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We theoretically explore the role of mesoscopic fluctuations and noise on the spectral and temporal properties of systems of $\mathcal{PT}$-symmetric coupled gain-loss resonators operating near the exceptional point, where eigenvalues and…

Mesoscale and Nanoscale Physics · Physics 2018-10-18 N. Asger Mortensen , P. A. D. Gonçalves , Mercedeh Khajavikhan , Demetrios N. Christodoulides , C. Tserkezis , C. Wolff

We discuss mesoscopic effects in quantum dots, nanoparticles and nuclei. In quantum dots, we focus on the statistical regime of dots whose single-electron dynamics are chaotic. Random matrix theory methods, developed to explain the…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 Y. Alhassid

It is expected that the statistical fluctuations of local observables in large quantum systems obey the central limit theorem, and approximate a normal distribution as their size grows. Here, we prove a version of the Berry-Esseen theorem…

The log-partition function $ \log W_N(\beta)$ of the two-dimensional directed polymer in random environment is known to converge in distribution to a normal distribution when considering temperature in the subcritical regime…

Probability · Mathematics 2025-09-03 Clément Cosco , Anna Donadini

We consider the time evolution of $N$ bosons in the mean field regime for factorized initial data. In the limit of large $N$, the many body evolution can be approximated by the non-linear Hartree equation. In this paper we are interested in…

Mathematical Physics · Physics 2014-01-29 Simon Buchholz , Chiara Saffirio , Benjamin Schlein

In this article, we revisit the question of fluctuations of linear statistics of beta ensembles in the single cut and non-critical regime for general potentials $V$ under mild regularity and growth assumptions. Our main objective is to…

Probability · Mathematics 2024-03-27 Jürgen Angst , Ronan Herry , Dominique Malicet , Guillaume Poly

This article gives a rigorous analysis of the fluctuations of the Bose-Einstein condensate for a system of non-interacting bosons in an arbitrary potential, assuming that the system is governed by the canonical ensemble. As a result of the…

Probability · Mathematics 2014-03-05 Sourav Chatterjee , Persi Diaconis

We consider a system of $N$ disordered mean-field interacting diffusions within spatial constraints: each particle $\theta_i$ is attached to one site $x_i$ of a periodic lattice and the interaction between particles $\theta_i$ and…

Probability · Mathematics 2020-01-16 Eric Luçon , Wilhelm Stannat

We consider the adjacency matrix $A$ of a large random graph and study fluctuations of the function $f_n(z,u)=\frac{1}{n}\sum_{k=1}^n\exp\{-uG_{kk}(z)\}$ with $G(z)=(z-iA)^{-1}$. We prove that the moments of fluctuations normalized by…

Mathematical Physics · Physics 2015-05-14 M. Shcherbina , B. Tirozzi

In this paper we show a central limit theorem for Lebesgue integrals of stationary $BL(\theta)$-dependent random fields as the integration domain grows in Van Hove-sense. Our method is to use the (known) analogue result for discrete sums.…

Probability · Mathematics 2016-01-05 Jürgen Kampf

In this paper we study mesoscopic fluctuations for Dyson's Brownian motion with $\beta=2$. Dyson showed that the Gaussian Unitary Ensemble (GUE) is the invariant measure for this stochastic evolution and conjectured that, when starting from…

Mathematical Physics · Physics 2013-12-17 Maurice Duits , Kurt Johansson

Quantum extensions of the Gallavotti-Cohen fluctuation theorem (FT) for the entropy production have been discussed by several authors. There is a practical gap between microscopic forms of FT and mesoscopic (i.e. not purely Hamiltonian)…

Statistical Mechanics · Physics 2009-11-13 Wojciech De Roeck

We study fluctuations of linear statistics in Polyanalytic Ginibre ensembles, a family of point processes describing planar free fermions in a uniform magnetic field at higher Landau levels. Our main result is asymptotic normality of…

Mathematical Physics · Physics 2016-12-26 Antti Haimi , Aron Wennman

We have developed a theory for inhomogeneous systems that allows for incorporation of effects of mesoscopic fluctuations. A hierarchy of equations relating the correlation and direct correlation functions for the local excess $\phi({\bf…

Statistical Mechanics · Physics 2016-09-21 Alina Ciach , Wojciech T. Gozdz

We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…

Probability · Mathematics 2020-07-01 Zengjing Chen , Larry G. Epstein

In the classical $\beta$-ensembles of random matrix theory, setting $\beta = 2 \alpha/N$ and taking the $N \to \infty$ limit gives a statistical state depending on $\alpha$. Using the loop equations for the classical $\beta$-ensembles, we…

Probability · Mathematics 2021-07-19 Peter J. Forrester , Guido Mazzuca

We define the local empirical process, based on $n$ i.i.d. random vectors in dimension $d$, in the neighborhood of the boundary of a fixed set. Under natural conditions on the shrinking neighborhood, we show that, for these local empirical…

Statistics Theory · Mathematics 2011-04-22 John H. J. Einmahl , Estáte V. Khmaladze

We introduce the point process \begin{align*} \frac{1}{Z_{n}}\prod_{1 \leq j < k \leq n} |e^{i\theta_{j}}+e^{i\theta_{k}}|^{\beta}\prod_{j=1}^{n} d\theta_{j}, \qquad \theta_{1},\ldots,\theta_{n} \in (-\pi,\pi], \quad \beta > 0, \end{align*}…

Probability · Mathematics 2025-03-03 Christophe Charlier

We adapt Stein's method to obtain Berry--Esseen type error bounds in the multivariate central limit theorem for non-stationary processes generated by time-dependent compositions of uniformly expanding dynamical systems. In a particular case…

Dynamical Systems · Mathematics 2026-03-17 Juho Leppänen

We analyze the non-equilibrium fluctuations of the partial symmetric simple exclusion process, SEP($\alpha$), which allows at most $\alpha \in \mathbb{N}$ particles per site, and we put it in contact with stochastic reservoirs whose…

Probability · Mathematics 2023-08-21 C. Franceschini , P. Gonçalves , M. Jara , B. Salvador