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In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…

Probability · Mathematics 2010-02-08 Ivan Nourdin , Giovanni Peccati

We consider a new class of determinantal point processes in the complex plane coming from the ground state of free fermions associated with Berezin--Toeplitz operators. These processes generalize the Ginibre ensemble from random matrix…

Probability · Mathematics 2025-08-15 Alix Deleporte , Gaultier Lambert

This thesis develops advanced Tensor Network (TN) methods to address Hamiltonian Lattice Gauge Theories (LGTs), overcoming limitations in real-time dynamics and finite-density regimes. A novel dressed-site formalism is introduced, enabling…

High Energy Physics - Lattice · Physics 2025-05-14 Giovanni Cataldi

When analysing statistical systems or stochastic processes, it is often interesting to ask how they behave given that some observable takes some prescribed value. This conditioning problem is well understood within the linear operator…

Statistical Mechanics · Physics 2022-03-09 Lydia Chabane , Alexandre Lazarescu , Gatien Verley

We derive the explicit form of the rate function for semi-Markov processes. Here, the "random time change trick" plays an essential role. Also, by exploiting the contraction principle of the large deviation theory to the explicit form, we…

Statistical Mechanics · Physics 2018-03-14 Yuki Sughiyama , Testuya J. Kobayashi

The authors in a previous paper proved the hydrodynamic incompressible limit in $d\ge 3$ for a thermal lattice gas, namely a law of large numbers for the density, velocity field and energy. In this paper the equilibrium fluctuations for…

Mathematical Physics · Physics 2007-05-23 O. Benois , R. Esposito , R. Marra

The purpose of this paper is to study the time average behavior of Markov chains with transition probabilities being kernels of completely continuous operators, and therefore to provide a sufficient condition for a class of Markov chains…

Probability · Mathematics 2018-11-16 Shizhou Xu

Suppose that X_n, n>=0 is a stationary Markov chain and V is a certain function on a phase space of the chain, called an observanle. We say that the observable satisfies the central limit theorem (C.L.T.) if Y_n:=N^{-1/2}\sum_{n=0}^NV(X_n)…

Probability · Mathematics 2011-07-12 Tymoteusz Chojecki

Random matrix theory of the transition strengths is applied to transport in the strongly localized regime. The crossover distribution function between the different ensembles is derived and used to predict quantitatively the {\sl universal}…

Condensed Matter · Physics 2009-10-22 Y. Meir , O. Entin-Wohlman

We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…

Mathematical Physics · Physics 2015-12-22 Maurice Duits

We report the investigation of full-counting statistics (FCS) of transferred charge and spin in the transient regime where the connection between central scattering region (quantum dot) and leads are turned on at $t=0$. A general…

Statistical Mechanics · Physics 2014-12-15 Gao-Min Tang , Jian Wang

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…

Statistical Mechanics · Physics 2018-04-16 Aurélien Grabsch , Satya N. Majumdar , Grégory Schehr , Christophe Texier

We prove a von Neumann type ergodic theorem for averages of unitary operators arising from the Furstenberg-Poisson boundary representation (the quasi-regular representation) of any lattice in a non-compact connected semisimple Lie group…

Dynamical Systems · Mathematics 2016-09-20 Adrien Boyer , Gabriele Link , Christophe Pittet

We study the statistical fluctuations of Lyapunov exponents in the discrete version of the non-integrable perturbed sine-Gordon equation, the dissipative ac+dc driven Frenkel-Kontorova model. Our analysis shows that the fluctuations of the…

Statistical Mechanics · Physics 2022-10-18 Jovan Odavic , Petar Mali

This study presents functional limit theorems for the Euler characteristic of Vietoris-Rips complexes. The points are drawn from a non-homogeneous Poisson process on $\mathbb{R}^d$, and the connectivity radius governing the formation of…

Probability · Mathematics 2020-04-08 Andrew M. Thomas , Takashi Owada

We develop a quenched thermodynamic formalism for open random dynamical systems generated by finitely branched, piecewise-monotone mappings of the interval. The openness refers to the presence of holes in the interval, which terminate…

Dynamical Systems · Mathematics 2024-11-06 Jason Atnip , Gary Froyland , Cecilia Gonzalez-Tokman , Sandro Vaienti

Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…

Probability · Mathematics 2014-03-24 Hye-Won Kang , Thomas G. Kurtz , Lea Popovic

As a starting point we prove a functional central limit theorem for estimators of the invariant measure of a geometrically ergodic Harris-recurrent Markov chain in a multi-scale space. This allows to construct confidence bands for the…

Statistics Theory · Mathematics 2020-06-12 Jakob Söhl , Mathias Trabs

We re-derive the Nyquist theorem and Callen-Welton fluctuation-dissipation theorem (FDT) as a consequence of detailed balance principle applied to a harmonic oscillator. The usage of electrical notions in the beginning makes the…

Statistical Mechanics · Physics 2020-10-29 T. M. Mishonov , I. M. Dimitrova , A. M. Varonov

We present limit theorems for a sequence of Piecewise Deterministic Markov Processes (PDMPs) taking values in a separable Hilbert space. This class of processes provides a rigorous framework for stochastic spatial models in which discrete…

Probability · Mathematics 2012-04-13 Martin G. Riedler , Michèle Thieullen , Gilles Wainrib