Related papers: Hydrodynamical spectral evolution for random matri…
We consider $N\times N$ symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove…
In this work, we investigate the existence and properties of Gaussian-like densities for weak solutions of multidimensional stochastic differential equations driven by a mixture of completely correlated fractional Brownian motions. We…
We define a new diffusive matrix model converging towards the $\beta$-Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the…
We investigate the Maximal Entropy Simple Symmetric Exclusion Process (MESSEP) on a discrete ring with L sites and N indistinguishable particles. Its eigenfunctions are Schur polynomials evaluated at the L-th roots of unity, yielding an…
The goal of this paper is to establish a relation between characteristic polynomials of $N\times N$ GUE random matrices $\mathcal{H}$ as $N\to\infty$, and Gaussian processes with logarithmic correlations. We introduce a regularized version…
The Lagrangian dynamics of a single fluid element within a self-gravitational matter field is intrinsically non-local due to the presence of the tidal force. This complicates the theoretical investigation of the non-linear evolution of…
We obtain solutions to conservation laws under any random initial conditions that are described by Gaussian stochastic processes (in some cases discretized). We analyze the generalization of Burgers' equation for a smooth flux function…
We endow the elements of a random matrix drawn from the Gaussian Unitary Ensemble with a Dyson Brownian motion dynamics. We initialize the dynamics of the eigenvalues with all of them lumped at the origin, but one outlier. We solve the…
We consider certain noncolliding interacting particle systems driven by Brownian noise. A key example is drifted Brownian motions conditioned not to intersect and related models of eigenvalues of Hermitian random matrices. We establish…
We investigate numerical approximations for the stochastic Burgers equation driven by an additive cylindrical fractional Brownian motion with Hurst parameter $H \in (\frac{1}{2}, 1)$. To discretize the continuous problem in space, a…
It is shown that time reversibility of Hamiltonian microscopic dynamics and Gibbs canonical statistical ensemble of initial conditions for it together produce an exact virial expansion for probability distribution of path of molecular…
In the last decade there has been increasing interest in the fields of random matrices, interacting particle systems, stochastic growth models, and the connections between these areas. For instance, several objects appearing in the limit of…
We consider the noncolliding Brownian motion (BM) with $N$ particles starting from the eigenvalue distribution of Gaussian unitary ensemble (GUE) of $N \times N$ Hermitian random matrices with variance $\sigma^2$. We prove that this process…
Standard approach to dynamical random matrix models relies on the description of trajectories of eigenvalues. Using the analogy from optics, based on the duality between the Fermat principle(trajectories) and the Huygens principle…
We study classical binary fluid mixtures in which densities vary on very short time (ps) and length (nm) scales, such that hydrodynamics does not apply. In a pure fluid with a localized heat pulse the breakdown of hydrodynamics was overcome…
The eigenvalue statistics for complex $N \times N$ Wishart matrices $X_{r,s}^\dagger X_{r,s}$, where $ X_{r,s}$ is equal to the product of $r$ complex Gaussian matrices, and the inverse of $s$ complex Gaussian matrices, are considered. In…
Putting dynamics into random matrix models leads to finitely many nonintersecting Brownian motions on the real line for the eigenvalues, as was discovered by Dyson. Applying scaling limits to the random matrix models, combined with Dyson's…
We study the autophoretic motion of a spherical active particle interacting chemically and hydrodynamically with its fluctuating environment in the limit of rapid diffusion and slow viscous flow. Then, the chemical and hydrodynamic fields…
We consider one-dimensional, locally finite interacting particle systems with two conservation laws. The models have a family of stationary measures with product structure and we assume the existence of a uniform bound on the inverse of the…
We show that the derivative of the logarithm of the average characteristic polynomial of a diffusing Wishart matrix obeys an exact partial differential equation valid for an arbitrary value of N, the size of the matrix. In the large N…