English
Related papers

Related papers: Gaussian fluctuations for interacting particle sys…

200 papers

We present a simple scheme to evaluate linear response functions including quantum fluctuation corrections on top of the Gutzwiller approximation. The method is derived for a generic multi-band lattice Hamiltonian without any assumption…

Strongly Correlated Electrons · Physics 2017-03-08 Michele Fabrizio

Employing the optimal fluctuation method (OFM), we study the large deviation function of long-time averages $(1/T)\int_{-T/2}^{T/2} x^n(t) dt$, $n=1,2, \dots$, of centered stationary Gaussian processes. These processes are correlated and,…

Statistical Mechanics · Physics 2021-12-13 Baruch Meerson

In this paper, we propose a drift-diffusion process on the probability simplex to study stochastic fluctuations in probability spaces. We construct a counting process for linear detailed balanced chemical reactions with finite species such…

Probability · Mathematics 2024-08-19 Yuan Gao , Wuchen Li , Jian-Guo Liu

We study the Dyson-Ornstein-Uhlenbeck diffusion process, an evolving gas of interacting particles. Its invariant law is the beta Hermite ensemble of random matrix theory, a non-product log-concave distribution. We explore the convergence to…

Probability · Mathematics 2023-01-16 Jeanne Boursier , Djalil Chafaï , Cyril Labbé

We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven…

Statistical Mechanics · Physics 2013-10-29 P. I. Hurtado , A. Lasanta , A. Prados

We provide a complete description of the equilibrium fluctuations for diffusive symmetric exclusion processes with long jumps in contact with infinitely extended reservoirs and prove that they behave as generalized Ornstein-Uhlenbeck…

Mathematical Physics · Physics 2021-10-26 Cedric Bernardin , Patricia Goncalves , Milton Jara , Stefano Scotta

This study discusses the quantum behavior of a particle, which is controlled by fluctuations in the physical space-time (ST) variables, rather than provides a novel interpretation of quantum theory. The fluctuations, i.e., inhomogeneities…

General Physics · Physics 2012-06-15 Valery Egorushkin

We solve a physically significant extension of a classic problem in the theory of diffusion, namely the Ornstein-Uhlenbeck process [G. E. Ornstein and L. S. Uhlenbeck, Phys. Rev. 36, 823, (1930)]. Our generalised Ornstein-Uhlenbeck systems…

Statistical Mechanics · Physics 2009-11-11 V. Bezuglyy , B. Mehlig , M. Wilkinson , K. Nakamura , E. Arvedson

We consider a system of diffusing particles on the real line in a quadratic external potential and with repulsive electrostatic interaction. The empirical measure process is known to converge weakly to a deterministic measure-valued process…

Probability · Mathematics 2010-03-23 Martin Bender

The theory of Gaussian quantum fluctuations around classical steady states in nonlinear quantum-optical systems (also known as standard linearization) is a cornerstone for the analysis of such systems. Its simplicity, together with its…

When the complete understanding of a complex system is not available, as, e.g., for systems considered in the real-world, we need a top-down approach to complexity. In this approach one may start with the desire to understand general…

Statistical Mechanics · Physics 2019-05-22 Joachim Peinke , Mohammad Reza Rahimi Tabar , Matthias Wächter

Assuming an effective quadratic Hamiltonian, we derive an approximate, linear stochastic equation of motion for the density-fluctuations in liquids, composed of overdamped Brownian particles. From this approach, time dependent two point…

Soft Condensed Matter · Physics 2017-04-26 Matthias Krüger , David S. Dean

In this work, we study the convergence of the empirical measure of moderately interacting particle systems with singular interaction kernels. First, we prove quantitative convergence of the time marginals of the empirical measure of…

Probability · Mathematics 2021-12-22 Christian Olivera , Alexandre Richard , Milica Tomasevic

We consider the problem of inferring the interaction kernel of stochastic interacting particle systems from observations of a single particle. We adopt a semi-parametric approach and represent the interaction kernel in terms of a…

Statistics Theory · Mathematics 2025-10-31 Grigorios A. Pavliotis , Andrea Zanoni

In this paper we study some convergence results concerning the one-dimensional distribution of a time-changed fractional Ornstein-Uhlenbeck process. In particular, we establish that, despite the time change, the process admits a Gaussian…

Probability · Mathematics 2020-11-06 Giacomo Ascione , Yuliya Mishura , Enrica Pirozzi

We introduce a deductive statistical mechanics approach for granular materials which is formally built from few realistic physical assumptions. The main finding is an universal behavior for the distribution of the density fluctuations. Such…

Soft Condensed Matter · Physics 2008-06-25 T. Aste , T. Di Matteo

We consider Mckean-Vlasov type stochastic differential equations with multiplicative noise arising from the random vortex method. Such an equation can be viewed as the mean-field limit of interacting particle systems with singular…

Probability · Mathematics 2024-04-09 Jiawei Li , Zhongmin Qian

Carrying out explicitly the computation in a paradigmatic model of non-interacting systems, the Gaussian Model, we show the existence of a singular point in the probability distribution $P(M)$ of an extensive variable $M$. Interpreting…

Statistical Mechanics · Physics 2014-12-10 Federico Corberi , Giuseppe Gonnella , Antonio Piscitelli

A finite quantum system evolving unitarily equilibrates in a probabilistic fashion. In the general many-body setting the time-fluctuations of an observable \mathcal{A} are typically exponentially small in the system size. We consider here…

Statistical Mechanics · Physics 2013-01-22 Lorenzo Campos Venuti , Paolo Zanardi

The Ewens-Pitman model refers to a distribution for random partitions of $[n]=\{1,\ldots,n\}$, which is indexed by a pair of parameters $\alpha \in [0,1)$ and $\theta>-\alpha$, with $\alpha=0$ corresponding to the Ewens model in population…

Probability · Mathematics 2024-08-28 Bernard Bercu , Stefano Favaro