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The Fluctuation Theorem gives an analytical expression for the probability of observing second law violating dynamical fluctuations, in nonequilibrium systems. At equilibrium statistical mechanical fluctuations are known to be ensemble…
A fully quantum treatment of Einstein's Brownian motion is given, showing in particular the role played by the two original requirements of translational invariance and connection between dynamics of the Brownian particle and atomic nature…
We examine two stochastic processes with random parameters, which in their basic versions (i.e., when the parameters are fixed) are Gaussian and display long range dependence and anomalous diffusion behavior, characterized by the Hurst…
We study small-scale and high-frequency turbulent fluctuations in three-dimensional flows under Fourier-mode reduction. The Navier-Stokes equations are evolved on a restricted set of modes, obtained as a projection on a fractal or…
We investigate the spectral fluctuation properties of constrained ensembles of random matrices (defined by the condition that a number N(Q) of matrix elements vanish identically; that condition is imposed in unitarily invariant form) in the…
The exact large deviation function (ldf) for the fluctuations of the energy density field is computed for a chain of Ising (or more generally Potts) spins driven by a zero-temperature (dissipative) Glauber dynamics and sustained in a non…
Non-Hermitian PT-symmetric models have been extensively studied in recent years. Following the seminal work that reduced classical random matrix ensembles to a tridiagonal form, several efforts have aimed to generalize this framework to…
We use a mesoscopic computer simulation method to study the interplay between hydrodynamic and Brownian fluctuations during steady-state sedimentation of hard sphere particles for Peclet numbers (Pe) ranging from 0.1 to 15. Even when the…
In this paper, we study random features manifested in components of energy eigenfunctions of quantum chaotic systems, given in the basis of unperturbed, integrable systems. Based on semiclassical analysis, particularly on Berry's…
We place limits on semiclassical fluctuations that might be present in the primordial perturbation spectrum. These can arise if some signatures of pre-inflationary features survive the expansion, or could be created by whatever mechanism…
We study the fluctuation of the eigenvalue number of any fixed interval $\Delta=[a,b]$ inside the spectrum for $\beta$- ensembles of random matrices in the case $\beta=1,2,4$. We assume that the potential $V$ is polynomial and consider the…
We find that the conditional statistics of temperature difference at fixed values of the locally averaged temperature dissipation rate in turbulent convection become Gaussian in the regime where the mixing dynamics is expected to be driven…
Real time excitations in the broken symmetry phase of the classical Abelian Higgs model are investigated numerically in the unitary gauge. Persistent correlation is detected at finite energy density between the scalar and the longitudinal…
In this paper we address the problem of consistently construct Langevin equations to describe fluctuations in non-linear systems. Detailed balance severely restricts the choice of the random force, but we prove that this property together…
We consider the quadratic form of a general deterministic matrix on the eigenvectors of an $N\times N$ Wigner matrix and prove that it has Gaussian fluctuation for each bulk eigenvector in the large $N$ limit. The proof is a combination of…
We discuss metric perturbations of the relativistic diffusion equation around the homogeneous Juttner equilibrium of massless particles in a homogeneous expanding universe. The metric perturbation describes matter distribution and the…
Fluctuations in small biological systems can be crucial for their function. Large-deviation theory characterizes such rare events from the perspective of stochastic processes. In most cases it is very difficult to directly determine the…
Entanglement fluctuations associated with Schr\"{o}dinger evolution of wavefunctions offer a unique perspective on various fundamental issues ranging from quantum thermalization to state preparation in quantum devices. Very recently, a…
The notion of the stationary equilibrium ensemble has played a central role in statistical mechanics. In machine learning as well, training serves as generalized equilibration that drives the probability distribution of model parameters…
Coarse-grained Langevin-type effective field equations are derived for classical systems of particles. These equations include the effects of thermal fluctuation and dissipation which may arise from coupling to an external bath, as in the…