Related papers: On global fluctuations for non-colliding processes

It is known that after scaling a random Motzkin path converges to a Brownian excursion. We prove that the fluctuations of the counting processes of the ascent steps, the descent steps and the level steps converge jointly to linear…

We theoretically study divergent fluctuations of dynamical events at non-ergodic transitions. We first focus on the finding that a non-ergodic transition can be described as a saddle connection bifurcation of an order parameter for a time…

We consider the asymptotic behavior of the fluctuations for the empirical measures of interacting particle systems with singular kernels. We prove that the sequence of fluctuation processes converges in distribution to a generalized…

Collective dynamics result from interactions among noisy dynamical components. Examples include heartbeats, circadian rhythms, and various pattern formations. Because of noise in each component, collective dynamics inevitably involve…

While the warming trends of the Earth's mean temperature are evident at climatological scales, the local temperature at shorter timescales are highly fluctuating. In this letter we show that the probabilities of such fluctuations are…

Macroscopic equations arising out of stochastic particle systems in detailed balance (called dissipative systems or gradient flows) have a natural variational structure, which can be derived from the large-deviation rate functional for the…

We show that if an interlacing particle system in a two-dimensional lattice is a determinantal point process, and the correlation kernel can be expressed as a double integral with certain technical assumptions, then the moments of the…

A critical point of second order, belonging to the universality class of the 3d Ising model, has recently been advocated as a strong candidate for the critical behaviour (at high temperatures) of QCD with non-zero quark masses. The…

We investigate the effects of geometric fluctuations, associated with aperiodic exchange interactions, on the critical behavior of $q$-state ferromagnetic Potts models on generalized diamond hierarchical lattices. For layered exchange…

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…

Highly-diverse ecosystems exhibit a broad distribution of population sizes and species turnover, where species at high and low abundances are exchanged over time. We show that these two features generically emerge in the fluctuating phase…

We develop a formalism to discuss the properties of GENERIC systems in terms of corresponding Hamiltonians that appear in the characterization of large-deviation limits. We demonstrate how the GENERIC structure naturally arises from a…

We prove nonequilibrium fluctuations for the boundary driven symmetric simple exclusion process. We deduce from this result the stationary fluctuations.

Smooth linear statistics of random permutation matrices, sampled under a general Ewens distribution, exhibit an interesting non-universality phenomenon. Though they have bounded variance, their fluctuations are asymptotically non-Gaussian…

For random matrices with block correlation structure we show that the fluctuations of linear eigenvalue statistics are Gaussian on all mesoscopic scales with universal variance which coincides with that of the Gaussian unitary or Gaussian…

Several stochastic processes modeling molecular motors on a linear track are given by random walks (not necessarily Markovian) on quasi 1d lattices and share a common regenerative structure. Analyzing this abstract common structure, we…

We study the real eigenvalue statistics of products of independent real Ginibre random matrices. These are matrices all of whose entries are real i.i.d. standard Gaussian random variables. For such product ensembles, we demonstrate the…

We study spatio-temporal fluctuations in the non-equilibrium dynamics of the d dimensional O(N) in the large N limit. We analyse the invariance of the dynamic equations for the global correlation and response in the slow ageing regime under…

It is shown how the universal correlation function of Brezin and Zee, and Beenakker, for random matrix ensembles of Wigner-Dyson type with density support on a finite interval can be derived using a linear response argument and macroscopic…

For non-equilibrium systems described by finite Markov processes, we consider the number of times that a system traverses a cyclic sequence of states (a cycle). The joint distribution of the number of forward and backward instances of any…