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The Wigner-Dyson-Gaudin-Mehta conjecture asserts that the local eigenvalue statistics of large real and complex Hermitian matrices with independent, identically distributed entries are universal in a sense that they depend only on the…

Probability · Mathematics 2014-07-24 Laszlo Erdos

We prove that the linear statistics of eigenvalues of $\beta$-log gasses satisfying the one-cut and off-critical assumption with a potential $V \in C^6(\mathbb{R})$ satisfy a central limit theorem at all mesoscopic scales $\alpha \in (0;…

Probability · Mathematics 2016-05-18 Florent Bekerman , Asad Lodhia

We will prove the Berry-Esseen theorem for the number counting function of the circular $\beta$-ensemble (C$\beta$E), which will imply the central limit theorem for the number of points in arcs of the unit circle in mesoscopic and…

Probability · Mathematics 2023-12-15 Renjie Feng , Gang Tian , Dongyi Wei

This paper is concerned with the decay estimate of solutions to the semilinear wave equation subject to two localized dampings in a bounded domain. The first one is of the nonlinear Kelvin-Voigt type and is distributed around a neighborhood…

Analysis of PDEs · Mathematics 2023-02-14 Kaïs Ammari , Marcelo M. Cavalcanti , Sabeur Mansouri

One of the fundamental laws of classical statistical physics is the energy equipartition theorem which states that for each degree of freedom the mean kinetic energy $E_k$ equals $E_k=k_B T/2$, where $k_B$ is the Boltzmann constant and $T$…

Statistical Mechanics · Physics 2021-03-25 P. Bialas , J. Spiechowicz , J. Luczka

We show that the linear statistics of eigenvalues of circulant matrix obey the Gaussian central limit theorem for a large class of input sequences.

Probability · Mathematics 2018-02-13 Kartick Adhikari , Koushik Saha

We consider the degenerate Einsteins Brownian motion model when the time interval of the moving particles before the collisions, is reciprocal to the number of particles per unit volume u(x,t), at the point of observation x at time t. The…

Analysis of PDEs · Mathematics 2022-07-01 Isanka Garli Hevage , Akif Ibraguimov , Zeev Sobol

In this work, we establish a Trotter-Kato type theorem. More precisely, we characterize the convergence in distribution of Feller processes by examining the convergence of their generators. The main novelty lies in providing quantitative…

Probability · Mathematics 2024-11-14 Dirk Erhard , Tertuliano Franco , Milton Jara , Eduardo Pimenta

We introduce "local uncertainty relations" in thermal many body systems. Using these relations, we derive basic bounds. These results include the demonstration of universal non-relativistic speed limits (regardless of interaction range),…

Quantum Physics · Physics 2022-07-14 Zohar Nussinov , Saurish Chakrabarty

We show that at any location away from the spectral edge, the eigenvalues of the Gaussian unitary ensemble and its general beta siblings converge to Sine_beta, a translation invariant point process. This process has a geometric description…

Probability · Mathematics 2011-11-10 Benedek Valko , Balint Virag

We study mesoscopic linear statistics for a class of determinantal point processes which interpolates between Poisson and Gaussian Unitary Ensemble statistics. These processes are obtained by modifying the spectrum of the correlation kernel…

Probability · Mathematics 2019-07-23 Kurt Johansson , Gaultier Lambert

Consider a Gaussian stationary sequence with unit variance $X=\{X_k;k\in {\mathbb{N}}\cup\{0\}\}$. Assume that the central limit theorem holds for a weighted sum of the form $V_n=n^{-1/2}\sum^{n-1}_{k=0}f(X_k)$, where $f$ designates a…

Probability · Mathematics 2015-09-30 Yaozhong Hu , David Nualart , Samy Tindel , Fangjun Xu

We generalize the Green-Kubo approach, previously applied to bulk systems of spherically symmetric active particles [J. Chem. Phys. 145, 161101 (2016)], to include spatially inhomogeneous activity. The method is applied to predict the…

Soft Condensed Matter · Physics 2017-09-20 Abhinav Sharma , Joseph Brader

The relativistic generalization of a free Brownian motion theory is presented. The global characteristics of the relaxation are {\it explicitly} found for the velocity and momentum (stochastic) kinetics. It is shown that the thermal…

Condensed Matter · Physics 2016-08-15 Ryszard Zygadło

We use a Stochastic Differential Equation satisfied by Brownian motion taking values in the unit sphere $S_{n-1}subsetmathbb{R}^{n}$ and we obtain a Central Limit Theorem for a sequence of such Brownian motions. We also generalize the…

Probability · Mathematics 2011-11-30 Stavros Vakeroudis , Marc Yor

We establish the first quantitative Berry-Esseen bounds for edge eigenvector statistics in random regular graphs. For any $d$-regular graph on $N$ vertices with fixed $d \geq 3$ and deterministic unit vector $\mathbf{q} \perp \mathbf{e}$,…

Probability · Mathematics 2025-07-18 Leonhard Nagel

We study in this article the hydrodynamic limit in the macroscopic regime of the coupled system of stochastic differential equations, \begin{equation} d\lambda_t^i=\frac{1}{\sqrt{N}} dW_t^i - V'(\lambda_t^i) dt+ \frac{\beta}{2N}…

Probability · Mathematics 2018-01-24 J. Unterberger

Given a vector space of microscopic quantum observables, density functional theory is formulated on its dual space. A generalized Hohenberg-Kohn theorem and the existence of the universal energy functional in the dual space are proven. In…

Nuclear Theory · Physics 2009-09-25 G. Rosensteel , Ts. Dankova

In this paper we study the effect of stochastic perturbations on a common type of moving boundary value PDE's which endorse Stefan boundary conditions, or Stefan problems, and show the existence and uniqueness of the solutions to a number…

Probability · Mathematics 2012-10-29 Zhi Zheng , Richard B. Sowers

We analyze the dynamics of a Brownian gas in contact with a heat bath in which large temperature fluctuations occur. There are two distinct time scales present, one describes the decay of the fluctuations in the temperature and the other…

Statistical Mechanics · Physics 2009-11-11 I. Santamaria-Holek , R. F. Rodriguez