Related papers: On a gateway between the Laguerre process and dyna…
Macdonald processes are probability measures on sequences of partitions defined in terms of nonnegative specializations of the Macdonald symmetric functions and two Macdonald parameters q,t in [0,1). We prove several results about these…
We investigate the profound relation between the equations of biological evolution and quantum mechanics by writing a biologically inspired equation for the stochastic dynamics of an ensemble of particles. Interesting behavior is observed…
We study collections of point masses which move freely along the real line and stick together when they collide via perfectly inelastic collisions. We quantify the way particles stick together and explain how to associate a probability…
We study the dynamics of classical particles in different classes of spatially extended self-similar systems, consisting of (i) a self-similar Lorentz billiard channel, (ii) a self-similar graph, and (iii) a master equation. In all three…
We introduce and study a new interacting particles model with a wall and two kinds of interactions - blocking and pushing - which maintain particles in a certain order. We show that it involves a random matrix model.
Putting dynamics into random matrix models leads to finitely many nonintersecting Brownian motions on the real line for the eigenvalues, as was discovered by Dyson. Applying scaling limits to the random matrix models, combined with Dyson's…
The Macdonald symmetric functions are used to define measures on the set of all partitions of all integers. Probabilistic algorithms are given for growing partitions according to these measures. The case of Hall-Littlewood polynomials is…
We study the probability that all eigenvalues of the Laguerre unitary ensemble of n by n matrices are between 0 and t, i.e., the largest eigenvalue distribution. Associated with this probability, in the ladder operator approach for…
For a subfamily of multiplicative measures on integer partitions we give conditions for properly rescaled associated Young diagrams to converge in probability to a certain deterministic curve named the limit shape of partitions. We provide…
The goal of these expository notes is to give an introduction to random matrices for non-specialist of this topic focusing on the link between random matrices and systems of particles in interaction. We first recall some general results…
We introduce a general procedure for directly ascertaining how many independent stochastic sources exist in a complex system modeled through a set of coupled Langevin equations of arbitrary dimension. The procedure is based on the…
This paper is devoted to the construction and study of an equilibrium Glauber-type dynamics of infinite continuous particle systems. This dynamics is a special case of a spatial birth and death process. On the space $\Gamma$ of all locally…
It is quite an interesting phenomenon in Topology that configuration spaces on a manifold M are intrinsically related to certain mapping spaces from M. In this paper we interpret and greatly expand on this relationship. Building (mainly) on…
We study the behavior of a moving wall in contact with a particle gas and subjected to an external force. We compare the fluctuations of the system observed in the microcanonical and canonical ensembles, at varying the number of particles.…
We investigate the parameter dynamics of eigenvalues of Hamiltonians ('level dynamics') defined on symmetric spaces relevant for condensed matter and particle physics. In particular we: 1) identify appropriate reduced manifold on which the…
We consider a random process with discrete time formed by singular values of products of truncations of Haar distributed unitary matrices. We show that this process can be understood as a scaling limit of the Schur process, which gives…
In this paper, we construct a Feller-Dynkin boundary process by applying the method of intertwiners to the coherent family, introduced in our previous work, of Laguerre processes with a fixed parameter. The corresponding boundary process is…
We construct a new equilibrium dynamics of infinite particle systems in a Riemannian manifold $X$. This dynamics is an analog of the Kawasaki dynamics of lattice spin systems. The Kawasaki dynamics now is a process where interacting…
We study unitary invariant random matrix ensembles with singular potentials. We obtain asymptotics for the partition functions associated to the Laguerre and Gaussian Unitary Ensembles perturbed with a pole of order $k$ at the origin, in…
In this paper we study entanglement of the reduced density matrix of a bipartite quantum system in a random pure state. It transpires that this involves the computation of the smallest eigenvalue distribution of the fixed trace Laguerre…