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We study the evolution leading to (or regressing from) a large fluctuation in a Statistical Mechanical system. We introduce and study analytically a simple model of many identically and independently distributed microscopic variables $n_m$…

Statistical Mechanics · Physics 2017-03-28 Federico Corberi

A central limit theorem is shown for moderately interacting particles in the whole space. The interaction potential approximates singular attractive or repulsive potentials of sub-Coulomb type. It is proved that the fluctuations become…

Probability · Mathematics 2024-05-27 Li Chen , Alexandra Holzinger , Ansgar Jüngel

Mean-field theories of the glass transition predict a phase transition to a dynamically arrested state, yet no such transition is observed in experiments or simulations of finite-dimensional systems. We resolve this long-standing…

Soft Condensed Matter · Physics 2025-12-16 Corentin C. L. Laudicina , Liesbeth M. C. Janssen , Grzegorz Szamel

Consider a supercritical Crump--Mode--Jagers process $(\mathcal Z_t^{\varphi})_{t \geq 0}$ counted with a random characteristic $\varphi$. Nerman's celebrated law of large numbers [Z. Wahrsch. Verw. Gebiete 57, 365--395, 1981] states that,…

Probability · Mathematics 2024-03-13 Alexander Iksanov , Konrad Kolesko , Matthias Meiners

We study analytically the correlations between the positions of tagged particles in the random average process, an interacting particle system in one dimension. We show that in the steady state the mean squared auto-fluctuation of a tracer…

Statistical Mechanics · Physics 2009-11-07 R. Rajesh , Satya N. Majumdar

It is well known that one can map certain properties of random matrices, fermionic gases, and zeros of the Riemann zeta function to a unique point process on the real line. Here we analytically provide exact generalizations of such a point…

Statistical Mechanics · Physics 2009-11-13 Salvatore Torquato , A. Scardicchio , Chase E Zachary

We consider the one-dimensional stirring process on the segment $\{-N,\ldots,N\}$, coupled to boundary dynamics that inject particles from the right reservoir and remove particles from the left reservoir, each acting on a window of size…

Probability · Mathematics 2025-12-16 Panagiota Birmpa , Patrícia Gonçalves , Dimitrios Tsagkarogiannis

We study two one-parameter families of point processes connected to random matrices: the Sine_beta and Sch_tau processes. The first one is the bulk point process limit for the Gaussian beta-ensemble. For beta=1, 2 and 4 it gives the limit…

Probability · Mathematics 2013-11-19 Diane Holcomb , Benedek Valkó

For sub-additive ergodic processes $\{X_{m,n}\}$ with weak dependence, we analyze the rate of convergence of $\mathbb{E}X_{0,n}/n$ to its limit $g$. We define an exponent $\gamma$ given roughly by $\mathbb{E}X_{0,n} \sim ng + n^\gamma$,…

Probability · Mathematics 2014-10-22 Antonio Auffinger , Michael Damron , Jack Hanson

Experiments reveal that the superconductors $\text{UPt}_3$, $\text{U}_{1-x}\text{Th}_x\text{Be}_{13}$ and $\text{PrOs}_4\text{Sb}_{12}$ undergo two superconducting transitions in the absence of an applied magnetic field. The prevalence of…

Superconductivity · Physics 2020-04-08 Adil Amin , D. F. Agterberg

The distribution of the properly renormalized gaps of $\sqrt{n} \,\mathrm{mod}\, 1$ with $n < N$ converges (when $N\rightarrow \infty$) to a non-standard limit distribution, as Elkies and McMullen proved in 2004 using techniques from…

Number Theory · Mathematics 2025-09-18 Maksym Radziwiłł , Niclas Technau

The propagation of chaos and associated law of large numbers for mean-field interacting age-dependent Hawkes processes (when the number of processes n goes to +$\infty$) being granted by the study performed in (Chevallier, 2015), the aim of…

Probability · Mathematics 2016-11-08 Julien Chevallier

It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…

Probability · Mathematics 2011-05-25 Angelika Rohde , Claudia Strauch

In a view of recent proposals for the realization of anisotropic light-matter interaction in such platforms as (i) non-stationary or inductively and capacitively coupled superconducting qubits, (ii) atoms in crossed fields and (iii)…

Mesoscale and Nanoscale Physics · Physics 2021-07-06 D. S. Shapiro , W. V. Pogosov , Yu. E. Lozovik

We analyze nonequilibrium fluctuations of the averaging process on $\mathbb T_\varepsilon^d$, a continuous degenerate Gibbs sampler running over the edges of the discrete $d$-dimensional torus. We show that, if we start from a smooth…

Probability · Mathematics 2025-12-09 Federico Sau

In this paper it is demonstrated that a 1/f power spectrum appears in the process originated by the superposition of many similar single-sided RTN processes with the same relaxation time. The non-relaxed regime, the Gaussian nature and the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Giovanni Zanella

The phase transition of the one-dimensional, diffusive pair contact process (PCPD) is investigated by N cluster mean-field approximations and high precision simulations. The N=3,4 cluster approximations exhibit smooth transition line to…

Statistical Mechanics · Physics 2009-11-07 Geza Odor

In this paper we study fluctuations of extreme particles of nonintersecting Brownian bridges starting from $a_1\leq a_2\leq \cdots \leq a_n$ at time $t=0$ and ending at $b_1\leq b_2\leq \cdots\leq b_n$ at time $t=1$, where…

Probability · Mathematics 2020-11-04 Jiaoyang Huang

Inspired by a recent paper of I. Grama, E. Le Page and M. Peign\'e, we consider a sequence $(g_n)_{n \geq 1}$ of i.i.d. random $d\times d$-matrices with non-negative entries and study the fluctuations of the process $(\log \vert g_n\cdots…

Probability · Mathematics 2017-06-19 C. Pham

In this paper, we analyze the random fluctuations in a one dimensional stochastic homogenization problem and prove a central limit result, i.e., the first order fluctuations can be described by a Gaussian process that solves an SPDE with…

Probability · Mathematics 2015-08-24 Yu Gu