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We consider a stationary fluid queue with fractional Brownian motion input. Conditional on the workload at time zero being greater than a large value $b$, we provide the limiting distribution for the amount of time that the workload process…

Probability · Mathematics 2009-12-11 Hernan Awad , Peter Glynn

In this paper, a comprehensive examination of the temperature- and bias-dependent diffusion regimes of underdamped Brownian particles is presented. A temperature threshold for a transition between anomalous and normal diffusive behaviors is…

Statistical Mechanics · Physics 2021-11-16 Trey Jiron , Marygrace Prinster , Jarrod Schiffbauer

We consider Brownian motions with one-sided collisions, meaning that each particle is reflected at its right neighbour. For a finite number of particles a Sch\"{u}tz-type formula is derived for the transition probability. We investigate an…

Mathematical Physics · Physics 2015-04-23 Patrik L. Ferrari , Herbert Spohn , Thomas Weiss

We consider the quantisation of the Artin dynamical system defined on the fundamental region of the modular group. In classical regime the geodesic flow in the fundamental region represents one of the most chaotic dynamical systems, it has…

High Energy Physics - Theory · Physics 2019-10-15 Hrachya Babujian , Rubik Poghossian , George Savvidy

The motion of a free quantum particle in a thermal environment is usually described by the quantum Langevin equation, where the effect of the bath is encoded through a dissipative and a noise term, related to each other via the fluctuation…

Statistical Mechanics · Physics 2020-12-16 Avijit Das , Abhishek Dhar , Ion Santra , Urbashi Satpathi , Supurna Sinha

We introduce a model of the quantum Brownian motion coupled to a classical neat bath by using the operator differential proposed in the quantum analysis. We then define the heat operator by adapting the idea of the stochastic energetics.…

Statistical Mechanics · Physics 2017-09-18 T. Koide

In the context of chaotic quantum many-body systems, we show that operator growth, as diagnosed by out-of-time-order correlators of local operators, also leaves a sharp imprint in out-of-time-order correlators of global operators. In…

Quantum Physics · Physics 2023-07-19 Tianci Zhou , Brian Swingle

The scrambling rate $\lambda_L$ associated with the exponential growth of out-of-time-ordered correlators can be used to characterize quantum chaos. Here we use the Majorana Fermion representation of spin $1/2$ systems to study quantum…

Statistical Mechanics · Physics 2019-04-10 Yahya Alavirad , Ali Lavasani

We consider the Brownian SYK model of $N$ interacting Majorana fermions, with random couplings that are taken to vary independently at each time. We study the out-of-time-ordered correlators (OTOCs) of arbitrary observables and the…

Quantum Physics · Physics 2019-11-14 Christoph Sünderhauf , Lorenzo Piroli , Xiao-Liang Qi , Norbert Schuch , J. Ignacio Cirac

This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…

Probability · Mathematics 2020-08-20 Solesne Bourguin , Siragan Gailus , Konstantinos Spiliopoulos

For systems in an externally controllable time-dependent potential, the optimal protocol minimizes the mean work spent in a finite-time transition between given initial and final values of a control parameter. For an initially thermalized…

Statistical Mechanics · Physics 2015-05-13 Tim Schmiedl , Eckhard Dieterich , Peter-Simon Dieterich , Udo Seifert

Higher spin Dirac operators on both the continuum sphere($S^2$) and its fuzzy analog($S^2_F$) come paired with anticommuting chirality operators. A consequence of this is seen in the fermion-like spectrum of these operators which is…

High Energy Physics - Theory · Physics 2010-10-28 Sanatan Digal , Pramod Padmanabhan

We consider discrete one-dimensional Schr\"odinger operators whose potentials are generated by sampling along the orbits of a general hyperbolic transformation. Specifically, we show that if the sampling function is a non-constant H\"older…

Spectral Theory · Mathematics 2020-11-23 Artur Avila , David Damanik , Zhenghe Zhang

We study the driven Brownian motion of hard rods in a one-dimensional cosine potential with an amplitude large compared to the thermal energy. In a closed system, we find surprising features of the steady-state current in dependence of the…

Statistical Mechanics · Physics 2018-10-24 Dominik Lips , Artem Ryabov , Philipp Maass

The fluctuation-dissipation theorem is a central theorem in nonequilibrium statistical mechanics by which the evolution of velocity fluctuations of the Brownian particle under a fluctuating environment is intimately related to its…

Statistical Mechanics · Physics 2015-05-14 Jen-Tsung Hsiang , Tai-Hung Wu , Da-Shin Lee

We study the large fluctuations of the work injected by the random force into a Brownian particle under the action of a confining harmonic potential. In particular, we compute analytically the rate function for generic uncorrelated initial…

Statistical Mechanics · Physics 2024-12-11 Giovanni Battista Carollo , Massimiliano Semeraro , Giuseppe Gonnella , Marco Zamparo

We calculate the probability distribution function (PDF) of an overdamped Brownian particle moving in a periodic potential energy landscape $U(x)$. The PDF is found by solving the corresponding Smoluchowski diffusion equation. We derive the…

Statistical Mechanics · Physics 2018-11-21 Matan Sivan , Oded Farago

We study the trajectorywise blowup behavior of a semilinear partial differential equation that is driven by a mixture of multiplicative Brownian and fractional Brownian motion, modeling different types of random perturbations. The linear…

Probability · Mathematics 2023-01-06 Marco Dozzi , Ekaterina T. Kolkovska , José A. López-Mimbela , Rim Touibi

We study a model of $ N $ mutually repellent Brownian motions under confinement to stay in some bounded region of space. Our model is defined in terms of a transformed path measure under a trap Hamiltonian, which prevents the motions from…

Probability · Mathematics 2007-05-23 Stefan Adams , Jean-Bernard Bru , Wolfgang Koenig

In classical chaotic systems the entropy, averaged over initial phase space distributions, follows an universal behavior. While approaching thermal equilibrium it passes through a stage where it grows linearly, while the growth rate, the…

High Energy Physics - Theory · Physics 2022-02-16 Georg Maier , Andreas Schäfer , Sebastian Waeber
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