Related papers: Some Recent Developments on the Geometry of Random…
This work addresses the Galerkin isogeometric discretization of the one-dimensional Laplace eigenvalue problem subject to homogeneous Dirichlet boundary conditions on a bounded interval. We employ GLT theory to analyze the behavior of the…
The Fokker-Planck equations for stochastic dynamical systems, with non-Gaussian $\alpha-$stable symmetric L\'evy motions, have a nonlocal or fractional Laplacian term. This nonlocality is the manifestation of the effect of non-Gaussian…
Fractional Brownian motion is a Gaussian stochastic process with long-range correlations in time; it has been shown to be a useful model of anomalous diffusion. Here, we investigate the effects of mutual interactions in an ensemble of…
The article is an attempt to investigate the issues of asymptotic analysis for problems involving fractional Laplacian where the domains tend to become unbounded in one-direction. Motivated from the pioneering work on second order elliptic…
We develop a statistical description of chaotic wavefunctions in closed systems obeying arbitrary boundary conditions by combining a semiclassical expression for the spatial two-point correlation function with a treatment of eigenfunctions…
A nonrelativistic quantum mechanical particle moving freely on a curved surface feels the effect of the nontrivial geometry of the surface through the kinetic part of the Hamiltonian, which is proportional to the Laplace-Beltrami operator,…
Entanglement fluctuations associated with Schr\"{o}dinger evolution of wavefunctions offer a unique perspective on various fundamental issues ranging from quantum thermalization to state preparation in quantum devices. Very recently, a…
We develop a formalism to discuss the properties of GENERIC systems in terms of corresponding Hamiltonians that appear in the characterization of large-deviation limits. We demonstrate how the GENERIC structure naturally arises from a…
We consider polynomial transforms (polyspectra) of Berry's model -- the Euclidean Random Wave model -- and of Random Hyperspherical Harmonics. We determine the asymptotic behavior of variance for polyspectra of any order in the…
In the past decades, the central limit theorem (CLT) has been generalized to non-Euclidean data spaces. Some years ago, it was found that for some random variables on the circle, the sample Fr\'echet mean fluctuates around the population…
Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's `Global Drifter Program', this paper develops data-driven…
Geometric Brownian motion is an exemplary stochastic processes obeying multiplicative noise, with widespread applications in several fields, e.g. in finance, in physics and biology. The definition of the process depends crucially on the…
On the unit tangent bundle of a compact Riemannian surface, we consider a natural sub-Riemannian Laplacian associated with the canonical contact structure. In the large eigenvalue limit, we study the escape of mass at infinity in the…
We study the diffusion of a particle on a random lattice with fluctuating local connectivity of average value q. This model is a basic description of relaxation processes in random media with geometrical defects. We analyze here the…
We study the quantum cosmology of supersymmetric, homogeneous and isotropic, higher derivative models. We recall superfield actions obtained in previous works and give classically equivalent actions leading to second order equations for the…
This paper considers the asymptotic behaviour of volumes of excursion sets of subordinated Gaussian random fields with (possibly) infinite variance. Actually, we consider integral functionals of such fields and obtain their limiting…
This paper concerns the asymptotic behavior of a random variable $W_\lambda$ resulting from the summation of the functionals of a Gibbsian spatial point process over windows $Q_\lambda \uparrow R^d$. We establish conditions ensuring that…
Gaussian random fields pervade all areas of science. However, it is often the departures from Gaussianity that carry the crucial signature of the nonlinear mechanisms at the heart of diverse phenomena, ranging from structure formation in…
The correspondence principle in physics between quantum mechanics and classical mechanics suggests deep relations between spectral and geometric entities of Riemannian manifolds. We survey---in a way intended to be accessible to a wide…
We present an improved version of Berry's ansatz able to incorporate exactly the existence of boundaries and the correct normalization of the eigenfunction into an ensemble of random waves. We then reformulate the Random Wave conjecture…