Related papers: Fluctuations of interlacing sequences
We investigate the asymptotic behaviour of networks of interacting non-linear Hawkes processes modeling a homogeneous population of neurons in the large population limit. In particular, we prove a functional central limit theorem for the…
In this paper, we first introduce and define several new information divergences in the space of transition matrices of finite Markov chains which measure the discrepancy between two Markov chains. These divergences offer natural…
The investigation of the behaviour for geometric functionals of random fields on manifolds has drawn recently considerable attention. In this paper, we extend this framework by considering fluctuations over time for the level curves of…
Density dependent Markov population processes in large populations of size $N$ were shown by Kurtz (1970, 1971) to be well approximated over finite time intervals by the solution of the differential equations that describe their average…
When two Markov operators commute, it suggests that we can couple two copies of one of the corresponding processes. We explicitly construct a number of couplings of this type for a commuting family of Markov processes on the set of…
Time-integrated state observables, which quantify the fraction of time spent by the system in a specific pool of states, are important in many fields, such as chemical sensing or the theory of fluorescence spectroscopy. We derive exact…
We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…
We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…
In the Coulomb blockade regime of a ballistic quantum dot, the distribution of conductance peak spacings is well known to be incorrectly predicted by a single-particle picture; instead, matrix element fluctuations of the residual electronic…
We consider the isochrone curves in first-passage percolation on a 2D square lattice, i.e. the boundary of the set of points which can be reached in less than a given time from a certain origin. The occurrence of an instantaneous average…
We show for Markov diffusion processes that the quadratic entropic bound, recently derived for the rate functions of nonequilibrium currents, can be seen as being produced by an effective process that creates current fluctuations in a…
We study the limiting object of a sequence of Markov chains analogous to the limits of graphs, hypergraphs, and other objects which have been studied. Following a suggestion of Aldous, we assign to a sequence of finite Markov chains with…
Random spatial networks-that is, graphs whose connectivity is governed by geometric proximity-have emerged as fundamental models for systems constrained by an underlying spatial structure. A prototypical example is the random geometric…
We consider fragmentation processes with values in the space of marked partitions of $\mathbb{N}$, i.e. partitions where each block is decorated with a nonnegative real number. Assuming that the marks on distinct blocks evolve as…
Measurements of any property of a microscopic system are bound to show significant deviations from the average, due to thermal fluctuations. For time-integrated currents such as heat, work or entropy production in a steady state, it is in…
The notion of a successful coupling of Markov processes, based on the idea that both components of the coupled system ``intersect'' in finite time with probability one, is extended to cover situations when the coupling is unnecessarily…
The paper is concerned with the equilibrium distribution $\Pi_n$ of the $n$-th element in a sequence of continuous-time density dependent Markov processes on the integers. Under a $(2+\a)$-th moment condition on the jump distributions, we…
This contribution presents a review of our present theoretical as well as experimental knowledge of different fluctuation observables relevant to nuclear multifragmentation. The possible connection between the presence of a fluctuation peak…
We study the dynamics of inertial particles in turbulence using datasets obtained from both direct numerical simulations and laboratory experiments of turbulent swirling flows. By analyzing time series of particle velocity increments at…
We consider discrete-time Markov chains and study large deviations of the pair empirical occupation measure, which is useful to compute fluctuations of pure-additive and jump-type observables. We provide an exact expression for the…