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We study the fluctuations of the largest eigenvalue $\lambda_{\max}$ of $N \times N$ random matrices in the limit of large $N$. The main focus is on Gaussian $\beta$-ensembles, including in particular the Gaussian orthogonal ($\beta=1$),…

Statistical Mechanics · Physics 2015-05-29 Satya N. Majumdar , Gregory Schehr

The present Letter, deals with the statistical theory [Phys. Rev. E {\bf 66}, 056125 (2002) and Phys. Rev E {\bf 72}, 036108 (2005)], which predicts the probability distribution $p(E) \propto \exp_{\kappa} (-I)$, where, $I \propto \beta E…

Statistical Mechanics · Physics 2011-10-19 G. Kaniadakis

An invariant ensemble of $N\times N$ random matrices can be characterised by a joint distribution for eigenvalues $P(\lambda_1,\cdots,\lambda_N)$. The study of the distribution of linear statistics, i.e. of quantities of the form…

Statistical Mechanics · Physics 2017-09-25 Aurélien Grabsch , Christophe Texier

Particle density fluctuations in the scrape-off layer of magnetically confined plasmas, as measured by gas-puff imaging or Langmuir probes, are modeled as the realization of a stochastic process in which a superposition of pulses with a…

Plasma Physics · Physics 2015-01-07 Ralph Kube , Odd Erik Garcia

We investigate the work fluctuations in an overdamped non-equilibrium process that is stopped at a stochastic time. The latter is characterized by a first passage event that marks the completion of the non-equilibrium process. In…

Statistical Mechanics · Physics 2024-03-20 Iago N Mamede , Prashant Singh , Arnab Pal , Carlos E. Fiore , Karel Proesmans

A truncated partial-wave analysis is performed for $\eta$-photoproduction using the polarization observables $\sigma_0, \Sigma, T, E, F$ and $G$. Different truncation orders are analyzed for six energy bins within the range of…

Nuclear Theory · Physics 2024-04-12 Philipp Kroenert , Yannick Wunderlich , Farah Afzal , Annika Thiel

Bursty transport phenomena associated with convective motion present universal statistical characteristics among different physical systems. In this letter, a stochastic univariate model and the associated probability distribution function…

Plasma Physics · Physics 2015-05-13 I. Sandberg , S. Benkadda , X. Garbet , G. Ropokis , K. Hizanidis , D. del-Castillo-Negrete

From the perspective of non-equilibrium statistical mechanics, modeling the velocity distribution of particles in non-equilibrium, steady-state plasmas presents a significant challenge. Under this context, a family of kappa distributions…

Plasma Physics · Physics 2025-09-10 Abiam Tamburrini , Sergio Davis , Pablo S. Moya

We develop a stochastic model for the charge fluctuations on a microscopic dust particle resting on a surface exposed to plasma. We find in steady state that the fluctuations are normally distributed with a standard deviation that is…

Plasma Physics · Physics 2015-05-27 T. E. Sheridan , A. Hayes

This paper is the continuation of a previous one [L. {\v{S}}amaj and B. Jancovici, 2007 {\it J. Stat. Mech.} P02002]; for a nearly classical quantum fluid in a half-space bounded by a plain plane hard wall (no image forces), we had…

Statistical Mechanics · Physics 2009-11-13 B. Jancovici , L. Samaj

A stochastic model is presented for a super-position of uncorrelated pulses with a random distribution of amplitudes, sizes, velocities and arrival times. The pulses are assumed to move radially with fixed shape and amplitudes decaying…

Plasma Physics · Physics 2023-05-10 J. M. Losada , A. Theodorsen , O. E. Garcia

For the two-dimensional one-component Coulomb plasma, we derive an asymptotic expansion of the free energy up to order $N$, the number of particles of the gas, with an effective error bound $N^{1-\kappa}$ for some constant $\kappa > 0$.…

Probability · Mathematics 2020-04-28 Roland Bauerschmidt , Paul Bourgade , Miika Nikula , Horng-Tzer Yau

The equation of state with quantum statistics corrections is used for particle number fluctuations $\omega$ of isotopically symmetric nuclear matter with interparticle van der Waals and Skyrme local density interactions. The fluctuations,…

Nuclear Theory · Physics 2023-03-01 A. G. Magner , S. N. Fedotkin , U. V. Grygoriev

We consider the classical Coulomb gas in two dimensions at the inverse temperature $\beta=2$, confined within a droplet of radius $R$ by a rotationally invariant potential $U(r)$. For $U(r)\sim r^2$ this describes the eigenvalues of the…

Statistical Mechanics · Physics 2025-12-02 Pierre Le Doussal , Gregory Schehr

We study the full distribution $P_{N}\left(A\right)$ of sums $A = \sum_{i=1}^N$ where $x_1, \dots, x_N$ are $N \gg 1$ independent and identically distributed random variables each sampled from a given distribution $p(x)$ with a…

Statistical Mechanics · Physics 2025-07-09 Naftali R. Smith

We consider a one-dimensional symmetric simple exclusion process in contact with slowed reservoirs: at the left (resp. right) boundary, particles are either created or removed at rates given by $\alpha/n$ or $(1-\alpha)/n$ (resp. $\beta/n$…

Probability · Mathematics 2017-04-06 Tertuliano Franco , Patrícia Gonçalves , Adriana Neumann

Anomalous diffusion and non-Gaussian statistics are detected experimentally in a two-dimensional driven-dissipative system. A single-layer dusty plasma suspension with a Yukawa interaction and frictional dissipation is heated with laser…

Soft Condensed Matter · Physics 2009-11-13 Bin Liu , J. Goree

This work extends Favard-type spectral representations for banded matrices $T$ beyond the bounded setting. It assumes that, for every $N\in\mathbb N_0$, there exists a shift $s_N\ge 0$ such that the shifted truncation $A_N:= T^{[N]}+s_N…

Classical Analysis and ODEs · Mathematics 2026-02-04 Amílcar Branquinho , Ana Foulquié-Moreno , Manuel Mañas

We study the dynamics of a one-dimensional run and tumble particle subjected to confining potentials of the type $V(x) = \alpha \, |x|^p$, with $p>0$. The noise that drives the particle dynamics is telegraphic and alternates between $\pm 1$…

Statistical Mechanics · Physics 2022-06-22 Abhishek Dhar , Anupam Kundu , Satya N. Majumdar , Sanjib Sabhapandit , Grégory Schehr

The dispersion relation of longitudinal electrostatic oscillations in a relativistic plasma is studied in the context of the nonextensive statistics formalism proposed by Tsallis [C. Tsallis, J. Stat. Phys. {\bf 52}, 479 (1988)], where…

Plasma Physics · Physics 2007-05-23 Victor Munoz