Related papers: Eigenfunction statistics of Laguerre Brownian ense…
The local statistical fluctuations in Brownian ensembles, the intermediate state of perturbation of one classical ensemble by another one, are system-size invariant if the perturbation parameter has the same size-dependence as that of the…
In this paper we examine the zero and first order eigenvalue fluctuations for the $\beta$-Hermite and $\beta$-Laguerre ensembles, using the matrix models we described in \cite{dumitriu02}, in the limit as $\beta \to \infty$. We find that…
The article reviews recent developments in the theory of fluctuations and correlations of energy levels and eigenfunction amplitudes in diffusive mesoscopic samples. Various spatial geometries are considered, with emphasis on…
We study the limiting behavior of the $k$-th eigenvalue $x_k$ of unitary invariant ensembles with Freud-type and uniform convex potentials. As both $k$ and $n-k$ tend to infinity, we obtain Gaussian fluctuations for $x_k$ in the bulk and…
We use a matrix central-limit theorem which makes the Gaussian Unitary Ensemble appear as a limit of the Laguerre Unitary Ensemble together with an observation due to Johansson in order to derive new representations for the eigenvalues of…
In the regime where the parameter beta is proportional to the reciprocal of the system size, it is known that the empirical distribution of Gaussian beta ensembles (resp.\ beta Laguerre ensembles) converges to a probability measure of…
Recent results on the stationary state Fluctuation Theorems for work and heat fluctuations of Langevin systems are presented. The relevance of finite time corrections in understanding experimental and simulation results is explained in the…
We discuss two topics on the experimental measurements of fluctuation observables in relativistic heavy-ion collisions. First, we discuss the effects of the thermal blurring, i.e. the blurring effect arising from the experimental…
We study the global spectrum fluctuations for $\beta$-Hermite and $\beta$-Laguerre ensembles via the tridiagonal matrix models introduced in \cite{dumitriu02}, and prove that the fluctuations describe a Gaussian process on monomials. We…
We consider global fluctuations of the spectrum of the GUE. Using results on the linear statistics of such matrices as well as variance bounds on the eigenvalues, we show that under a suitable scaling, global fluctuations of the spectrum…
Non-equilibrium stationary fluctuations may exhibit a special symmetry called fluctuation relations (FR). Here, we show that this property is always satisfied by the subtraction of two random and independent variables related by a…
We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…
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 consider a model of active Brownian particles with velocity-alignment in two spatial dimensions with passive and active fluctuations. Hereby, active fluctuations refers to purely non-equilibrium stochastic forces correlated with the…
In dissipative dynamical systems phase space volumes contract, on average. Therefore, the invariant measure on the attractor is singular with respect to the Lebesgue measure. As noted by Ruelle, a generic perturbation pushes the state out…
The volume fluctuations in statistical mechanics are discussed. First, the volume fluctuations in ensembles with a fixed external pressure, the so called pressure ensembles, are considered. Second, a generalization of the pressure ensembles…
This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…
Dynamical instrument limitations, such as finite detection bandwidth, do not simply add statistical errors to fluctuation measurements, but can create significant systematic biases that affect the measurement of steady-state properties.…
The Lamperti transform offers a powerful bridge between self-similar processes and stationary dynamics, making it especially useful for analyzing anomalous diffusion models that lack stationary increments. In this paper we examine the…
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…