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In this note, we present a version of Hoeffding's inequality in a continuous-time setting, where the data stream comes from a uniformly ergodic diffusion process. Similar to the well-studied case of Hoeffding's inequality for discrete-time…

Probability · Mathematics 2019-03-26 Michael C. H. Choi , Evelyn Li

We investigate the effect of losses on an interacting quantum gas. We show that, for gases in dimension higher than one, assuming together a vanishing correlation time of the reservoir where dissipation occurs, and contact interactions…

Quantum Gases · Physics 2021-09-22 Isabelle Bouchoule , Léa Dubois , Léo-Paul Barbier

Assuming the Ornstein-Uhlenbeck process and relativistic diffusion equations with three sources at y = 0, we analyze eta-distributions of d+Au collision as well as Au+Au collisions at sqrt{s_{NN}} = 130 GeV and 200 GeV.

Nuclear Theory · Physics 2007-05-23 Minoru Biyajima , Masahiro Kaneyama , Takuya Mizoguchi , Noriaki Nakajima

This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations…

Probability · Mathematics 2014-01-15 Stéphane Mischler , Clément Mouhot , Bernt Wennberg

Fluctuations are an intrinsic feature of many-body systems, and their full statistical distributions reveal a wealth of information about the underlying physics. Of particular interest are non-Gaussian, extreme-value statistics that arise…

Quantum Gases · Physics 2026-01-23 Abel Beregi , En Chang , Erik Rydow , Christopher J. Foot , Shinichi Sunami

Convergence rate to the stationary distribution for continuous-time Markov processes can be studied using Lyapunov functions. Recent work by the author provided explicit rates of convergence in special case of a reflected jump-diffusion on…

Probability · Mathematics 2020-03-25 Andrey Sarantsev

Dyson's model is a one-dimensional system of Brownian motions with long-range repulsive forces acting between any pair of particles with strength proportional to the inverse of distances with proportionality constant $\beta/2$. We give…

Probability · Mathematics 2009-11-20 Makoto Katori , Hideki Tanemura

Eugene Wigner's revolutionary vision predicted that the energy levels of large complex quantum systems exhibit a universal behavior: the statistics of energy gaps depend only on the basic symmetry type of the model. Simplified models of…

Mathematical Physics · Physics 2012-12-05 Laszlo Erdos

Recently universal dynamic scaling is observed in several systems, which exhibit a spatiotemporal self-similar scaling behavior, analogous to the spatial scaling near phase transitions. The latter arises from the emergent continuous scaling…

Quantum Gases · Physics 2023-08-28 Jia-nan Cui , Zhengqiang Zhou , Mingyuan Sun

A discrete time crystal (DTC) repeats itself with a rigid rhythm, mimicking a ticking clock set by the interplay between its internal structures and an external force. DTCs promise profound applications in precision time-keeping and other…

Quantum Gases · Physics 2020-07-22 Changyuan Lyu , Sayan Choudhury , Chenwei Lv , Yangqian Yan , Qi Zhou

We consider a synchronous process of particles moving on the vertices of a graph $G$, introduced by Cooper, McDowell, Radzik, Rivera and Shiraga (2018). Initially, $M$ particles are placed on a vertex of $G$. In subsequent time steps, all…

Probability · Mathematics 2024-04-25 Umberto De Ambroggio , Tamás Makai , Konstantinos Panagiotou , Annika Steibel

Certain Markov processes, or deterministic evolution equations, have the property that they are dual to a stochastic process that exhibits extinction versus unbounded growth, i.e., the total mass in such a process either becomes zero, or…

Probability · Mathematics 2007-05-23 Jan M. Swart

This work deals with mixing and dissipation ehancement for the solution of advection-diffusion equation driven by a Ornstein-Uhlenbeck velocity field. We are able to prove a quantitative mixing result, uniform in the diffusion parameter,…

Probability · Mathematics 2022-09-16 Umberto Pappalettera

We consider a Beckmann formulation of an unbalanced optimal transport (UOT) problem. The $\Gamma$-convergence of this formulation of UOT to the corresponding optimal transport (OT) problem is established as the balancing parameter $\alpha$…

Numerical Analysis · Mathematics 2023-03-31 Zhe Xiong , Lei Li , Ya-Nan Zhu , Xiaoqun Zhang

We study the stationary fluctuations of independent run-and-tumble particles. We prove that the joint densities of particles with given internal state converges to an infinite dimensional Ornstein-Uhlenbeck process. We also consider an…

Probability · Mathematics 2024-03-13 Frank Redig , Hidde van Wiechen

In this paper we study a model of randomly colliding particles interacting with a thermal bath. Collisions between particles are modeled via the Kac master equation while the thermostat is seen as an infinite gas at thermal equilibrium at…

Mathematical Physics · Physics 2014-07-21 Federico Bonetto , Michael Loss , Ranjini Vaidyanathan

Among all generalized Ornstein-Uhlenbeck processes which sample the same invariant measure and for which the same amount of randomness (a $N$-dimensional Brownian motion) is injected in the system, we prove that the asymptotic rate of…

Probability · Mathematics 2021-10-07 Arnaud Guillin , Pierre Monmarché

We study the global existence and uniform-in-time bounds of classical solutions in all dimensions to reaction-diffusion systems dissipating mass. By utilizing the duality method and the regularization of the heat operator, we show that if…

Analysis of PDEs · Mathematics 2019-05-28 Brian P. Cupps , Jeff Morgan , Bao Quoc Tang

We consider a general system of n noninteracting identical particles which evolve under a given dynamical law and whose initial microstates are a priori independent. The time evolution of the n-particle average of a bounded function on the…

chao-dyn · Physics 2021-04-28 Brian R. La Cour , William C. Schieve

We consider a class of external potentials on the complex plane $\mathbb{C}$ for which the coincidence set to the obstacle problem contains a Jordan curve in the exterior of the droplet. We refer to this curve as a spectral outpost. We…

Mathematical Physics · Physics 2026-03-09 Yacin Ameur , Joakim Cronvall