Related papers: CLT for NESS of a reaction-diffusion model
We carry out the asymptotic analysis of repulsive ensembles of N particles which are discrete analogues of continuous 1d log-gases or beta-ensembles of random matrix theory. The ensembles that we study have several groups of particles which…
In this paper we study detailed fluctuation results for a class of non-equilibrium steady states. The main example is the boundary driven harmonic model \cite{frassek2022exact}. In this model, the non-equilibrium steady state (NESS) is a…
We prove a law of large numbers and a central limit theorem for a tagged particle in a symmetric simple exclusion process in the one-dimensional lattice with variable diffusion coefficient. The scaling limits are obtained from a similar…
A simple model of charge transport is provided by a classical particle in a smooth random potential and a dissipative coupling to the environment in the form of Markovian noise and friction. The corresponding Non-Equilibrium Steady State…
The classical theory of linear response applies to statistical mechanics close to equilibrium. Away from equilibrium, one may describe the microscopic time evolution by a general differentiable dynamical system, identify nonequilibrium…
It is well known that central order statistics exhibit a central limit behavior and converge to a Gaussian distribution as the sample size grows. This paper strengthens this known result by establishing an entropic version of the CLT that…
This paper is concerned with normal approximation under relaxed moment conditions using Stein's method. We obtain the explicit rates of convergence in the central limit theorem for (i) nonlinear statistics with finite absolute moment of…
We give a closer look at the Central Limit Theorem (CLT) behavior in quasi-stationary states of the Hamiltonian Mean Field model, a paradigmatic one for long-range-interacting classical many-body systems. We present new calculations which…
Under the high-dimensional setting that data dimension and sample size tend to infinity proportionally, we derive the central limit theorem (CLT) for linear spectral statistics (LSS) of large-dimensional sample covariance matrix. Different…
Cluster formation is a fundamental aspect of the equation of state (EOS) of warm and dense nuclear matter such as can be found in supernovae (SNe). Similar matter can be studied in heavy-ion collisions (HIC). We use the experimental data of…
We study sample covariance matrices arising from multi-level components of variance. Thus, let $ B_n=\frac{1}{N}\sum_{j=1}^NT_{j}^{1/2}x_jx_j^TT_{j}^{1/2}$, where $x_j\in R^n$ are i.i.d. standard Gaussian, and…
We continue our investigation of kinetic models of a one-dimensional gas in contact with homogeneous thermal reservoirs at different temperatures. Nonlinear collisional interactions between particles are modeled by a so-called BGK dynamics…
We consider a diffusion in a Gaussian random environment that is white in time and study the large-scale behavior of the quenched density with respect to the Lebesgue measure. We show that under diffusive rescaling, the fluctuations of the…
We study the distribution of a fully connected neural network with random Gaussian weights and biases in which the hidden layer widths are proportional to a large constant $n$. Under mild assumptions on the non-linearity, we obtain…
The paper considers non-stationary responses in reduced-order model of partially liquid-filled tank under external forcing. The model involves one common degree of freedom for the tank and the non-sloshing portion of the liquid, and the…
Bessel processes $(X_{t,k})_{t\ge0}$ in $N$ dimensions are classified via associated root systems and multiplicity constants $k\ge0$. They describe interacting Calogero-Moser-Suther\-land particle systems with $N$ particles and are related…
Starting from a particle model describing self-propelled particles interacting through nematic alignment, we derive a macroscopic model for the particle density and mean direction of motion. We first propose a mean-field kinetic model of…
A resistor-network picture of transitions is appropriate for the study of energy absorption by weakly chaotic or weakly interacting driven systems. Such "sparse" systems reach a novel non-equilibrium steady state (NESS) once coupled to a…
The formation, growth, structure and cluster size distribution (CSD) properties in a two-dimensional system of particles interacting with Lennard-Jones (LJ) potential under controlled cooling condition have been studied using Monte-Carlo…
Considering light-mediated long-range interactions between cold atoms in a magneto-optical trap (MOT), we present numerical evidence of a nonequilibrium steady state (NESS) for sufficiently large number of atoms (> 10^8). This state…