Related papers: On a gateway between the Laguerre process and dyna…

We consider matrix-valued processes described as solutions to stochastic differential equations of very general form. We study the family of the empirical measure-valued processes constructed from the corresponding eigenvalues. We show that…

We use a matrix central-limit theorem which makes the Gaussian Unitary Ensemble appear as a limit of the Laguerre Unitary Ensemble together with an observation due to Johansson in order to derive new representations for the eigenvalues of…

We discuss a stochastic particle system consisting of a two-dimensional array of particles living in one space dimension. The stochastic evolution bears a certain similarity to Hammersley's process, and the particle interaction is governed…

Soft materials (e.g., enveloped viruses, liposomes, membranes and supercooled liquids) simultaneously deform or display collective behaviors, while undergoing atomic scale vibrations and collisions. While the multiple space-time character…

Physical mechanisms of phase separation in living systems can play key physiological roles and have recently been the focus of intensive studies. The strongly heterogeneous and disordered nature of such phenomena in the biological domain…

We consider $N\times N$ symmetric random matrices where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove that the eigenvalue spacing statistics in the bulk of the…

We study a class of discrete models in which a collection of particles evolves in time following the gradient flow of an energy depending on the cell areas of an associated Laguerre (i.e. a weighted Voronoi) tessellation. We consider the…

We introduce and apply a novel efficient method for the precise simulation of stochastic dynamical processes on locally tree-like graphs. Networks with cycles are treated in the framework of the cavity method. Such models correspond, for…

We study asymptotics of the partition function $Z_N$ of a Laguerre-type random matrix model when the matrix order $N$ tends to infinity. By using the Deift-Zhou steepest descent method for Riemann-Hilbert problems, we obtain an asymptotic…

The paper addresses one-dimensional transport in a Goupillaud medium (a layered medium in which the layer thickness is proportional to the propagation speed), as a prototypical case of wave propagation in random media. Suitable stochastic…

Bounds on the log partition function are important in a variety of contexts, including approximate inference, model fitting, decision theory, and large deviations analysis. We introduce a new class of upper bounds on the log partition…

We introduce the Plancherel measure on the set of partition collections, which parameterize irreducible representations of order n general linear group over a finite field. We prove that as n goes to infinity, the random partitions from the…

We generalize the diffusion-limited aggregation by issuing many randomly-walking particles, which stick to a cluster at the discrete time unit providing its growth. Using simple combinatorial arguments we determine probabilities of…

As an extension of the theory of Dyson's Brownian motion models for the standard Gaussian random-matrix ensembles, we report a systematic study of hermitian matrix-valued processes and their eigenvalue processes associated with the chiral…

The probability distributions, as well as the mean values of stochastic currents and fluxes, associated with a driven Langevin process, provide a good and topologically protected measure of how far a stochastic system is driven out of…

A new class of relativistic diffusions encompassing all the previously studied examples has recently been introduced by C. Chevalier and F. Debbasch, both in a heuristic and analytic way. A pathwise approach of these processes is proposed…

We study the hard edge limit of a multilevel extension of the Laguerre $\beta$-ensemble at zero temperature. In particular, we show that asymptotically the ensemble is given by Gaussians with covariance matrix expressible in terms of the…

We study the dynamics of waves, oscillations, and other spatio-temporal patterns in stochastic evolution systems, including SPDE and stochastic integral equations. Representing a given pattern as a smooth, stable invariant manifold of the…

Considering the dynamics of non-interacting particles randomly moving on a lattice, the occurrence of a discontinuous transition in the values of the lattice parameters (lattice spacing and hopping times) determines the uprisal of two…

We expand on a recent study of a lattice model of interacting particles [Phys. Rev. Lett. 111, 110601 (2013)]. The adsorption isotherm and equilibrium fluctuations in particle number are discussed as a function of the interaction. Their…