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We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…

Statistical Mechanics · Physics 2014-01-08 Florian Angeletti , Eric Bertin , Patrice Abry

A finite quantum system evolving unitarily equilibrates in a probabilistic fashion. In the general many-body setting the time-fluctuations of an observable \mathcal{A} are typically exponentially small in the system size. We consider here…

Statistical Mechanics · Physics 2013-01-22 Lorenzo Campos Venuti , Paolo Zanardi

We study the limiting behavior of the $k$-th eigenvalue $x_k$ of unitary invariant ensembles with Freud-type and uniform convex potentials. As both $k$ and $n-k$ tend to infinity, we obtain Gaussian fluctuations for $x_k$ in the bulk and…

Probability · Mathematics 2019-09-04 Deng Zhang

This paper is devoted to the Gaussian fluctuations and deviations of the traces of tridiagonal random matrix. Under quite general assumptions, we prove that the traces are approximately normal distributed. Multi-dimensional central limit…

Probability · Mathematics 2015-06-16 Deng Zhang

We study the dynamics of the boundary dilaton gravity coupled to N massles scalars. We rederive the boundary conditions of [1] and [3] in a way which makes the requirement of reparametrization invariance and role of conformal anomaly…

High Energy Physics - Theory · Physics 2015-06-26 Sumit R. Das , Sudipta Mukherji

In this work, we obtain the central limit theorem for fluctuations of Young diagrams around their limit shape in the bulk of the "spectrum" of partitions of a large integer n (under the Plancherel measure). More specifically, we show that,…

Probability · Mathematics 2007-05-23 L. V. Bogachev , Z. G. Su

In this paper we examine the zero and first order eigenvalue fluctuations for the $\beta$-Hermite and $\beta$-Laguerre ensembles, using the matrix models we described in \cite{dumitriu02}, in the limit as $\beta \to \infty$. We find that…

Mathematical Physics · Physics 2015-06-26 Ioana Dumitriu , Alan Edelman

It is becoming more and more clear that complex networks present remarkable large fluctuations. These fluctuations may manifest differently according to the given model. In this paper we re-consider hidden variable models which turn out to…

Disordered Systems and Neural Networks · Physics 2014-02-19 Massimo Ostilli

We study the surface fluctuations of a tissue with a dynamics dictated by cell-rearrangement, cell-division, and cell-death processes. Surface fluctuations are calculated in the homeostatic state, where cell division and cell death…

Biological Physics · Physics 2015-12-22 Thomas Risler , Aurélien Peilloux , Jacques Prost

The effects of density and viscosity fluctuations on the total stress balance are identified and used to create a new mean velocity transformation for compressible boundary layers. This work is enabled by an extensive database of direct…

Fluid Dynamics · Physics 2023-02-28 Han Lee , Pino Martin , Owen Williams

We study the variance and the Laplace transform of the probability law of linear eigenvalue statistics of unitary invariant Matrix Models of n-dimentional Hermitian matrices as n tends to infinity. Assuming that the test function of…

Probability · Mathematics 2015-06-26 L. Pastur

Our work deals with symmetric rational functions and probabilistic models based on the fully inhomogeneous six vertex (ice type) model satisfying the free fermion condition. Two families of symmetric rational functions $F_\lambda,G_\lambda$…

Probability · Mathematics 2023-01-30 Amol Aggarwal , Alexei Borodin , Leonid Petrov , Michael Wheeler

We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…

Mathematical Physics · Physics 2022-12-07 Benjamin Landon , Patrick Lopatto , Philippe Sosoe

We investigate the statistics of the maximal fluctuation of two-dimensional Gaussian interfaces. Its relation to the entropic repulsion between rigid walls and a confined interface is used to derive the average maximal fluctuation $<m> \sim…

Statistical Mechanics · Physics 2007-05-23 Deok-Sun Lee

We study a model for dynamical localization of topology using ideas from non-commutative geometry and topology in quantum mechanics. We consider a collection $X$ of $N$ one-dimensional manifolds and the corresponding set of boundary…

High Energy Physics - Theory · Physics 2008-11-26 Luiz C. de Albuquerque , Paulo Teotonio-Sobrinho , Sachindeo Vaidya

We consider a two-dimensional point process whose points are separated into two disjoint components by a hard wall, and study the multivariate moment generating function of the corresponding disk counting statistics. We investigate the…

Mathematical Physics · Physics 2022-10-26 Yacin Ameur , Christophe Charlier , Joakim Cronvall , Jonatan Lenells

Let $C\geq 2$ be a positive integer. Consider the set of $n\times n$ non-negative integer matrices whose row sums and column sums are all equal to $Cn$ and let $X=(X_{ij})_{1\leq i,j\leq n}$ be uniformly distributed on this set. This $X$ is…

Probability · Mathematics 2023-01-18 Da Wu

Consider a $n \times n$ matrix from the Gaussian Unitary Ensemble (GUE). Given a finite collection of bounded disjoint real Borel sets $(\Delta_{i,n},\ 1\leq i\leq p)$, properly rescaled, and eventually included in any neighbourhood of the…

Probability · Mathematics 2008-11-07 P. Bianchi , M. Debbah , J. Najim

For the Gaussian and Laguerre random matrix ensembles, the probability density function (p.d.f.) for the linear statistic $\sum_{j=1}^N (x_j - <x>)$ is computed exactly and shown to satisfy a central limit theorem as $N \to \infty$. For the…

Statistical Mechanics · Physics 2015-06-25 T. H. Baker , P. J. Forrester

We consider a system of $N$ neurons, each spiking randomly with rate depending on its membrane potential. When a neuron spikes, its potential is reset to $0$ and all other neurons receive an additional amount $h/N$ of potential, where $ h >…

Probability · Mathematics 2022-01-25 Eva Löcherbach
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