Related papers: On global fluctuations for non-colliding processes
Out of equilibrium quantum systems, on top of quantum fluctuations, display complex temporal patterns. Such time fluctuations are generically exponentially small in the system volume and can be therefore safely ignored in most of the cases.…
We study a class of close-packed dimer models on the square lattice, in the presence of small but extensive perturbations that make them non-determinantal. Examples include the 6-vertex model close to the free-fermion point, and the dimer…
We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…
Inertial effects in fluctuations of the work to sustain a system in a nonequilibrium steady state are discussed for a dragged massive Brownian particle model using a path integral approach. We calculate the work distribution function in the…
We show that the linear statistics of eigenvalues of circulant matrix obey the Gaussian central limit theorem for a large class of input sequences.
We address the experimentally observed non-Gaussian fluctuations for the energy injected into a closed turbulent flow at fixed Reynolds number. We propose that the power fluctuations mirror the internal kinetic energy fluctuations. Using a…
Dynamical systems with $\epsilon$ small random perturbations appear in both continuous mechanical motions and discrete stochastic chemical kinetics. The present work provides a detailed analysis of the central limit theorem (CLT), with a…
In this work, we obtain the central limit theorem for fluctuations of Young diagrams around their limit shape in the bulk of the "spectrum" of partitions of a large integer n (under the Plancherel measure). More specifically, we show that,…
In this paper we re-examine the traditional problem of connecting the internal fluctuations of a system to its response to external forcings and extend the classical theory in order to be able to encompass also nonlinear processes. With…
We propose and analyze a model for phase transitions in an inhomogeneous fluid membrane, that couples local composition with curvature nonlinearly. For asymmetric membranes, our model shows generic non-Ising behavior and the ensuing phase…
We introduce and study stochastic $N$-particle ensembles which are discretizations for general-$\beta$ log-gases of random matrix theory. The examples include random tilings, families of non-intersecting paths, $(z,w)$-measures, etc. We…
A system driven in the vicinity of its critical point by varying a relevant field in an arbitrary function of time is a generic system that possesses a long relaxation time compared with the driving time scale and thus represents a large…
We review recent investigations of the critical behavior of ferromagnetic $q$-state Potts models on a class of hierarchical lattices, with exchange interactions according to some deterministic but aperiodic substitution rules. The problem…
We consider the multi-time correlation and covariance structure of a random surface growth with a wall introduced in arXiv:0904.2607. It is shown that the correlation functions associated with the model along space-like paths have…
In the paper the rescaled occupation time fluctuation process of a certain empirical system is investigated. The system consists of particles evolving independently according to \alpha-stable motion in R^d, \alpha<d<2\alpha. The particles…
It has recently been pointed out that Hamiltonian particle systems in constant magnetic fields satisfy generalized time-reversal symmetries that enable to prove useful statistical relationships based on equilibrium phase-space probability…
We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…
Using the theory of large deviations, macroscopic fluctuation theory provides a framework to understand the behaviour of non-equilibrium dynamics and steady states in diffusive systems. We extend this framework to a minimal model of…
Fluctuation dissipation theorems connect the linear response of a physical system to a perturbation to the steady-state correlation functions. Until now, most of these theorems have been derived for finite-dimensional systems. However, many…
Consider an ensemble of $N\times N$ non-Hermitian matrices in which all entries are independent identically distributed complex random variables of mean zero and absolute mean-square one. If the entry distributions also possess bounded…