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A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…

Probability · Mathematics 2024-09-17 Abdollah Jalilian , Arnaud Poinas , Ganggang Xu , Rasmus Waagepetersen

We give an overview of the recent asymptotic results on the geometry of excursion sets of stationary random fields. Namely, we cover a number of limit theorems of central type for the volume of excursions of stationary (quasi--, positively…

Probability · Mathematics 2013-07-24 Evgeny Spodarev

Let X be a connected open set in n-dimensional Euclidean space, partially ordered by a closed convex cone K with nonempty interior: y > x if and only if y-x is nonzero and in K. Theorem: If F is a monotone local flow in X whose periodic…

Dynamical Systems · Mathematics 2018-06-27 Morris W. Hirsch

The density of states for a particle moving in a random potential with a Gaussian correlator is calculated exactly using the functional integral technique. It is achieved by expressing the functional degrees of freedom in terms of the…

Condensed Matter · Physics 2009-10-22 O. K. Vorov , A. V. Vagov

We show the uniqueness of particle paths of a velocity field, which solves the compressible isentropic Navier-Stokes equations in the half-space $\mathbb{R}_+^3$ with the Navier boundary condition. In particular, by means of energy…

Analysis of PDEs · Mathematics 2018-05-02 Marcelo M. Santos , Edson J. Teixeira

We construct a dynamical field theory for noninteracting Brownian particles in the presence of a quenched Gaussian random potential. The main variable for the field theory is the density fluctuation which measures the difference between the…

Disordered Systems and Neural Networks · Physics 2020-12-02 Wonsang Lee , Joonhyun Yeo

This paper investigates a stochastic parabolic system under Robin boundary conditions, for which the deterministic counterpart exhibits finite quenching. The stochastic system incorporates mixed noise, combining standard one-dimensional…

Probability · Mathematics 2025-08-06 Nikos I. Kavallaris , Christos V. Nikolopoulos , Subramani Sankar

Surprisingly the looking natural random walk leading to Brownian motion occurs to be often biased in a very subtle way: usually refers to only approximate fulfillment of thermodynamical principles like maximizing uncertainty. Recently, a…

Quantum Physics · Physics 2015-06-03 Jarek Duda

We consider Dyson Brownian motion for classical values of $\beta$ with deterministic initial data $V$. We prove that the local eigenvalue statistics coincide with the GOE/GUE in the fixed energy sense after time $t \gtrsim 1/N$ if the…

Probability · Mathematics 2019-01-15 Benjamin Landon , Philippe Sosoe , Horng-Tzer Yau

We present a comprehensive Eulerian (Hamiltonian) framework for relativistic fluid dynamics in curved spacetimes, with emphasis on Schwarzschild geometry. The key innovation lies in the consistent use of density and three-velocity fields,…

General Relativity and Quantum Cosmology · Physics 2025-07-23 Arpan Krishna Mitra , Subir Ghosh

We consider a nearest-neighbor, one-dimensional random walk $\{X_n\}_{n\geq 0}$ in a random i.i.d. environment, in the regime where the walk is transient with speed v_P > 0 and there exists an $s\in(1,2)$ such that the annealed law of…

Probability · Mathematics 2016-06-14 Jonathon Peterson

We prove that quantum many-body systems on a one-dimensional lattice locally relax to Gaussian states under non-equilibrium dynamics generated by a bosonic quadratic Hamiltonian. This is true for a large class of initial states - pure or…

Quantum Physics · Physics 2015-05-14 M. Cramer , J. Eisert

The relativistic Boltzmann equation for a constant differential cross section and with periodic boundary conditions is considered. The speed of light appears as a parameter $c>c_0$ for a properly large and positive $c_0$. A local existence…

Mathematical Physics · Physics 2009-11-10 Simone Calogero

We analyze the rate of convergence of the local statistics of Dyson Brownian motion to the GOE/GUE for short times $t=o(1)$ with deterministic initial data V . Our main result states that if the density of states of $V$ is bounded both…

Probability · Mathematics 2016-02-05 Benjamin Landon , Horng-Tzer Yau

When an external field drives a colloidal system out of equilibrium, the ensuing colloidal response can be very complex and obtaining a detailed physical understanding often requires case-by-case considerations. In order to facilitate…

Soft Condensed Matter · Physics 2019-02-13 Daniel de las Heras , Johannes Renner , Matthias Schmidt

This paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of the subordinated killed Brownian motion. The tempered…

Numerical Analysis · Mathematics 2020-07-14 Xing Liu , Weihua Deng

For every local quantum field theory on a static, globally hyperbolic spacetime of arbitrary dimension, assuming the Reeh-Schlieder property, local preparability of states, and the existence of an energy density as operator-valued…

Mathematical Physics · Physics 2022-10-14 Albert Much , Albert Georg Passegger , Rainer Verch

We consider the degenerate Einsteins Brownian motion model when the time interval of the moving particles before the collisions, is reciprocal to the number of particles per unit volume u(x,t), at the point of observation x at time t. The…

Analysis of PDEs · Mathematics 2022-07-01 Isanka Garli Hevage , Akif Ibraguimov , Zeev Sobol

In this paper, we establish a central limit theorem for a large class of general supercritical superprocesses with spatially dependent branching mechanisms satisfying a second moment condition. This central limit theorem generalizes and…

Probability · Mathematics 2014-09-22 Yan-Xia Ren , Renming Song , Rui Zhang

We consider the continuous version of the Vicsek model with noise, proposed as a model for collective behavior of individuals with a fixed speed. We rigorously derive the kinetic mean-field partial differential equation satisfied when the…

Probability · Mathematics 2011-12-06 François Bolley , José A. Cañizo , José A. Carrillo
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