Related papers: Fluctuations of interlacing sequences
We consider the probability measures on Young diagrams in the $n \times k$ rectangle obtained by piecewise-continuously differentiable specializations of Schur polynomials in the dual Cauchy identity. We use a free fermionic representation…
Studying the subexponential convergence towards equilibrium of a strong Markov process, we exhibit an intermediate Lyapunov condition equivalent to the control of some moment of a hitting time. This provides a link, similar (although more…
In this Article we review some recent progresses in the field of non-equilibrium linear response theory. We show how a generalization of the fluctuation-dissipation theorem can be derived for Markov processes, and discuss the…
Model reduction of Markov processes is a basic problem in modeling state-transition systems. Motivated by the state aggregation approach rooted in control theory, we study the statistical state compression of a discrete-state Markov chain…
Based on earlier work by Carlen-Maas and the second- and third-named author, we introduce the notion of intertwining curvature lower bounds for graphs and quantum Markov semigroups. This curvature notion is stronger than both Bakry-\'Emery…
The propagation of chaos and associated law of large numbers for mean-field interacting age-dependent Hawkes processes (when the number of processes n goes to +$\infty$) being granted by the study performed in (Chevallier, 2015), the aim of…
We study Markov chains formed by squared singular values of products of truncated orthogonal, unitary, symplectic matrices (corresponding to the Dyson index $\beta = 1,2,4$ respectively) where time corresponds to the number of terms in the…
We consider the first-passage percolation problem on the random graph with vertex set N\times{0,1}, edges joining vertices at Euclidean distance equal to unity and independent exponential edge weights. We provide a central limit theorem for…
Numerical observations on a Markov chain and on the continuous Markov process performed by a granular tracer show that the ``usual'' fluctuation relation for a given observable is not verified for finite (but arbitrarily large) times. This…
Two fundamental theorems by Spitzer/Erickson and Kesten/Maller on the fluctuation type (positive divergence, negative divergence or oscillation) of a real-valued random walk $(S_{n})_{n\ge 0}$ with iid increments $X_{1},X_{2},\ldots$ and…
In this article, the joint fluctuations of the extreme eigenvalues and eigenvectors of a large dimensional sample covariance matrix are analyzed when the associated population covariance matrix is a finite-rank perturbation of the identity…
These notes give a summary of techniques used in large deviation theory to study the fluctuations of time-additive quantities, called dynamical observables, defined in the context of Langevin-type equations, which model equilibrium and…
In two recent publications [Commun. PDE, vol.22, p.307--335 (1997), Commun. Math. Phys., vol.203, p.1--19 (1999)], A. Komech, M. Kunze and H. Spohn studied the joint dynamics of a classical point particle and a wave type generalization of…
We study Markov processes where the "time" parameter is replaced by paths in a directed graph from an initial vertex to a terminal one. Along each directed path the process is Markov and has the same distribution as the one along any other…
This paper considers the optimal control of time varying continuous time Markov chains whose transition rates are themselves Markov processes. In one set of problems the solution of an ordinary differential equation is shown to determine…
Rate processes are simple and analytically tractable models for many dynamical systems which switch stochastically between a discrete set of quasi stationary states but they may also approximate continuous processes by coarse grained,…
There is an abundance of useful fluctuation identities for one-sided L\'evy processes observed up to an independent exponentially distributed time horizon. We show that all the fundamental formulas generalize to time horizons having matrix…
We consider the Fleming--Viot particle system associated with a continuous-time Markov chain in a finite space. Assuming irreducibility, it is known that the particle system possesses a unique stationary distribution, under which its…
A generalization of the Lorenz equations is proposed where the variables take values in a Lie algebra. The finite dimensionality of the representation encodes the quantum fluctuations, while the non-linear nature of the equations can…
Establishing cutoff, an abrupt transition from "not mixed" to "well mixed", is a classical topic in the theory of mixing times for Markov chains. Interest has grown recently in determining not only the existence of cutoff and the order of…