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Let $(Z_t^{(q, H)})_{t \geq 0}$ denote a Hermite process of order $q \geq 1$ and self-similarity parameter $H \in (\frac{1}{2}, 1)$. Consider the Hermite-driven moving average process $$X_t^{(q, H)} = \int_0^t x(t-u) dZ^{(q, H)}(u), \qquad…

Probability · Mathematics 2017-05-19 T. T. Diu Tran

We review and present some known results for non-linear functionals of Gaussian variables in the context of discrete Gaussian fields defined on the $d$ dimensional lattice. Our main result is a Central Limit Theorem in the spirit of the…

Probability · Mathematics 2025-12-16 Fabio Coppini , Wioletta M. Ruszel

Motivated by the results of Dynamical Mean Field Theory, we study the two-point function of fermions moving in a charged black brane background in $AdS_{d+1}$ in the limit of large $d$. We observe the emergence of a locally critical form of…

High Energy Physics - Theory · Physics 2020-10-08 Shamit Kachru , Milind Shyani

We prove a Central Limit Theorem for the Critical Points of Random Spherical Harmonics, in the High-Energy Limit. The result is a consequence of a deeper characterizations of the total number of critical points, which are shown to be…

Probability · Mathematics 2020-05-12 Valentina Cammarota , Domenico Marinucci

We study properties of the nodal sets of high frequency eigenfunctions and quasimodes for radial perturbations of the Harmonic Oscillator. In particular, we consider nodal sets on spheres of large radius (in the classically forbidden…

Mathematical Physics · Physics 2017-08-23 Thomas Beck , Boris Hanin

We consider Gaussian random eigenfunctions (Hermite functions) of fixed energy level of the isotropic semi-classical Harmonic Oscillator on ${\bf R}^n$. We calculate the expected density of zeros of a random eigenfunction in the…

Probability · Mathematics 2015-10-20 Boris Hanin , Steve Zelditch , Peng Zhou

(1) The temperature dependence of the specific heat for a marginal Fermi liquid has been calculated. (2) We calculated the self-energy at T=0 for a two dimensional fermionic system with hyperbolic dispersion. The existence of the saddle…

Condensed Matter · Physics 2007-05-23 Catalin Pascu Moca

We prove sharp analytic regularity and decay at infinity of solutions of variable coefficients nonlinear harmonic oscillators. Namely, we show holomorphic extension to a sector in the complex domain, with a corresponding Gaussian decay,…

Analysis of PDEs · Mathematics 2015-02-19 Marco Cappiello , Fabio Nicola

We consider a class of self-similar, continuous Gaussian processes that do not necessarily have stationary increments. We prove a version of the Breuer-Major theorem for this class, that is, subject to conditions on the covariance function,…

Probability · Mathematics 2016-12-06 Daniel Harnett , David Nualart

In this paper the study of a nonlocal second order Cahn-Hilliard-type singularly perturbed family of functions is undertaken. The kernels considered include those leading to Gagliardo fractional seminorms for gradients. Using Gamma…

Analysis of PDEs · Mathematics 2016-10-02 Gianni Dal Maso , Irene Fonseca , Giovanni Leoni

Under certain mild conditions, limit theorems for additive functionals of some $d$-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions,…

Probability · Mathematics 2023-05-23 Minhao Hong , Heguang Liu , Fangjun Xu

Let $\{u(t,x)\}_{t>0,x\in{{\mathbb R}^{d}}}$ denote the solution to a $d$-dimensional parabolic Anderson model with delta initial condition and driven by a multiplicative noise that is white in time and has a spatially homogeneous…

Probability · Mathematics 2024-11-05 Wanying Zhang , Yong Zhang , Jingyu Li

We have used density functional theory to study the nonlinear screening properties of a two-dimensional (2D) electron gas. In particular, we consider the screening of an external static point charge of magnitude Z as a function of the…

Mesoscale and Nanoscale Physics · Physics 2009-11-10 E. Zaremba , I. Nagy , P. M. Echenique

The approximation of integral type functionals is studied for discrete observations of a continuous It\^o semimartingale. Based on novel approximations in the Fourier domain, central limit theorems are proved for $L^2$-Sobolev functions…

Probability · Mathematics 2022-11-08 Randolf Altmeyer

We consider compact Grassmann manifolds $G/K$ over the real, complex or quaternionic numbers whose spherical functions are Heckman-Opdam polynomials of type $BC$. From an explicit integral representation of these polynomials we deduce a…

Classical Analysis and ODEs · Mathematics 2015-02-11 Margit Rösler , Michael Voit

We propose the notion of $E_{2}$-quasi-exact solvability and apply this idea to find explicit solutions to the eigenvalue problem for a non-Hermitian Hamiltonian system depending on two parameters. The model considered reduces to the…

Quantum Physics · Physics 2015-05-18 Andreas Fring

We study a class of quasi-linear parabolic equations defined on a separable Hilbert space, depending on a small parameter in front of the second order term. Through the nonlinear semigroup associated with such equation, we introduce the…

Probability · Mathematics 2022-08-30 Sandra Cerrai , Giuseppina Guatteri , Gianmario Tessitore

We investigate the equidistribution of the eigenfunctions on quantum graphs in the high-energy limit. Our main result is an estimate of the deviations from equidistribution for large well-connected graphs. We use an exact field-theoretic…

Chaotic Dynamics · Physics 2009-11-13 S. Gnutzmann , J. P. Keating , F. Piotet

In this paper, we establish explicit quantitative Berry-Esseen bounds in the hyper-rectangle distance $d_R$, the convex distance $d_{\mathscr{C}}$ and the $1$-Wasserstein distance $d_W$ for high-dimensional, non-linear functionals of…

Probability · Mathematics 2026-02-03 Andreas Basse-O'Connor , David Kramer-Bang

We define a random model for the moments of the new eigenfunctions of a point scat-terer on a 2-dimensional rectangular flat torus. In the deterministic setting,Seba conjectured these moments to be asymptotically Gaussian, in the…

Mathematical Physics · Physics 2021-03-05 Thomas Letendre , Henrik Ueberschär