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Related papers: Tridiagonal Models for Dyson Brownian Motion

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Circular Dyson Brownian motion describes the Brownian dynamics of particles on a circle (periodic boundary conditions), interacting through a logarithmic, long-range two-body potential. Within the log-gas picture of random matrix theory, it…

Statistical Mechanics · Physics 2024-06-11 Wouter Buijsman

We introduce a symmetric tridiagonal matrix-valued process ($\beta$-TMP) $H(t)$ whose diagonal entries $H_{k,k}(t)$ evolve independently via an Ornstein-Uhlenbeck process starting at the origin and the off-diagonal entries $H_{k,k+1}(t)$…

Statistical Mechanics · Physics 2026-05-27 Gernot Akemann , Satya N. Majumdar , Patricia Päßler

Using the Fokker-Planck equation describing the evolution of the transmission eigenvalues for Dyson's Brownian motion ensemble, we calculate the magnetoconductance of a ballistic chaotic dot in in the crossover regime from the orthogonal to…

Condensed Matter · Physics 2009-10-28 Klaus Frahm , Jean-Louis Pichard

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

The instability of flows via two-dimensional perturbations is analyzed theoretically and numerically in a nonmodal framework. The analysis is based on results obtained in [Verschaeve et al. (2018)] showing the inviscid character of the…

Fluid Dynamics · Physics 2020-02-25 Joris C. G. Verschaeve

This paper is about analytic properties of single transfer matrices originating from general block-tridiagonal or banded matrices. Such matrices occur in various applications in physics and numerical analysis. The eigenvalues of the…

Mathematical Physics · Physics 2013-07-04 Luca G Molinari

We consider the eigenvectors of the principal minor of dimension $n< N$ of the Dyson Brownian motion in $\mathbb{R}^{N}$ and investigate their asymptotic overlaps with the eigenvectors of the full matrix in the limit of large dimension. We…

Probability · Mathematics 2024-11-27 Elie Attal , Romain Allez

We define a new diffusive matrix model converging towards the $\beta$ -Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the…

Probability · Mathematics 2013-01-29 Romain Allez , Jean-Philippe Bouchaud , Alice Guionnet

In this paper we consider a large class of super-Brownian motions in $\mathbb{R}$ with spatially dependent branching mechanisms. We establish the almost sure growth rate of the mass located outside a time-dependent interval $(-\delta…

Probability · Mathematics 2023-06-16 Yan-Xia Ren , Ting Yang

We consider a toy model for the study of monitored dynamics in a many-body quantum systems. We study the stochastic Schrodinger equation resulting from the continuous monitoring with a rate $\Gamma$ of a random hermitian operator chosen at…

Statistical Mechanics · Physics 2024-07-02 Federico Gerbino , Pierre Le Doussal , Guido Giachetti , Andrea De Luca

We show that a stochastic flow which is generated by a stochastic differential equation on $\R^d$ with bounded volatility has a random attractor provided that the drift component in the direction towards the origin is larger than a certain…

Probability · Mathematics 2009-09-22 Georgi Dimitroff , Michael Scheutzow

We derive a semi-analytic formula for the transition probability of three-dimensional Brownian motion in the positive octant with absorption at the boundaries. Separation of variables in spherical coordinates leads to an eigenvalue problem…

Computational Finance · Quantitative Finance 2018-05-24 Vadim Kaushansky , Alexander Lipton , Christoph Reisinger

We consider the hydrodynamic limit in the macroscopic regime of the coupled system of stochastic differential equations, $ d\lambda_t^i=\frac{1}{\sqrt{N}} dW_t^i - V'(\lambda_t^i) dt+ \frac{\beta}{2N} \sum_{j\not=i}…

Probability · Mathematics 2019-03-05 Jeremie Unterberger

In this paper, we will present a strong (or pathwise) approximation of standard Brownian motion by a class of orthogonal polynomials. The coefficients that are obtained from the expansion of Brownian motion in this polynomial basis are…

Numerical Analysis · Mathematics 2020-05-21 James Foster , Terry Lyons , Harald Oberhauser

In this article, we study high-dimensional behavior of empirical spectral distributions $\{L_N(t), t\in[0,T]\}$ for a class of $N\times N$ symmetric/Hermitian random matrices, whose entries are generated from the solution of stochastic…

Probability · Mathematics 2020-08-12 Jian Song , Jianfeng Yao , Wangjun Yuan

We exhibit new functions of the eigenvectors of the Dyson Brownian motion which follow an equation similar to the Bourgade-Yau eigenvector moment flow. These observables can be seen as a Fermionic counterpart to the original (Bosonic) ones.…

Probability · Mathematics 2021-08-20 Lucas Benigni

Given a submersion $\phi: M \to N$, where $M$ is Riemannian, we construct a stochastic process $X$ on $M$ such that the image $Y:=\phi(X)$ is a (reversed, scaled) mean curvature flow of the fibers of the submersion. The model example is the…

Probability · Mathematics 2022-09-02 Ching-Peng Huang

We study the asymptotic behaviour of families of gradient flows in a general metric setting, when the metric-dissipation potentials degenerate in the limit to a dissipation with linear growth. We present a general variational definition of…

Analysis of PDEs · Mathematics 2014-09-16 Alexander Mielke , Riccarda Rossi , Giuseppe Savare'

Let us consider a solution of the time-inhomogeneous stochastic differential equation driven by a Brownian motion with drift coefficient $b(t,x)=\rho\,{\rm sgn}(x)|x|^\alpha/t^\beta$. This process can be viewed as a distorted Brownian…

Probability · Mathematics 2012-04-24 Mihai Gradinaru , Yoann Offret

This paper is the third chapter of three of the author's undergraduate thesis. In this paper, we study the convergence of local bulk statistics for linearized covariance matrices under Dyson's Brownian motion. We consider deterministic…

Probability · Mathematics 2017-05-02 Kevin Yang