Related papers: Fluctuations of interlacing sequences
We present a multivariate central limit theorem for a general class of interacting Markov chain Monte Carlo algorithms used to solve nonlinear measure-valued equations. These algorithms generate stochastic processes which belong to the…
Growth of Young diagrams, equipped with Plancherel measure, follows the automodel equation of Kerov. Using the technology of unitary matrix model we show that such growth process is exactly same as the growth of gap-less phase in…
We derive fluctuation-response inequalities for Markov jump processes that link the fluctuations of general observables to the response to perturbations in the transition rates within a unified framework. These inequalities are derived…
We investigate the convergence in distribution of sequential empirical processes of dependent data indexed by a class of functions F. Our technique is suitable for processes that satisfy a multiple mixing condition on a space of functions…
We consider a class of sparse random matrices, which includes the adjacency matrix of Erd\H{o}s-R\'enyi graphs $\mathcal G(N,p)$ for $p \in [N^{\varepsilon-1},N^{-\varepsilon}]$. We identify the joint limiting distributions of the…
The multiscaling properties of the mixed Obukhov-Novikov shell model of turbulence are investigated numerically and compared with those of the complex GOY model, mostly studied in the recent years. Two types of generic singular fluctuations…
On the basis of perturbed Kolmogorov backward equations and path integral representation, we unify the derivations of the linear response theory and transient fluctuation theorems for continuous diffusion processes from a backward point of…
We consider a system of $N$ neurons, each spiking randomly with rate depending on its membrane potential. When a neuron spikes, its potential is reset to $0$ and all other neurons receive an additional amount $h/N$ of potential, where $ h >…
In order to illuminate the properties of current fluctuations in more than one dimension, we use a lattice-based Markov process driven into a non-equilibrium steady state. Specifically, we perform a detailed study of the particle current…
We study the fluctuation behavior of individual eigenvalues of kernel matrices arising from dense graphon-based random graphs. Under minimal integrability and boundedness assumptions on the graphon, we establish distributional limits for…
We develop a martingale approximation approach to studying the limiting behavior of quadratic forms of Markov chains. We use the technique to examine the asymptotic behavior of lag-window estimators in time series and we apply the results…
We consider a model for chaotic diffusion with amplification on graphs associated with piecewise-linear maps of the interval. We investigate the possibility of having power-law tails in the invariant measure by approximate solution of the…
For a positive self-similar Markov process, X, we construct a local time for the random set, $\Theta$, of times where the process reaches its past supremum. Using this local time we describe an exit system for the excursions of X out of its…
In this work, we consider a finite-state inhomogeneous-time Markov chain whose probabilities of transition from one state to another tend to decrease over time. This can be seen as a cooling of the dynamics of an underlying Markov chain. We…
We give an interpretation of the bilateral exit problem for L\'{e}vy processes via the study of an elementary Markov chain. We exhibit a strong connection between this problem and Krein's theory on strings. For instance, for symmetric…
A generalized Wigner matrix perturbed by a finite-rank deterministic matrix is considered. The fluctuations of the largest eigenvalues, which emerge outside the bulk of the spectrum, and the corresponding eigenvectors, are studied. Under…
In random-matrix ensembles that interpolate between the three basic ensembles (orthogonal, unitary, and symplectic), there exist correlations between elements of the same eigenvector and between different eigenvectors. We study such…
There has been significant interest in the generation of very short-lived superconducting states in solid-state films. Here we consider the role of non-equilibrium superconducting fluctuations in such systems, generated by an interaction…
We investigate the stability of quantum Markov processes with respect to perturbations of their transition maps. In the first part, we introduce a condition number that measures the sensitivity of fixed points of a quantum channel to…
We study random dynamical systems composed of LSV maps with varying parameters, without any mixing assumptions on the base space of random dynamics. We establish a quenched central limit theorem and identify conditions under which the…