Related papers: A generalization of the Freidlin-Wentcell theorem …
Let $a_n$ be the random increasing sequence of natural numbers which takes each value independently with probability $n^{-a}$, $0 < a < 1/2$, and let $p(n) = n^{1+\epsilon}$, $0 < \epsilon < 1$. We prove that, almost surely, for every…
In this paper we prove strong well-posedness for a system of stochastic differential equations driven by a degenerate diffusion satisfying a weak-type H\"ormander condition, assuming H\"older regularity assumptions on the drift coefficient.…
The simultaneous influence of small damping and white noise on Hamiltonian systems with chaotic motion is studied on the model of periodically kicked rotor. In the region of parameters where damping alone turns the motion into regular, the…
It is a classical result of Wigner that for an hermitian matrix with independent entries on and above the diagonal, the mean empirical eigenvalue distribution converges weakly to the semicircle law as matrix size tends to infinity. In this…
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
Assuming that a reflected Ornstein-Uhlenbeck state process is observed at discrete time instants, we propose generalized moment estimators to estimate all drift and diffusion parameters via the celebrated ergodic theorem. With the sampling…
We discuss here in detail a new analytical random walk approach to calculating the phase-diagram for spatially extended systems with multiplicative noise. We use the Anderson localization problem as an example. The transition from…
The quantum action principle of renormalisation theory is applied to the antibracket-antifield formalism for Hamiltonian systems. General results on the local BRST cohomology allow one to prove that the anomalies appear in the time…
We study a class of interacting particle systems on $\mathbb{R}$ which was recently investigated by F. G\"otze and the second author [GV14]. These ensembles generalize eigenvalue ensembles of Hermitian random matrices by allowing different…
Fluctuation theorems based on time-reversal have provided remarkable insight into the non-equilibrium statistics of thermodynamic quantities like heat, work, and entropy production. These types of laws impose constraints on the…
The well-known Kruskal-Katona theorem in combinatorics says that (under mild conditions) every monotone Boolean function $f: \{0,1\}^n \to \{0,1\}$ has a nontrivial "density increment." This means that the fraction of inputs of Hamming…
In this review, an outline of the so called Freidlin-Wentzell theory and its recent extensions is given. Broadly, this theory studies the exponential rate at which the probabilities of rare events related to random perturbation of ODE…
We provide a brief overview of approaches for calculating the density of states of quantum systems and random matrix Hamiltonians using the tools of free probability theory. For a given Hamiltonian of a quantum system or a generic random…
The simple, longitudinal, and transverse wobblers are systematically studied within the framework of collective Hamiltonian, where the collective potential and mass parameter included are obtained based on the tilted axis cranking approach.…
We study the transport property of diffusion in a finite translationally invariant quantum subsystem described by a tight-binding Hamiltonian with a single energy band and interacting with its environment by a coupling in terms of…
We argue that one can model deviations from the ensemble average in non-equilibrium statistical mechanics by promoting the Boltzmann equation to an equation in terms of {\em functionals} , representing possible candidates for phase space…
We investigate the relationship between the effective diffusivity and effective drift of a particle moving in a random medium. The velocity of the particle combines a white noise diffusion process with a local drift term that depends…
We study the convergence properties of the conditional (Kullback-Leibler) entropy in stochastic systems. We have proved very general results showing that asymptotic stability is a necessary and sufficient condition for the monotone…
We study the localization properties of a disordered tight-binding Hamiltonian on a generic bipartite lattice close to the band center. By means of a fermionic replica trick method, we derive the effective non-linear $\sigma$-model…
We propose a random matrix approach to describe vibrational excitations in disordered systems. The dynamical matrix M is taken in the form M=AA^T where A is some real (not generally symmetric) random matrix. It guaranties that M is a…