Related papers: The Airy$_2$ process and the 3D Ising model
The paper considers the generalized Ising model in the $2\times2\times\infty$ strip with a Hamiltonian invariant with respect to the central axis of rotation through the angle $\pi/2$, which includes all possible multiplicative interactions…
We study $n$ non-intersecting Brownian motions, corresponding to the eigenvalues of an $n\times n$ Hermitian Brownian motion. At the boundary of their limit shape we find that only three universal processes can arise: the Pearcey process…
We show that classical integrable models of last passage percolation and the related nonintersecting random walks converge uniformly on compact sets to the Airy line ensemble. Our core approach is to show convergence of nonintersecting…
The two-dimensional Ising model is studied at the boundary of a half-infinite cylinder. The three regular lattices (square, triangular and hexagonal) and the three regimes (sub-, super- and critical) are discussed. The probability of having…
When the unconditioned process is a diffusion living on the half-line $x \in ]-\infty,a[$ in the presence of an absorbing boundary condition at position $x=a$, we construct various conditioned processes corresponding to finite or infinite…
We introduce a diffusion model for energetically inhomogeneous systems. A random walker moves on a spin-S Ising configuration, which generates the energy landscape on the lattice through the nearest-neighbors interaction. The underlying…
Self-interacting diffusions are processes living on a compact Riemannian manifold defined by a stochastic differential equation with a drift term depending on the past empirical measure of the process. The asymptotics of this measure is…
Consider a single server queue with renewal arrivals and i.i.d. service times in which the server operates under a processor sharing service discipline. To describe the evolution of this system, we use a measure valued process that keeps…
We propose and study a one-dimensional model which consists of two cross-diffusion systems coupled via a moving interface. The motivation stems from the modelling of complex diffusion processes in the context of the vapor deposition of thin…
The Airy line ensemble is a random collection of continuous ordered paths that plays an important role within random matrix theory and the Kardar-Parisi-Zhang universality class. The aim of this paper is to prove a universality property of…
The goal of this article is to investigate infinite dimensional affine diffusion processes on the canonical state space. This includes a derivation of the corresponding system of Riccati differential equations and an existence proof for…
In this paper we consider diffusions on the half line (0, $\infty$) such that the expectation of the arrival time at the origin is uniformly bounded in the initial point. This implies that there is a well defined diffusion process starting…
We provide, in a general setting, explicit solutions for optimal stopping problems that involve diffusion process and its running maximum. Our approach is to use the excursion theory for Levy processes. Since general diffusions are, in…
We study the Einstein relation between diffusion and response to an external field in systems showing superdiffusion. In particular, we investigate a continuous time Levy walk where the velocity remains constant for a time \tau, with…
In last passage percolation models lying in the Kardar-Parisi-Zhang universality class, maximizing paths that travel over distances of order $n$ accrue energy that fluctuates on scale $n^{1/3}$; and these paths deviate from the linear…
Denoising diffusion models are a novel class of generative algorithms that achieve state-of-the-art performance across a range of domains, including image generation and text-to-image tasks. Building on this success, diffusion models have…
Motivated by recent experiments and models of biological segmentation, we analyze the exicitation of pattern-forming instabilities of convectively unstable reaction-diffusion-advection (RDA) systems, occuring by means of constant or…
We show that an high temperature expansion at fixed order parameter can be derived for the quantum Ising model. The basic point is to consider a statistical generating functional associated to the local spin state. The probability at…
A diffused interface model describing the evolution of two conterminous incompressible fluids in a porous medium is discussed. The system consists of the Cahn-Hilliard equation with Flory-Huggins logarithmic potential, coupled via surface…
Dobrushin (1972) showed that the interface of a 3D Ising model with minus boundary conditions above the $xy$-plane and plus below is rigid (has $O(1)$-fluctuations) at every sufficiently low temperature. Since then, basic features of this…