Related papers: Multi-Point Functional Central Limit Theorem for W…
The classical Jarzynski equality establishes an exact relation between the stochastic work performed on a system driven out of thermal equilibrium and the free energy difference in a corresponding quasi-static process. This fluctuation…
Let $N(L)$ be the number of eigenvalues, in an interval of length $L$, of a matrix chosen at random from the Gaussian Orthogonal, Unitary or Symplectic ensembles of ${\cal N}$ by ${\cal N}$ matrices, in the limit ${\cal…
In this paper, we study the fluctuation of linear eigenvalue statistics of Random Band Matrices defined by $M_{n}=\frac{1}{\sqrt{b_{n}}}W_{n}$, where $W_{n}$ is a $n\times n$ band Hermitian random matrix of bandwidth $b_{n}$, i.e., the…
It is known that the fluctuations of suitable linear statistics of Haar distributed elements of the compact classical groups satisfy a central limit theorem. We show that if the corresponding test functions are sufficiently smooth, a rate…
We prove a functional central limit theorem for integrals $\int_W f(X(t))\, dt$, where $(X(t))_{t\in\mathbb{R}^d}$ is a stationary mixing random field and the stochastic process is indexed by the function $f$, as the integration domain $W$…
We obtain concentration estimates for the fluctuations of Coulomb gases in any dimension and in a broad temperature regime, including very small and very large temperature regimes which may depend on the number of points. We obtain a full…
The work fluctuations of an oscillator in contact with a thermostat and driven out of equilibrium by an external force are studied experimentally and theoretically within the context of Fluctuation Theorems (FTs). The oscillator dynamics is…
We study linear spectral statistics of high dimensional sample covariance matrices in a regime where the empirical spectral distribution remains governed by the classical sample covariance law but the fluctuation theory is nonclassical. Our…
Fluctuation theorems impose constraints on possible work extraction probabilities in thermodynamical processes. These constraints are stronger than the usual second law, which is concerned only with average values. Here, we show that such…
We consider large non-Hermitian random matrices $X$ with complex, independent, identically distributed centred entries and show that the linear statistics of their eigenvalues are asymptotically Gaussian for test functions having…
Let $\{X_k\}_{k \in \mathbb{Z}}$ be a stationary Gaussian process with values in a separable Hilbert space $\mathcal{H}_1$, and let $G:\mathcal{H}_1 \to \mathcal{H}_2$ be an operator acting on $X_k$. Under suitable conditions on the…
We show that continuous filling or wedge-wetting transitions are possible in 3D wedge-geometries made from (angled) substrates exhibiting first-order wetting transitions and develop a comprehensive fluctuation theory yielding a complete…
Fluctuation theorems, such as the Jarzynski equality and the Crooks relation, are effective tools connecting non-equilibrium work statistics and equilibrium free energy differences. However, detailed hands-on, reproducible protocols for…
Extending the notion of bounded variation, a function $u \in L_c^1(\mathbb R^n)$ is of bounded fractional variation with respect to some exponent $\alpha$ if there is a finite constant $C \geq 0$ such that the estimate \[ \biggl|\int u(x)…
The fluctuations of the work done by an external Gaussian random force on a harmonic oscillator that is also in contact with a thermal bath is studied. We have obtained the exact large deviation function as well as the complete asymptotic…
In this article, the joint fluctuations of the extreme eigenvalues and eigenvectors of a large dimensional sample covariance matrix are analyzed when the associated population covariance matrix is a finite-rank perturbation of the identity…
We study inhomogeneous random graphs with a finite type space. For a natural generalization of the model as a dynamic network-valued process, the paper establishes the following results: (a) Functional central limit theorems for the…
We study a system of 1D noninteracting spinless fermions in a confining trap at finite temperature. We first derive a useful and general relation for the fluctuations of the occupation numbers valid for arbitrary confining trap, as well as…
We consider complex, weakly non-Hermitian matrices $A = W_1 +i\sqrt{{\tau}_N}W_2$ , where $W_1$ and $W_2$ are Hermitian matrices and $\tau_N = O(N^{-1})$. We first show that for pairs of Hermitian matrices $(W_1 , W_2)$ such that $W_1$…
We study the eigenvector mass distribution for generalized Wigner matrices on a set of coordinates $I$, where $N^\varepsilon \le | I | \le N^{1- \varepsilon}$, and prove it converges to a Gaussian at every energy level, including the edge,…