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We develop quantitative error estimates connecting microscopic fluctuation of interacting particle systems with the mobilities of their hydrodynamic limits. Focusing on the Symmetric Simple Exclusion Process and systems of independent…

Probability · Mathematics 2026-03-06 Nicolas Dirr , Zhengyan Wu , Johannes Zimmer

We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…

Mathematical Physics · Physics 2015-06-12 Raphael Lefevere

We study moderate deviations from hydrodynamic limits of a reaction diffusion model. The process is defined as the superposition of the symmetric exclusion process with a Glauber dynamics. When the process starts from a product measure with…

Probability · Mathematics 2024-08-22 Linjie Zhao

We consider a generic Hamiltonian system of nonlinear interacting waves with 3-wave interactions. In the kinetic regime of wave turbulence, which assumes weak nonlinearity and large system size, the relevant observable associated with the…

Statistical Mechanics · Physics 2022-09-07 Jules Guioth , Freddy Bouchet , Gregory L. Eyink

We study existence of probability measure valued jump-diffusions described by martingale problems. We develop a simple device that allows us to embed Wasserstein spaces and other similar spaces of probability measures into locally compact…

Probability · Mathematics 2020-12-03 Martin Larsson , Sara Svaluto-Ferro

We study the time until first occurrence, the first-passage time, of rare density fluctuations in diffusive systems. We approach the problem using a model consisting of many independent random walkers on a lattice. The existence of spatial…

Statistical Mechanics · Physics 2008-05-16 David P. Sanders , Hernán Larralde

We prove an invariance principle for continuous-time random walks in a dynamically averaging environment on $\mathbb Z$. In the beginning, the conductances may fluctuate substantially, but we assume that as time proceeds, the fluctuations…

Probability · Mathematics 2020-09-24 Stein Andreas Bethuelsen , Christian Hirsch , Christian Mönch

We calculate the sample-to-sample fluctuations in the excitation gap of a chaotic dynamical system coupled by a narrow lead to a superconductor. Quantum fluctuations on the order of magnitude of the level spacing, predicted by random-matrix…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 M. C. Goorden , Ph. Jacquod , C. W. J. Beenakker

We study space-time fluctuations around a characteristic line for a one-dimensional interacting system known as the random average process. The state of this system is a real-valued function on the integers. New values of the function are…

Probability · Mathematics 2007-09-12 Marton Balazs , Firas Rassoul-Agha , Timo Seppalainen

Precise asymptotics for moderate deviation probabilities are established for open convex sets in both the finite- and infinite-dimensional settings. Our results are based on the existence of dominating points for these sets, a related…

Probability · Mathematics 2016-09-07 Uwe Einmahl , James Kuelbs

We consider small-time asymptotics for diffusion processes conditioned by their initial and final positions, under the assumption that the diffusivity has a sub-Riemannian structure, not necessarily of constant rank. We show that, if the…

Probability · Mathematics 2018-10-16 Ismael Bailleul , Laurent Mesnager , James Norris

In this paper, we consider the Littlewood-Offord problems in one dimension for the Curie-Weiss models. Let \[Q_n^{+}:=\sup_{x\in\mathbb{R}}\sup_{v_1,v_2,\ldots,v_n\geq 1}P(\sum_{i=1}^{n}v_i\varepsilon_i\in(x-1,x+1)),\]…

Probability · Mathematics 2024-11-18 Yinshan Chang , Xue Peng

In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of…

Statistical Mechanics · Physics 2024-11-22 Jacob B. Hass , Aileen N. Carroll-Godfrey , Eric I. Corwin , Ivan Z. Corwin

In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…

Dynamical Systems · Mathematics 2017-09-15 Getachew K. Befekadu

General conditions for the occurrence of mesoscopic phase fluctuations in condensed matter are considered. The description of different thermodynamic phases, which coexist as a mixture of mesoscopically separated regions, is based on the…

Statistical Mechanics · Physics 2009-11-10 V. I. Yukalov

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner

Consider a system of particles evolving as independent and identically distributed (i.i.d.) random walks. Initial fluctuations in the particle density get translated over time with velocity $\vec{v}$, the common mean velocity of the random…

Probability · Mathematics 2010-09-15 Rohini Kumar

We establish large deviations properties valid for almost every sample path of a class of stationary mixing processes $(X_1,..., X_n,...)$. These properties are inherited from those of $S_n=\sum_{i=1}^nX_i$ and describe how the local…

Probability · Mathematics 2011-12-08 Julien Barral , Patrick Loiseau

How condensed-matter simulations depend on the number of molecules being simulated ($N$) is sometimes itself a valuable piece of information. Liquid crystals provide a case in point. Light scattering and $2d$-IR experiments on…

Soft Condensed Matter · Physics 2024-12-20 Eleftherios Mainas , Richard M. Stratt

Using the theory of large deviations, we analyze the phase transition structure of the Curie-Weiss-Potts spin model, which is a mean-field approximation to the Potts model. This analysis is carried out both for the canonical ensemble and…

Statistical Mechanics · Physics 2007-05-23 Marius Costeniuc , Richard S. Ellis , Hugo Touchette