Related papers: Fluctuation scaling limits for positive recurrent …
Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…
Fluctuation scaling has been observed universally in a wide variety of phenomena. In time series that describe sequences of events, fluctuation scaling is expressed as power function relationships between the mean and variance of either…
In this paper we discuss the process convergence of the time dependent fluctuations of linear eigenvalue statistics of random circulant matrices with independent Brownian motion entries, as the dimension of the matrix tends to $\infty $.…
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…
We consider internal diffusion limited aggregation in dimension larger than or equal to two. This is a random cluster growth model, where random walks start at the origin of the d-dimensional lattice, one at a time, and stop moving when…
We present a new, short, self-contained proof of localization properties of multi-dimensional continuum random Schr\"odinger operators in the fluctuation boundary regime. Our method is based on the recent extension of the fractional moment…
We consider the back-reaction of cosmological fluctuations on the local expansion rate averaged over a space-like hypersurface of constant value of a clock field. We show that in the infrared limit, the fluctuations lead to a decrease in…
We analyze the spread of a localized peak of energy into vacuum for nonlinear diffusive processes. In contrast with standard diffusion, the nonlinearity results in a compact wave with a sharp front separating the perturbed region from…
New fluctuation properties arise in problems where both spatial integration and energy summation are necessary ingredients. The quintessential example is given by the short-range approximation to the first order ground state contribution of…
We consider a time-fractional subdiffusion equation with a Caputo derivative in time, a general second-order elliptic spatial operator, and a right-hand side that is non-smooth in time. The presence of the latter may lead to locking…
We consider sequences of additive functionals of difference approximations for uniformly non-degenerate multidimensional diffusions. The conditions are given, sufficient for such a sequence to converge weakly to a W-functional of the…
In this article, we study the fluctuations of linear eigenvalue statistics of reverse circulant $(RC_n)$ matrices with independent entries which satisfy some moment conditions. We show that $\frac{1}{\sqrt{n}} \text{Tr} \phi(RC_n)$ obey the…
We study the diffusive scaling limit for a chain of $N$ coupled oscillators. In order to provide the system with good ergodic properties, we perturb the Hamiltonian dynamics with random flips of velocities, so that the energy is locally…
We introduce a general model of trapping for random walks on graphs. We give the possible scaling limits of these Randomly Trapped Random Walks on $\mathbb {Z}$. These scaling limits include the well-known fractional kinetics process, the…
We consider the decay of a false vacuum in circumstances where the methods suggested by Coleman run into difficulties. We find that in these cases quantum fluctuations play a crucial role. Namely, they naturally induce both an ultraviolet…
In a closed single-particle quantum system, spatial disorder induces Anderson localization of eigenstates and halts wave propagation. The phenomenon is vulnerable to interaction with environment and decoherence, that is believed to restore…
This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations…
We prove that the rescaled one-point fluctuations of the boundary of the percolation cluster in the Bernoulli-Exponential first passage percolation around the diagonal converge to a new family of distributions. The limit law is indexed by…
Using a density matrix description in space we study the evolution of wavepackets in a fluctuating space-time background. We assume that space-time fluctuations manifest as classical fluctuations of the metric. From the non-relativistic…
We establish asymptotic diffusion limits of the non-classical transport equation derived in [E. W. Larsen, A generalized Boltzmann equation for non-classical particle transport, Joint international topical meeting on mathematics &…