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We show that deliberately breaking detailed balance in generative diffusion processes can accelerate the reverse process without changing the stationary distribution. Considering the Ornstein--Uhlenbeck process, we decompose the dynamics…

Statistical Mechanics · Physics 2026-02-19 Haiqi Lu , Ying Tang

We consider the inelastic Maxwell model, which consists of a collection of particles that are characterized by only their velocities, and evolving through binary collisions and external driving. At any instant, a particle is equally likely…

Statistical Mechanics · Physics 2015-07-23 V. V. Prasad , Sanjib Sabhapandit , Abhishek Dhar

First-passage time (FPT) of an Ornstein-Uhlenbeck (OU) process is of immense interest in a variety of contexts. This paper considers an OU process with two boundaries, one of which is absorbing while the other one could be either reflecting…

Optimization and Control · Mathematics 2017-03-28 Khem Raj Ghusinga , Vaibhav Srivastava , Abhyudai Singh

We define a new diffusive matrix model converging towards the $\beta$-Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the…

Probability · Mathematics 2013-06-25 Romain Allez , Alice Guionnet

The correspondence principle is investigated in the framework of deterministic predictions for individual systems. Exact analytical results are obtained for the quantum and the Liouvillian dynamics of a nonlinear oscillator coupled to a…

Quantum Physics · Physics 2007-11-26 Renato M. Angelo

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

Based on a version of Dudley's Wiener process on the mass shell in the momentum Minkowski space of a massive point particle, a model of a relativistic Ornstein--Uhlenbeck process is constructed by addition of a specific drift term. The…

Mathematical Physics · Physics 2017-03-22 Jürgen Potthoff , Robert Schrader

The East process is a 1D kinetically constrained interacting particle system, introduced in the physics literature in the early 90's to model liquid-glass transitions. Spectral gap estimates of Aldous and Diaconis in 2002 imply that its…

Probability · Mathematics 2014-12-22 Shirshendu Ganguly , Eyal Lubetzky , Fabio Martinelli

This paper studies subordinate Ornstein-Uhlenbeck (OU) processes, i.e., OU diffusions time changed by L\'{e}vy subordinators. We construct their sample path decomposition, show that they possess mean-reverting jumps, study their equivalent…

Pricing of Securities · Quantitative Finance 2012-04-18 Lingfei Li , Vadim Linetsky

The cutoff phenomenon is an abrupt transition from out of equilibrium to equilibrium undergone by certain Markov processes in the limit where the size of the state space tends to infinity: instead of decaying gradually over time, their…

Probability · Mathematics 2025-08-29 Justin Salez

Microscopic swimming particles, which dissipate energy to execute persistent directed motion, are a classic example of a non-equilibrium system. We investigate the non-interacting Ornstein--Uhlenbeck Particle (OUP), which is propelled…

Soft Condensed Matter · Physics 2018-04-09 Cato Sandford , Alexander Y. Grosberg , Jean-François Joanny

We show that the total number of collisions in the exchangeable coalescent process driven by the beta $(1,b)$ measure converges in distribution to a 1-stable law, as the initial number of particles goes to infinity. The stable limit law is…

Probability · Mathematics 2012-09-26 Alexander Gnedin , Alexander Iksanov , Alexander Marynych , Martin Moehle

Two dimensional condensed matter is realised in increasingly diverse forms that are accessible to experiment and of potential technological value. The properties of these systems are influenced by many length scales and reflect both generic…

Statistical Mechanics · Physics 2011-07-15 Andrea Taroni , Steven T. Bramwell , Peter C. W. Holdsworth

We consider an inertial active Ornstein-Uhlenbeck particle in an athermal bath. The particle is charged, constrained to move in a two-dimensional harmonic trap, and a magnetic field is applied perpendicular to the plane of motion. The…

Statistical Mechanics · Physics 2022-08-31 M Muhsin , M Sahoo

We consider the inclusion process on the complete graph with vanishing diffusivity, which leads to condensation of particles in the thermodynamic limit. Describing particle configurations in terms of size-biased and appropriately scaled…

Probability · Mathematics 2024-06-10 Paul Chleboun , Simon Gabriel , Stefan Grosskinsky

We study in more detail the properties of the generalized Beth Uhlenbeck formula obtained in a preceding article. This formula leads to a simple integral expression of the grand potential of the system, where the interaction potential…

atom-ph · Physics 2016-08-15 P. Grüter , F. Laloë , A. E. Meyerovich , W. Mullin

We study purification dynamics in monitored quantum processes governed by ensembles of quantum circuits in different random-matrix symmetry classes. We analyze the universal aspects that emerge away from the measurement induced phase…

Quantum Physics · Physics 2026-03-12 Federico Gerbino , Donghoon Kim , Guido Giachetti , Andrea De Luca , Xhek Turkeshi

Anomalous dynamics in which local perturbations spread faster than diffusion are ubiquitously observed in the long-time behavior of a wide variety of systems. Here, the manner by which such systems evolve towards their asymptotic…

Statistical Mechanics · Physics 2020-04-09 Asaf Miron

We study the thermodynamic limit of random partition models for the instanton sum of 4D and 5D supersymmetric U(1) gauge theories deformed by some physical observables. The physical observables correspond to external potentials in the…

Mathematical Physics · Physics 2013-05-31 Kanehisa Takasaki , Toshio Nakatsu

Transport of strongly interacting fermions governs modern materials -- from the high-$T_c$ cuprates to bilayer graphene --, but also nuclear fission, the merging of neutron stars and the expansion of the early universe. Here we observe a…