Related papers: Dynamical Loop Equation
According to the classical theory of Brownian motion, the mean squared displacement of diffusing particles evolves linearly with time whereas the distribution of their displacements is Gaussian. However, recent experiments on mesoscopic…
The distributions of $ N $-particle systems of Gaussian unitary ensembles converge to Sine$_2$ point processes under bulk-scaling limits. These scalings are parameterized by a macro-position $ \theta $ in the support of the semicircle…
Recently, we introduced the active Dyson Brownian motion model (DBM), in which $N$ run-and-tumble particles interact via a logarithmic repulsive potential in the presence of a harmonic well. We found that in a broad range of parameters the…
We investigate the construction of diffusions consisting of infinitely numerous Brownian particles moving in $\mathbb{R}^d$ and interacting via logarithmic functions (two-dimensional Coulomb potentials). These potentials are very strong and…
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…
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.…
Since the baryon-number susceptibilities are correlated with the cumulant of baryon-number fluctuations in experiments, we do calculations of the susceptibilities and compare them with the experimental fluctuation data under the framework…
We develop a form factor approach to the study of dynamical correlation functions of quantum integrable models in the critical regime. As an example, we consider the quantum non-linear Schr\"odinger model. We derive long-distance/long-time…
While free and weakly interacting particles are well described by a a second-quantized nonlinear Schr\"odinger field, or relativistic versions of it, the fields of strongly interacting particles are governed by effective actions, whose…
We propose a semiclassical framework for solving open quantum dynamics in driven-dissipative spin systems. Our method consists of generalized spin-wave approximations tailored to describing quantum trajectories unravelled from the master…
The formalism for Schwinger-Dyson equations of Wilson loops, as developed by Eguchi, Weingarten, and Foerster, is extended to include connected correlators. These should allow one to study propagators and interactions of glueball fields…
Dynamical random walk of classical particle in thermodynamically equilibrium fluctuating medium, - Gaussian random potential field, - is considered in the framework of explicit stochastic representation of deterministic interactions. We…
We investigate a system of Brownian particles weakly bound by attractive parity-symmetric potentials that grow at large distances as $V(x) \sim |x|^\alpha$, with $0 < \alpha < 1$. The probability density function $P(x,t)$ at long times…
We introduce a model of long-range interacting particles evolving under a stochastic Monte Carlo dynamics, in which possible increase or decrease in the values of the dynamical variables is accepted with preassigned probabilities. For…
We consider a two matrix model with gaussian interaction involving the term $tr ABAB$, which is quartic in angular variables. It describes a vertex model (in particular case - of F-model type) on the lattice of fluctuating geometry and is…
We study large-scale height fluctuations of random stepped surfaces corresponding to uniformly random lozenge tilings of polygons on the triangular lattice. For a class of polygons (which allows arbitrarily large number of sides), we show…
The dynamical behavior for a quantum Brownian particle is investigated under a random potential of the fractional iterative map on a one-dimensional lattice. For our case, the quantum expectation values can be obtained numerically from the…
We study the joint asymptotic behavior of spacings between particles at the edge of multilevel Dyson Brownian motions, when the number of levels tends to infinity. Despite the global interactions between particles in multilevel Dyson…
The main topic of these lecture notes is the continuum scaling limit of planar lattice models. One reason why this topic occupies an important place in the theory of probability and mathematical statistical physics is that scaling limits…
Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…