Related papers: Spectral fluctuations for the multi-dimensional An…
Many analyses based on the time-dependent Ginzburg--Landau model are not consistent with statistical mechanics, because thermal fluctuations are not taken correctly into account. We use the fluctuation-dissipation theorem in order to…
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…
This paper develops an analytical method of truncating inequality constrained Gaussian distributed variables where the constraints are themselves described by Gaussian distributions. Existing truncation methods either assume hard…
Functional limit theorems are presented for the rescaled occupation time fluctuations process of a critical finite variance branching particle system in $R^d$ with symmetric a-stable motion starting off from either a standard Poisson random…
We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…
We study the statistics of Dirichlet eigenvalues of the random Schr\"odinger operator $-\epsilon^{-2}\Delta^{(\text{d})}+\xi^{(\epsilon)}(x)$, with $\Delta^{(\text{d})}$ the discrete Laplacian on $\mathbb Z^d$ and $\xi^{(\epsilon)}(x)$…
We study the relative fluctuations of the link overlap and the square standard overlap in the three dimensional Gaussian Edwards-Anderson model with zero external field. We first analyze the correlation coefficient and find that the two…
We study global fluctuations for singular values of $M$-fold products of several right-unitarily invariant $N \times N$ random matrix ensembles. As $N \to \infty$, we show the fluctuations of their height functions converge to an explicit…
Near equilibrium, small current fluctuations are described by a Gaussian with a linear-response variance regulated by the dissipation. Here, we demonstrate that dissipation still plays a dominant role in structuring large fluctuations…
This work deals with the overdamped motion of a particle in a fluctuating one-dimensional periodic potential. If the potential has no inversion symmetry and its fluctuations are asymmetric and correlated in time, a net flow can be generated…
We consider the asymptotic behavior of the fluctuations for the empirical measures of interacting particle systems with singular kernels. We prove that the sequence of fluctuation processes converges in distribution to a generalized…
We present a mathematical theory of dynamical fluctuations for the hard sphere gas in the Boltzmann-Grad limit. We prove that: (1) fluctuations of the empirical measure from the solution of the Boltzmann equation, scaled with the square…
We consider a locally regulated spatial population model introduced by Bolker and Pacala. Based on the deterministic approximation studied by Fournier and M\'el\'eard, we prove that the fluctuation theorem holds under some mild moment…
We show that lower-dimensional marginal densities of dependent zero-mean normal distributions truncated to the positive orthant exhibit a mass-shifting phenomenon. Despite the truncated multivariate normal density having a mode at the…
In this paper, we study the fluctuations of sums of random variables with distribution defined as a mixture of light-tail and truncated heavy-tail distributions. We focus on the case when both the mixing coefficient and the truncation level…
In this paper, we prove Anderson localization for a hierarchical Anderson-Bernoulli model on lattice with arbitrary dimension, where the potential is characterized by a geometric hierarchical structure combined with fluctuations induced by…
We study numerically the frequency modulated kicked nonlinear rotator with effective dimension $d=1,2,3,4$. We follow the time evolution of the model up to $10^9$ kicks and determine the exponent $\alpha$ of subdiffusive spreading which…
The one-dimensional polynuclear growth model with external sources at edges is studied. The height fluctuation at the origin is known to be given by either the Gaussian, the GUE Tracy-Widom distribution, or certain distributions called…
For an $n \times n$ independent-entry random matrix $X_n$ with eigenvalues $\lambda_1, \ldots, \lambda_n$, the seminal work of Rider and Silverstein asserts that the fluctuations of the linear eigenvalue statistics $\sum_{i=1}^n…
The play operator minimalizes the total variation on intervals $[0,T], T> 0$, of functions approximating uniformly given regulated function with given accuracy and starting from a given point. In this article we link the play operator with…