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Related papers: Criticality in Brownian ensembles

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We study the dynamics of fluctuations at the critical point for two time-asymmetric version of the Curie-Weiss model for spin systems that, in the macroscopic limit, undergo a Hopf bifurcation. The fluctuations around the macroscopic limit…

Probability · Mathematics 2017-03-23 Paolo Dai Pra , Daniele Tovazzi

In this paper we study mesoscopic fluctuations for Dyson's Brownian motion with $\beta=2$. Dyson showed that the Gaussian Unitary Ensemble (GUE) is the invariant measure for this stochastic evolution and conjectured that, when starting from…

Mathematical Physics · Physics 2013-12-17 Maurice Duits , Kurt Johansson

A diffusive system coupled to unequal boundary reservoirs reaches a non-equilibrium steady state. While the full-counting-statistics of current fluctuations in these states are well understood for generic systems, results for steady-state…

Statistical Mechanics · Physics 2026-01-29 Soumyabrata Saha , Tridib Sadhu

We show that in periodically driven systems, along with the delta-peak at the driving frequency, the spectral density of fluctuations displays extra features. These can be peaks or dips with height quadratic in the driving amplitude, for…

Statistical Mechanics · Physics 2015-06-23 Yaxing Zhang , Yukihiro Tadokoro , M. I. Dykman

We investigate the statistical properties of translation invariant random fields (including point processes) on Euclidean spaces (or lattices) under constraints on their spectrum or structure function. An important class of models that…

Probability · Mathematics 2022-02-07 Kartick Adhikari , Subhroshekhar Ghosh , Joel L. Lebowitz

We revisit here the problem of the collective non-equilibrium dynamics of a classical statistical system at a critical point and in the presence of surfaces. The effects of breaking separately space- and time-translational invariance are…

Statistical Mechanics · Physics 2014-11-24 Matteo Marcuzzi , Andrea Gambassi

We apply the macroscopic fluctuation theory (MFT) to study the large-scale dynamical properties of Brownian particles with arbitrary pairwise interaction. By combining it with standard results of equilibrium statistical mechanics for the…

Statistical Mechanics · Physics 2026-05-19 Aurélien Grabsch , Davide Venturelli , Olivier Bénichou

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…

Statistical Mechanics · Physics 2007-12-12 Tooru Taniguchi , E. G. D. Cohen

The asymptotic equivalence of canonical and microcanonical ensembles is a central concept in statistical physics, with important consequences for both theoretical research and practical applications. However, this property breaks down under…

Statistical Mechanics · Physics 2023-05-30 Qi Zhang , Diego Garlaschelli

We investigate the spectral statistics of Hermitian matrices in which the elements are chosen uniformly from U (1), called the uni-modular ensemble (UME), in the limit of large matrix size. Using three complimentary methods; a…

Mathematical Physics · Physics 2017-09-13 Christopher H. Joyner , Uzy Smilansky , Hans A. Weidenmüller

Employing different statistical ensembles may lead to qualitatively different results concerning averages of physical observables on the mesoscopic scale. Here we discuss differences between the canonical and the grandcanonical ensembles…

Mesoscale and Nanoscale Physics · Physics 2015-06-25 Alex Kamenev , Yuval Gefen

We construct a dynamical field theory for noninteracting Brownian particles in the presence of a quenched Gaussian random potential. The main variable for the field theory is the density fluctuation which measures the difference between the…

Disordered Systems and Neural Networks · Physics 2020-12-02 Wonsang Lee , Joonhyun Yeo

Phase transitions not allowed in equilibrium steady states may happen however at the fluctuating level. We observe for the first time this striking and general phenomenon measuring current fluctuations in an isolated diffusive system. While…

Statistical Mechanics · Physics 2011-10-31 Pablo I. Hurtado , Pedro L. Garrido

Both classical and respectively quantum observables can be modeled as somewhat similar examples of random variables. In such a model the associated measurements preserve the values spectrum of an observable but change the corresponding…

Statistical Mechanics · Physics 2008-03-20 S. Dumitru , A. Boer

We analytically describe the decay to equilibrium of generic observables of a non-integrable system after a perturbation in the form of a random matrix. We further obtain an analytic form for the time-averaged fluctuations of an observable…

Quantum Physics · Physics 2019-06-05 Charlie Nation , Diego Porras

The asymptotic (non)equivalence of canonical and microcanonical ensembles, describing systems with soft and hard constraints respectively, is a central concept in statistical physics. Traditionally, the breakdown of ensemble equivalence…

Statistical Mechanics · Physics 2023-05-25 Qi Zhang , Diego Garlaschelli

For studying the thermodynamic properties of systems using statistical mechanics we propose an ensemble that lies in between the familiar canonical and microcanonical ensembles. From a comparative study of these ensembles we conclude that…

Statistical Mechanics · Physics 2007-05-23 R. P. Venkataraman

Hidden stochastic effects acting uniformly on a many-particle system can generate strong correlations and macroscopic relative fluctuations that persist at large system sizes, even when the particles themselves remain causally independent.…

Statistical Mechanics · Physics 2026-03-03 Kristian Stølevik Olsen

We investigate the relation between various statistical ensembles of finite systems. If ensembles differ at the level of fluctuations of the order parameter, we show that the equations of states can present major differences. A sufficient…

Statistical Mechanics · Physics 2009-11-07 F. Gulminelli , Ph. Chomaz

Recent works on the decoherent histories formalism suggested that macroscopic quantities (extensive sums of local observables) in quantum many-body systems can be consistently monitored: The existence of past measurements does not alter…

Quantum Physics · Physics 2026-03-18 Xiangyu Cao