Related papers: Some Recent Developments on the Geometry of Random…
We consider the ensemble of random Gaussian Laplace eigenfunctions on $\mathbb{T}^3=\mathbb{R}^3/\mathbb{Z}^3$ (`$3d$ arithmetic random waves'), and study the distribution of their nodal surface area. The expected area is proportional to…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
In this paper, we investigate the variance of the nodal length for band-limited spherical random waves. When the frequency window includes a number of eigenfunctions that grows linearly, the variance of the nodal length is linear with…
We establish here a Quantitative Central Limit Theorem (in Wasserstein distance) for the Euler-Poincar\'{e} Characteristic of excursion sets of random spherical eigenfunctions in dimension 2. Our proof is based upon a decomposition of the…
The classical random walk isomorphism theorems relate the local times of a continuous-time random walk to the square of a Gaussian free field. A Gaussian free field is a spin system that takes values in Euclidean space, and this article…
The aim of this paper is to present the new results concerning some functionals of Brownian motion with drift and present their applications in financial mathematics. We find a probabilistic representation of the Laplace transform of…
We study the probabilistic behaviour of the continued fraction expansion of a quadratic irrational number, when weighted by some "additive" cost. We prove asymptotic Gaussian limit laws, with an optimal speed of convergence. We deal with…
Many results in the theory of Gaussian processes rely on the eigenstructure of the covariance operator. However, eigenproblems are notoriously hard to solve explicitly and closed form solutions are known only in a limited number of cases.…
Astrophysical compact objects are usually studied using a perfect fluid model. However, in astrophysical processes out-of-equilibrium, dissipative effects become important to describe the dynamics of the system. In this work, we obtain…
The main result of this paper is a bound on the distance between the distribution of an eigenfunction of the Laplacian on a compact Riemannian manifold and the Gaussian distribution. If $X$ is a random point on a manifold $M$ and $f$ is an…
Important gaps remain in our understanding of the thermodynamics and statistical physics of self-gravitating systems. Using mean field theory, here we investigate the equilibrium properties of several spherically symmetric model systems…
This paper concerns the so-called diffusion in the curl of the 2d Gaussian free field, and its generalization to higher dimensions $n \geq 2$, building on the scale-by-scale homogenization approach developed recently by Chatzigeorgiou,…
In this thesis, we study Laplacian eigenfunctions on metric graphs, also known as quantum graphs. We restrict the discussion to standard quantum graphs. These are finite connected metric graphs with functions that satisfy Neumann vertex…
Gaussian random fields on finite dimensional smooth manifolds whose variances reach their maximum value at smooth submanifolds are considered. Exact asymptotic behaviors of large excursion probabilities have been evaluated. Vector Gaussian…
In this paper, we study random features manifested in components of energy eigenfunctions of quantum chaotic systems, given in the basis of unperturbed, integrable systems. Based on semiclassical analysis, particularly on Berry's…
A survey of topics of recent interest in Hamiltonian and Lagrangian dynamical systems, including accessible discussions of regularization of the central force problem; inequivalent Lagrangians and Hamiltonians; constants of central force…
Quantum-classical correspondence for the average shape of eigenfunctions and the local spectral density of states are well-known facts. In this paper, the fluctuations that quantum mechanical wave functions present around the classical…
We study the fluctuations that are predicted in the autocorrelation function of an energy eigenstate of a chaotic, two-dimensional billiard by the conjecture (due to Berry) that the eigenfunction is a gaussian random variable. We find an…
We study deterministic dynamics of overactive Brownian particles in 2D and 3D potentials. This dynamics is Hamiltonian. Integrals of motion for continuous rotational symmetries are reported. The cases of 2D, axisymmetric and…
We investigate the number of nodal intersections of random Gaussian Laplace eigenfunctions on the standard two-dimensional flat torus ("arithmetic random waves") with a fixed real-analytic reference curve with nonvanishing curvature. The…