Related papers: Gaussian fluctuations for the two urn model
We discuss recently discovered links of the statistical models of normal random matrices to some important physical problems of pattern formation and to the quantum Hall effect. Specifically, the large $N$ limit of the normal matrix model…
Modelling spatio-temporal processes has become an important issue in current research. Since Gaussian processes are essentially determined by their second order structure, broad classes of covariance functions are of interest. Here, a new…
We study the mixing time of the $(n,k)$ Bernoulli--Laplace urn model, where $k\in\{0,1,\ldots,n\}$. Consider two urns, each containing $n$ balls, so that when combined they have precisely $n$ red balls and $n$ white balls. At each step of…
The multiplicity fluctuations of hadrons are studied within the statistical hadron-resonance gas model in the large volume limit. The role of quantum statistics and resonance decay effects are discussed. The microscopic correlator method is…
Experimental aspects of the use of bunching parameters are discussed. Special attention is paid to the behavior expected for the case of purely statistical fluctuations. We studied bin-averaged bunching parameters and propose a…
We study the joint asymptotics of forward and backward processes of numbers of non-empty urns in an infinite urn scheme. The probabilities of balls hitting the urns are assumed to satisfy the conditions of regular decrease. We prove weak…
In this note we want to have another look on Schwinger-Dyson equations for the eigenvalue distributions and the fluctuations of classical unitarily invariant random matrix models. We are exclusively dealing with one-matrix models, for which…
Large entropy fluctuations in an equilibrium steady state of classical mechanics were studied in extensive numerical experiments on a simple 2--freedom strongly chaotic Hamiltonian model described by the modified Arnold cat map. The rise…
The celebrated Evans-Searles, respectively Gallavotti-Cohen, fluctuation theorem concerns certain universal statistical features of the entropy production rate of a classical system in a transient, respectively steady, state. In this paper,…
An infinite urn scheme is defined by a probability mass function $(p_j)_{j\geq1}$ over positive integers. A random allocation consists of a sample of $N$ independent drawings according to this probability distribution where $N$ may be…
Generalized P\'olya urns with non-linear feedback are an established probabilistic model to describe the dynamics of growth processes with reinforcement, a generic example being competition of agents in evolving markets. It is well known…
Consider a supercritical Crump--Mode--Jagers process such that all births are at integer times (the lattice case). Let $\widehat\mu(z)$ be the generating function of the intensity of the offspring process, and consider the complex roots of…
Ehrenfest's diffusion model is a well-known classical physical model consisting of two urns and n balls. A group theoretical interpretation of the model by using the Gelfand pair (Z/2Zwr S_{n},S_{n}) is provided by Diaconis-Shahshahani.…
Colored tensor models generalize matrix models in arbitrary dimensions yielding a statistical theory of random higher dimensional topological spaces. They admit a 1/N expansion dominated by graphs of spherical topology. The simplest tensor…
Consider a deterministic self-adjoint matrix X_n with spectral measure converging to a compactly supported probability measure, the largest and smallest eigenvalues converging to the edges of the limiting measure. We perturb this matrix by…
We extend our recent result [Cipolloni, Erd\H{o}s, Schr\"oder 2019] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices $X$ with independent, identically distributed complex entries to the real…
Large entropy fluctuations in a nonequilibrium steady state of classical mechanics were studied in extensive numerical experiments on a simple 2-freedom model with the so-called Gauss time-reversible thermostat. The local fluctuations (on a…
Following Hales (2018), the evolution of P\'olya's urn may be interpreted as a walk, a P\'olya walk, on the integer lattice $\mathbb{N}^2$. We study the visibility properties of P\'olya's walk or, equivalently, the divisibility properties…
In this paper we discuss general tridiagonal matrix models which are natural extensions of the ones given by Dumitriu and Edelman. We prove here the convergence of the distribution of the eigenvalues and compute the limiting distributions…
We introduce families of classical stochastic dynamics in two and higher dimensions which stabilize order in the absence of any symmetry. Our dynamics are qualitatively distinct from Toom's rule, and have the unusual feature of being…