As a…

Differential Geometry · Mathematics 2017-12-14 Jacob Bernstein

We study the statistics of Dirichlet eigenvalues of the random Schr\"odinger operator $-\epsilon^{-2}\Delta^{(\text{d})}+\xi^{(\epsilon)}(x)$, with $\Delta^{(\text{d})}$ the discrete Laplacian on $\mathbb Z^d$ and $\xi^{(\epsilon)}(x)$…

Probability · Mathematics 2020-01-06 Marek Biskup , Ryoki Fukushima , Wolfgang Koenig

This paper develops methods to study the distribution of Eulerian statistics defined by second-order recurrence relations. We define a random process to decompose the statistics over compositions of integers. It is shown that the numbers of…

Probability · Mathematics 2022-10-20 Alperen Y. Özdemir

In this paper, we derive eight basic identities of symmetry in three variables related to Euler polynomials and alternating power sums. These and most of their corollaries are new, since there have been results only about identities of…

Number Theory · Mathematics 2010-03-18 Dae San Kim , Kyoung Ho Park

One of the major themes of random matrix theory is that many asymptotic properties of traditionally studied distributions of random matrices are universal. We probe the edges of universality by studying the spectral properties of random…

Probability · Mathematics 2014-06-30 Tobias Johnson

In this paper, we consider isotropic and stationary real Gaussian random fields defined on $\mathbb{S}^2\times\mathbb{R}$ and we investigate the asymptotic behavior, as $T\rightarrow +\infty$, of the empirical measure (excursion area) in…

Probability · Mathematics 2020-03-12 Domenico Marinucci , Maurizia Rossi , Anna Vidotto

We consider the initial energy density in the transverse plane of a high energy nucleus-nucleus collision as a random field $\rho(\x)$, whose probability distribution $P[\rho]$, the only ingredient of the present description, encodes all…

Nuclear Theory · Physics 2014-10-06 Jean-Paul Blaizot , Wojciech Broniowski , Jean-Yves Ollitrault

The aim of this work is to provide asymptotic estimates for the splitting of separatrices in a perturbed 3-degree-of-freedom Hamiltonian system, associated to a 2-dimensional whiskered torus (invariant hyperbolic torus) whose frequency…

Dynamical Systems · Mathematics 2014-07-25 Amadeu Delshams , Marina Gonchenko , Pere Gutiérrez

We study the asymptotic behaviour of two multiplicative- ($q$-) discrete Painlev\'e equations as their respective independent variable goes to infinity. It is shown that the generic asymptotic behaviours are given by elliptic functions. We…

Exactly Solvable and Integrable Systems · Physics 2019-01-25 Nalini Joshi , Elynor Liu

We obtain sharp uniform bounds on the low lying eigenfunctions for a class of semiclassical pseudodifferential operators with double characteristics and complex valued symbols, under the assumption that the quadratic approximations along…

Analysis of PDEs · Mathematics 2017-07-07 Katya Krupchyk , Gunther Uhlmann