Related papers: Fluctuations and Correlations in a Model of Extrem…
Noncolliding diffusion processes reported in the present paper are $N$-particle systems of diffusion processes in one-dimension, which are conditioned so that all particles start from the origin and never collide with each other in a finite…
We analyse the effect of quenched uncorrelated randomness coupling to the local energy density of a model consisting of N coupled two-dimensional Ising models. For N>2 the pure model exhibits a fluctuation-driven first order transition,…
In the paper, we study fluctuations over several ensembles of maximum-entropy random networks. We derive several fluctuation-dissipation relations characterizing susceptibilities of different networks to changes in external fields. In the…
Approximate expressions for correlation functions in binary inhomogeneous mixtures are derived in a framework of the mesoscopic theory [Ciach A., Mol. Phys., 2011, {\textbf{109}}, 1101]. Fluctuation contribution is taken into account in a…
Randomly coupled Ising spins constitute the classical model of collective phenomena in disordered systems, with applications covering ferromagnetism, combinatorial optimization, protein folding, stock market dynamics, and social dynamics.…
Mixed order transitions are those which show a discontinuity of the order parameter as well as a divergent correlation length. We show that the behaviour of the order parameter correlation function along the transition line of mixed order…
Fluctuation theorems show how coarse graining transforms microscopic symmetry into observable irreversibility. Here we ask whether an analogous symmetrybased diagnostic can be constructed for financial markets. At the microscopic level,…
Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…
We consider spin models on complex networks frequently used to model social and technological systems. We study the annealed ferromagnetic Ising model for random networks with either independent edges (Erd\H{o}s-R\'enyi), or with prescribed…
In this work we investigate the phenomena associated with the new thresholds in the spectrum of excitations arising when different one-dimensional strongly interacting systems are voltage biased and weakly coupled by tunneling. We develop…
In this paper, we study fluctuations of conditionally centered statistics of the form $$N^{-1/2}\sum_{i=1}^N c_i(g(\sigma_i)-\mathbb{E}_N[g(\sigma_i)|\sigma_j,j\neq i])$$ where $(\sigma_1,\ldots ,\sigma_N)$ are sampled from a dependent…
Non-equilibrium stationary fluctuations may exhibit a special symmetry called fluctuation relations (FR). Here, we show that this property is always satisfied by the subtraction of two random and independent variables related by a…
Recent surveys of multiplicity fluctuations, transverse momentum fluctuations, and two-particle azimuthal correlations are presented for several collision systems as a function of centrality and transverse momentum. Both multiplicity and…
We analyse how the sampling dynamics of distributions evolve in score-based diffusion models using cross-fluctuations, a centered-moment statistic from statistical physics. Specifically, we show that starting from an unbiased isotropic…
Through the Monte Carlo simulation of the three-dimensional, three-state Potts model, which is a paradigm of finite-temperature pure gauge QCD, we study the fluctuations of generalized susceptibilities near the temperatures of external…
In this work we present a comprehensive analysis of collective electronic fluctuations and their effect on single-particle properties of the Hubbard model. Our approach is based on a standard dual fermion/boson scheme with the interaction…
We study the quantum phase transition in the two-dimensional random Ising model in a transverse field by Monte Carlo simulations. We find results similar to those known analytically in one-dimension: the dynamical exponent is infinite and,…
We introduce an exponential random graph model for networks with a fixed degree distribution and with a tunable degree-degree correlation. We then investigate the nature of a percolation transition in the correlated network with the Poisson…
Understanding the physics of nonequilibrium systems remains as one of the major challenges of theoretical physics. This problem can be cracked in part by investigating the macroscopic fluctuations of the currents characterizing…
We extend our study of a simple model of biological coevolution to its statistical properties. Staring with a complete description in terms of a master equation, we provide its relation to the deterministic evolution equations used in…