Related papers: The level crossings of random sums

By exact diagonalization, we investigate several spin-$\frac 12$ $J_1-J_2$ real clusters of molecular scale with different shapes. Our calculations show that when the ratio, $\eta $, of next nearest neighbor to nearest neighbor bonds is…

We prove the conjectured limiting normality for the number of crossings of a uniformly chosen set partition of [n] = {1,2,...,n}. The arguments use a novel stochastic representation and are also used to prove central limit theorems for the…

We propose random walks on suitably defined graphs as a framework for finescale modeling of particle motion in an obstructed environment where the particle may have interactions with the obstructions and the mean path length of the particle…

We present a modified Brownian motion model for random matrices where the eigenvalues (or levels) of a random matrix evolve in "time" in such a way that they never cross each other's path. Also, owing to the exact integrability of the level…

We analyze the jamming transition that occurs as a function of increasing packing density in a disordered two-dimensional assembly of disks at zero temperature for ``Point J'' of the recently proposed jamming phase diagram. We measure the…

Let $X,X_1,\ldots,X_n$ be independent identically distributed random variables. The paper deals with the question about the behavior of the concentration function of the random variable $\sum\limits_{k=1}^{n}X_k a_k$ according to the…

Motivated by quantum information theory, we introduce a dynamical random state built out of the sum of $k \geq 2$ independent unitary Brownian motions. In the large size limit, its spectral distribution equals, up to a normalising factor,…

A matrix random walk is a stochastic process of the form $B_k = (I+A_1)\cdots(I+A_k)$ where $A_j$ are independent ``step'' matrices in $\mathrm{M}_N(\mathbb{C})$. With the right entry-covariance, a rescaled matrix random walk converges to…

Assume that you observe trajectories of a non-diffusive non-stationary process and that you are interested in the average number of times where the process crosses some threshold (in dimension $d=1$) or hypersurface (in dimension $d\geq2$).…

For a spatiotemporal process $\{X_j(s,t) | ~s \in S~,~t \in T \}_{j =1, \ldots , n} $, where $S$ denotes the set of spatial locations and $T$ the time domain, we consider the problem of testing for a change in the sequence of mean…

In the last 30 years it was found that many combinatorial systems undergo phase transitions. One of the most important examples of these can be found among the random k-satisfiability problems (often referred to as k-SAT), asking whether…

This paper explores the use of a cumulant method to determine the zeros of partition functions for continuous phase transitions. Unlike a first-order transition, with a uniform density of zeros near the transition point, a continuous…

We consider one-dimensional discrete-time random walks (RWs) with arbitrary symmetric and continuous jump distributions $f(\eta)$, including the case of L\'evy flights. We study the expected maximum ${\mathbb E}[M_n]$ of bridge RWs, i.e.,…

For an arbitrary complex number $a\neq 0$ we consider the distribution of values of the Riemann zeta-function $\zeta$ at the $a$-points of the function $\Delta$ which appears in the functional equation $\zeta(s)=\Delta(s)\zeta(1-s)$. These…

In this paper we derive weak limits for the discretization errors of sampling barrier-hitting and extreme events of Brownian motion by using the Euler discretization simulation method. Specifically, we consider the Euler discretization…

We compute the one-level density of the non-trivial zeros of the Riemann zeta-function weighted by $|\zeta(\frac12+it)|^{2k}$ for $k=1$ and, for test functions with Fourier support in $(-\frac12,\frac12)$, for $k=2$. As a consequence, for…

The experimental data on the processes $\pi\pi\to\pi\pi,K\bar{K},\eta\eta,\eta\eta^\prime$ in the $I^GJ^{PC}=0^+0^{++}$ channel have been jointly analyzed to study the status and nature of the $f_0$. The method of analysis is based on…

Given a discrete random walk on a finite graph $G$, the vacant set and vacant net are, respectively, the sets of vertices and edges which remain unvisited by the walk at a given step $t$.%These sets induce subgraphs of the underlying graph.…

An eta-quotient of level $N$ is a modular form of the shape $f(z) = \prod_{\delta | N} \eta(\delta z)^{r_{\delta}}$. We study the problem of determining levels $N$ for which the graded ring of holomorphic modular forms for $\Gamma_{0}(N)$…

We study the sum $\ds\zeta_H(s)=\sum_j E_j^{-s}$ over the eigenvalues $E_j$ of the Schrdinger equation in a spherical domain with Dirichlet walls, threaded by a line of magnetic flux. Rather than using Green's function techniques, we tackle…