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Consider a linear elliptic partial differential equation in divergence form with a random coefficient field. The solution operator displays fluctuations around its expectation. The recently developed pathwise theory of fluctuations in…

Analysis of PDEs · Mathematics 2021-12-01 Mitia Duerinckx , Julian Fischer , Antoine Gloria

We study the rate of convergence for the largest eigenvalue distributions in the Gaussian unitary and orthogonal ensembles to their Tracy-Widom limits. We show that one can achieve an $O(N^{-2/3})$ rate with particular choices of the…

Probability · Mathematics 2015-03-19 Iain M. Johnstone , Zongming Ma

One of the major themes of random matrix theory is that many asymptotic properties of traditionally studied distributions of random matrices are universal. We probe the edges of universality by studying the spectral properties of random…

Probability · Mathematics 2014-06-30 Tobias Johnson

A description of mesoscopic fluctuations of the pairing gap in finite-sized quantum systems based on periodic orbit theory is presented. The size of the fluctuations are found to depend on quite general properties. We distinguish between…

Nuclear Theory · Physics 2011-04-11 S. Åberg , H. Olofsson , P. Leboeuf

We study the efficiency of genus statistics in differentiating between different models of structure formation. Simple models which reproduce the salient features of the structure seeded by topological defects are examined. We consider…

Astrophysics · Physics 2009-10-28 Pedro Avelino

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…

Probability · Mathematics 2007-05-23 Yan Doumerc

Several proofs of the monotonicity of the non-Gaussianness (divergence with respect to a Gaussian random variable with identical second order statistics) of the sum of n independent and identically distributed (i.i.d.) random variables were…

Information Theory · Computer Science 2007-07-13 Jacob Binia

We study the limiting thermodynamic behavior of the normalized sums of spins in multi-species Curie-Weiss models. We find sufficient conditions for the limiting random vector to be Gaussian (or to have an exponential distribution of higher…

Mathematical Physics · Physics 2015-05-20 Micaela Fedele , Pierluigi Contucci

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…

Statistical Mechanics · Physics 2011-12-13 Adrian A. Budini

A collection of $N$-diffusing interacting particles where each particle belongs to one of $K$ different populations is considered. Evolution equation for a particle from population $k$ depends on the $K$ empirical measures of particle…

Probability · Mathematics 2015-05-06 Amarjit Budhiraja , Ruoyu Wu

We introduce and study stochastic $N$-particle ensembles which are discretizations for general-$\beta$ log-gases of random matrix theory. The examples include random tilings, families of non-intersecting paths, $(z,w)$-measures, etc. We…

Probability · Mathematics 2017-04-25 Alexei Borodin , Vadim Gorin , Alice Guionnet

Learning joint probability distributions on n random variables requires exponential sample size in the generic case. Here we consider the case that a temporal (or causal) order of the variables is known and that the (unknown) graph of…

Machine Learning · Computer Science 2007-05-23 Pawel Wocjan , Dominik Janzing , Thomas Beth

In the standard picture of structure formation, initially random-phase fluctuations are amplified by non-linear gravitational instability to produce a final distribution of mass which is highly non-Gaussian and has highly coupled Fourier…

Astrophysics · Physics 2009-10-31 Peter Coles , Lung-Yih Chiang

We analyze eigenvalues fluctuations of the Laplacian of various networks under the random matrix theory framework. Analyses of random networks, scale-free networks and small-world networks show that nearest neighbor spacing distribution of…

Statistical Mechanics · Physics 2009-11-11 Sarika Jalan , Jayendra N. Bandyopadhyay

We analyze the equilibrium fluctuations of the density, current and tagged particle in symmetric exclusion with a slow bond. The system evolves in the one-dimensional lattice and the jump rate is everywhere equal to one except at the slow…

Probability · Mathematics 2013-11-28 Tertuliano Franco , Patricia Gonçalves , Adriana Neumann

We show that, for sudden quenches, the work distribution reduces to the statistics of traces of powers of Haar unitaries, which are random unitary matrices drawn uniformly from the unitary group. For translation-invariant quadratic…

Quantum Physics · Physics 2025-09-12 Miguel Tierz

In phenomenological thermodynamics, the canonical coordinates of a physical system split in pairs with each pair consisting of an extensive quantity and an intensive one. In the present paper, the quasi-thermodynamic fluctuation theory of a…

Mathematical Physics · Physics 2013-11-13 Artur E. Ruuge

We study the decrease of fluctuations of diagonal matrix elements of observables and of Husimi densities of quantum mechanical wave functions around their mean value upon approaching the semi-classical regime ($\hbar \rightarrow 0$). The…

chao-dyn · Physics 2016-08-31 Ph. Jacquod , J. -P. Amiet

Level-spacing distributions of the Gaussian Unitary Ensemble (GUE) of random matrix theory are expressed in terms of solutions of coupled differential equations. Series solutions up to order 50 in the level spacing are obtained, thus…

Disordered Systems and Neural Networks · Physics 2007-05-23 Uwe Grimm

We compute the growth fluctuations in equilibrium of a wide class of deposition models. These models also serve as general frame to several nearest-neighbor particle jump processes, e.g. the simple exclusion or the zero range process, where…

Probability · Mathematics 2007-09-12 Marton Balazs