Related papers: Dyson's model in infinite dimensions is irreducibl…
On the standard microscopic model of friction we confirm the common belief that the irreversible entropy production originates from the increase of Shannon information. We reveal that the reversible microscopic dynamics would continuously…
In many cases it makes sense to model a relationship symmetrically, not implying any particular directionality. Consider the classical example of a recommendation system where the rating of an item by a user should symmetrically be…
We consider the integrable family of symmetric boundary-driven interacting particle systems that arise from the non-compact XXX Heisenberg model in one dimension with open boundaries. In contrast to the well-known symmetric exclusion…
In this article, we study a weighted particle representation for a class of stochastic partial differential equations with Dirichlet boundary conditions. The locations and weights of the particles satisfy an infinite system of stochastic…
We consider a particle moving in $d\geq 2$ dimensions, its velocity being a reversible diffusion process, with identity diffusion coefficient, of which the invariant measure behaves, roughly, like $(1+|v|)^{-\beta}$ as $|v|\to \infty$, for…
In finite dimension, the long-time and metastable behavior of a gradient flow perturbated by a small Brownian noise is well understood. A similar situation arises when a Wasserstein gradient flow over a space of probability measure is…
We investigate the laws of coarsening of a two-dimensional system of Ising spins evolving under single-spin-flip irreversible dynamics at low temperature from a disordered initial condition. The irreversibility of the dynamics comes from…
We extend the form-factors approach to the quantum Ising model at finite temperature. The two point function of the energy is obtained in closed form, while the two point function of the spin is written as a Fredholm determinant. Using the…
By using extended bosonic coherent states, a new technique to solve the Dicke model exactly is proposed in the numerical sense. The accessible system size is two orders of magnitude higher than that reported in literature. Finite-size…
We study one-dimensional stochastic differential equations of form $dX_t = \sigma(X_t)dY_t$, where $Y$ is a suitable H\"older continuous driver such as the fractional Brownian motion $B^H$ with $H>\frac12$. The innovative aspect of the…
This paper proves an equality in law between the invariant measure of a reflected system of Brownian motions and a vector of point-to-line last passage percolation times in a discrete random environment. A consequence describes the…
We introduce an elliptic extension of Dyson's Brownian motion model, which is a temporally inhomogeneous diffusion process of noncolliding particles defined on a circle. Using elliptic determinant evaluations related to the reduced affine…
Motivated from Gaussian processes, we derive the intrinsic volumes of the infinite--dimensional Brownian motion body. The method is by discretization to a class of orthoschemes. Numerical support is offered for a conjecture of…
The third part of the paper concludes the proof of the main result --- the description of the ergodic decomposition of infinite Pickrell measures. First it is shown that the scaling limit of radial parts of finite-dimensional infinite…
The paper studies a class of Ornstein-Uhlenbeck processes on the classical Wiener space. These processes are associated with a diffusion type Dirichlet form whose corresponding diffusion operator is unbounded in the Cameron-Martin space. It…
In this paper, we consider the Dirichlet problem of three-dimensional inhomogeneous incompressible micropolar equations with density-dependent viscosity. Under the assumption that the coefficients are power functions of the density, we…
A common wisdom posits that transports of conserved quantities across clean nonintegrable quantum systems at high temperatures are diffusive when probed from the emergent hydrodynamic regime. We show that this empirical paradigm may alter…
We consider a general class of stochastic optimal control problems, where the state process lives in a real separable Hilbert space and is driven by a cylindrical Brownian motion and a Poisson random measure; no special structure is imposed…
It is proved that the dimension of the space of solutions of the Dirichlet problem for the harmonic functions in the unit disk with nontangential boundary limits 0 a.e. is infinite.
We introduce a class of (2+1)-dimensional stochastic growth processes, that can be seen as irreversible random dynamics of discrete interfaces. "Irreversible" means that the interface has an average non-zero drift. Interface configurations…