Related papers: Criticality in Brownian ensembles
We study active Brownian particles as a paradigm for genuine non-equilibrium phase transitions. Access to the critical point in computer simulations is obstructed by the fact that the density is conserved. We propose a modification of…
The spectral properties of a disordered system with few interacting three-dimensional spinless fermions are investigated. We show the existence of a critical spacings distribution which is invariant upon increase of the system size, but…
We investigate the statistical properties of the eigenvalues and eigenvectors in a random matrix ensemble with $H_{ij}\sim |i-j|^{-\mu}$. It is known that this model shows a localization-delocalization transition (LDT) as a function of the…
We study the current of particles that move independently in a common static random environment on the one-dimensional integer lattice. A two-level fluctuation picture appears. On the central limit scale the quenched mean of the current…
The multiplicity fluctuations of hadrons are studied within the statistical hadron-resonance gas model in the large volume limit. The role of quantum statistics and resonance decay effects are discussed. The microscopic correlator method is…
We study the emergence of typicality in classical systems with a large number of binary state variables. We show analytically that for sufficiently large subsets of the complete state space, state functions which can be associated with…
Using the level--spacing distribution and the total probability function of the numbers of levels in a given energy interval we analyze the crossover of the level statistics between the delocalized and the localized regimes. By numerically…
We show that the structure of the fluctuations close to spinodals and mean-field critical points is qualitatively different than the structure close to non-mean-field critical points. This difference has important implications for many…
We investigate the existence of invariant measures for self-stabilizing diffusions. These stochastic processes represent roughly the behavior of some Brownian particle moving in a double-well landscape and attracted by its own law. This…
We analyze ecological systems that are influenced by random environmental fluctuations. We first provide general conditions which ensure that the species coexist and the system converges to a unique invariant probability measure (stationary…
Collisional Brownian engines have attracted significant attention due to their simplicity, experimental accessibility, and amenability to exact analytical solutions. While previous research has predominantly focused on optimizing mean…
Due to the equivalence of the statistical ensembles thermostatic properties of physical systems with short-range interactions can be calculated in different ensembles leading to the same physics. In particular, the ensemble equivalence…
We study the fluctuation-dissipation theorem for a Brownian particle driven into a nonequilibrium steady state experimentally. We validate two different theoretical variants of a generalized fluctuation-dissipation theorem. Furthermore, we…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
Let $\{U^N_t\}_{t\ge 0}$ be a standard Brownian motion on $\mathbb{U}(N)$. For fixed $N\in\mathbb{N}$ and $t>0$, we give explicit bounds on the $L_1$-Wasserstein distance of the empirical spectral measure of $U^N_t$ to both the…
We study the dynamics of quantum statistical ensembles at first-order phase transition points of finite macroscopic systems. First, we show that at the first-order phase transition point of systems with an order parameter that does not…
Brownian multiplicative chaos measures, introduced in [Jeg20, AHS20, BBK94], are random Borel measures that can be formally defined by exponentiating $\gamma$ times the square root of the local times of planar Brownian motion. So far, only…
We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…
The general fluctuation theory is reviewed with special attention to the role played by different ensembles, and is extended to incorporate stationary metastable states obtained in the long time limit. The fluctuation in a quantity depends…
Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…