Related papers: Dynamical Lee-Yang zeros for continuous-time and d…
We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking…
We study large fluctuations of the current in a Dyson gas, a 1D system of particles interacting through a logarithmic potential and subjected to random noise. We adapt the macroscopic fluctuation theory to the Dyson gas and derive two…
We propose to use the theory of phase transitions of Lee and Yang as a practical tool to analyze long-range correlations in a finite-size system. We apply it to the analysis of anisotropic flow in nucleus-nucleus collisions, and show that…
The evolution of a continuous time Markov process with a finite number of states is usually calculated by the Master equation - a linear differential equations with a singular generator matrix. We derive a general method for reducing the…
We study the zeros in the complex plane of the partition function for the Ising model coupled to $2d$ quantum gravity for complex magnetic field and for complex temperature. We compute the zeros by using the exact solution coming from a two…
We propose a stochastic process driven by memory effect with novel distributions including both exponential and leptokurtic heavy-tailed distributions. A class of distribution is analytically derived from the continuum limit of the discrete…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
Dynamical processes can be classified in various ways as deterministic or stochastic, and continuous or discrete time. All these types can be studied by the path-spaces they generate, and stationary measures on that path-space. Such…
We consider the zeros of the partition function of the Ising model with ferromagnetic pair interactions and complex external field. Under the assumption that the graph with strictly positive interactions is connected, we vary the…
We solve two problems related to the fluctuations of time-integrated functionals of Markov diffusions, used in physics to model nonequilibrium systems. In the first we derive and illustrate the appropriate boundary conditions on the…
Motivated by the search for the QCD critical point, we discuss how to obtain the singular behavior of a thermodynamic system near a critical point, namely the Lee-Yang singularities, from a limited amount of local data generated in a…
Multiplicative logarithmic corrections to scaling are frequently encountered in the critical behavior of certain statistical-mechanical systems. Here, a Lee-Yang zero approach is used to systematically analyse the exponents of such…
We propose a stochastic process driven by the memory effect with novel distributions which include both exponential and leptokurtic heavy-tailed distributions. A class of the distributions is analytically derived from the continuum limit of…
We study a phase transition in a non-equilibrium model first introduced in [5], using the Yang-Lee description of equilibrium phase transitions in terms of both canonical and grand canonical partition function zeros. The model consists of…
We study a general mass transport model on an arbitrary graph consisting of $L$ nodes each carrying a continuous mass. The graph also has a set of directed links between pairs of nodes through which a stochastic portion of mass, chosen from…
We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…
We show that a substantial portion of stochastic calculus can be developed along similar lines to ordinary calculus, with derivative-based concepts driving the development. We define a notion of stopping derivative, which is a form of right…
We analyze the structure of stochastic dynamics near either a stable or unstable fixed point, where force can be approximated by linearization. We find that a cost function that determines a Boltzmann-like stationary distribution can always…
We present a general method for constructing integrable stochastic processes, with two-step discrete time Floquet dynamics, from the transfer matrix formalism. The models can be interpreted as a discrete time parallel update. The method can…
Phase Transition is associated with a drastic change in some observable (ordered parameter) of the system when the controlled parameter is tuned smoothly. Lee-Yang theory of phase transition is discussed which is related to the accumulation…