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We investigate the statistics of fluctuations in a classical stochastic network of nodes joined by connectors. The nodes carry generalized charge that may be randomly transferred from one node to another. Our goal is to find the time…

Mesoscale and Nanoscale Physics · Physics 2009-11-10 Andrew N. Jordan , Eugene V. Sukhorukov , Sebastian Pilgram

We study largest singular values of large random matrices, each with mean of a fixed rank $K$. Our main result is a limit theorem as the number of rows and columns approach infinity, while their ratio approaches a positive constant. It…

Probability · Mathematics 2021-03-02 Wlodek Bryc , Jack W. Silverstein

In this paper, we study staircase tableaux, a combinatorial object introduced due to its connections with the asymmetric exclusion process (ASEP) and Askey-Wilson polynomials. Due to their interesting connections, staircase tableaux have…

Combinatorics · Mathematics 2015-09-21 Pawel Hitczenko , Amanda Lohss

Statistical node clustering in discrete time dynamic networks is an emerging field that raises many challenges. Here, we explore statistical properties and frequentist inference in a model that combines a stochastic block model (SBM) for…

Methodology · Statistics 2016-06-23 Catherine Matias , Vincent Miele

In this paper we characterize all distributional limits of the random quadratic form $T_n =\sum_{1\le u< v\le n} a_{u, v} X_u X_v$, where $((a_{u, v}))_{1\le u,v\le n}$ is a $\{0, 1\}$-valued symmetric matrix with zeros on the diagonal and…

Probability · Mathematics 2024-09-17 Bhaswar B. Bhattacharya , Sayan Das , Somabha Mukherjee , Sumit Mukherjee

While stochastic variational inference is relatively well known for scaling inference in Bayesian probabilistic models, related methods also offer ways to circumnavigate the approximation of analytically intractable expectations. The key…

Machine Learning · Statistics 2015-09-08 David A. Knowles

The work approaches the study of the fluctuations for the thermodynamic systems in the presence of the fields. The approach is of phenomenological nature and developed in a Gaussian approximation. The study is exemplified on the cases of a…

Statistical Mechanics · Physics 2009-10-31 S. Dumitru , A. Boer

We consider a toy model for the study of monitored dynamics in a many-body quantum systems. We study the stochastic Schrodinger equation resulting from the continuous monitoring with a rate $\Gamma$ of a random hermitian operator chosen at…

Statistical Mechanics · Physics 2024-07-02 Federico Gerbino , Pierre Le Doussal , Guido Giachetti , Andrea De Luca

We review some algebraic and combinatorial structures that underlie models in the KPZ universality class.Emphasis is placed on the Robinson-Schensted-Knuth correspondence and its geometric lifting due to A.N.Kirillov. We present how these…

Probability · Mathematics 2022-12-06 Nikos Zygouras

The structure of very complicated irregular "microscopic" (local) entropy fluctuations around a big separated "macroscopic" (global) fluctuation in the statistical equilibrium was studied in numerical experiments on a simple 2--freedom…

Chaotic Dynamics · Physics 2007-05-23 Boris Chirikov , Oleg Zhirov

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…

Probability · Mathematics 2026-03-03 Gaëtan Borot , Vadim Gorin , Alice Guionnet

We determine the asymptotic forms of work distributions at arbitrary times $T$, in a class of driven stochastic systems using a theory developed by Engel and Nickelsen (EN theory) (arXiv:1102.4505v1 [cond-mat.stat-mech]), which is based on…

Statistical Mechanics · Physics 2017-12-21 Sreekanth K Manikandan , Supriya Krishnamurthy

Properties of the Kondo effect in quantum dots depend sensitively on the coupling parameters and so on the realization of the quantum dot -- the Kondo temperature itself becomes a mesoscopic quantity. Assuming chaotic dynamics in the dot,…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 R. K. Kaul , Denis Ullmo , Harold U. Baranger

We obtain uniform asymptotics for polynomials orthogonal on a fixed and varying arc of the unit circle with a positive analytic weight function. We also complete the proof of the large $s$ asymptotic expansion for the Fredholm determinant…

Functional Analysis · Mathematics 2007-05-23 I. V. Krasovsky

The classical fluctuation-dissipation theorem predicts the average response of a dynamical system to an external deterministic perturbation via time-lagged statistical correlation functions of the corresponding unperturbed system. In this…

Chaotic Dynamics · Physics 2017-02-28 Rafail V. Abramov

We derive universal entanglement entropy and Schmidt eigenvalue behaviors for the eigenstates of two quantum chaotic systems coupled with a weak interaction. The progression from a lack of entanglement in the noninteracting limit to the…

Quantum Physics · Physics 2018-09-19 Steven Tomsovic , Arul Lakshminarayan , Shashi C. L. Srivastava , Arnd Bäcker

This is a cursory overview of applications of concepts from random matrix theory (RMT) to quantum electronics and classical & quantum optics. The emphasis is on phenomena, predicted or explained by RMT, that have actually been observed in…

Mesoscale and Nanoscale Physics · Physics 2011-09-06 C. W. J. Beenakker

The article reviews recent developments in the theory of fluctuations and correlations of energy levels and eigenfunction amplitudes in diffusive mesoscopic samples. Various spatial geometries are considered, with emphasis on…

Disordered Systems and Neural Networks · Physics 2009-10-31 Alexander D. Mirlin

Anomalously strong finite-size effects have been observed for the mean square radius of gyration $R^2_K$ of Gaussian random polygons with a fixed knot $K$ as a function of the number $N$ of polygonal nodes. Through computer simulations with…

Soft Condensed Matter · Physics 2009-03-26 Miyuki K. Shimamura , Tetsuo Deguchi

The isothermal compressibility of an interacting or non interacting system may be extracted from the fluctuations of the number of particles in a well chosen control volume. Finite size effects are prevalent and should then be accounted for…

Statistical Mechanics · Physics 2015-06-18 Dario Villamaina , Emmanuel Trizac
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