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We consider a last passage percolation model in dimension $1+1$ with potential given by the product of a spatial i.i.d. potential with symmetric bounded distribution and an independent i.i.d. in time sequence of signs. We assume that the…

Probability · Mathematics 2025-01-29 Yuri Bakhtin , Konstantin Khanin , András Mészáros , Jeremy Voltz

For exponential last passage percolation on the plane we analyse the probability that the point-to-line geodesic exhibits an atypically large transversal fluctuation at the endpoint as well as the probability that the point-to-point…

Probability · Mathematics 2025-02-11 Pranay Agarwal , Riddhipratim Basu

We report a systematic study of finite-temperature spin transport in quantum and classical one-dimensional magnets with isotropic spin interactions, including both integrable and non-integrable models. Employing a phenomenological framework…

Statistical Mechanics · Physics 2020-06-24 Jacopo De Nardis , Marko Medenjak , Christoph Karrasch , Enej Ilievski

Temporal correlation for randomly growing interfaces in the KPZ universality class is a topic of recent interest. Most of the works so far have been concentrated on the zero temperature model of exponential last passage percolation, and…

Probability · Mathematics 2024-01-31 Riddhipratim Basu , Xiao Shen

We consider the fundamental problem of estimating a discrete distribution on a domain of size $K$ with high probability in Kullback-Leibler divergence. We provide upper and lower bounds on the minimax estimation rate, which show that the…

Machine Learning · Statistics 2026-02-23 Dirk van der Hoeven , Julia Olkhovskaia , Tim van Erven

We obtain bounds on the distribution of the maximum of a martingale with fixed marginals at finitely many intermediate times. The bounds are sharp and attained by a solution to $n$-marginal Skorokhod embedding problem in Ob{\l}\'oj and…

Probability · Mathematics 2016-01-18 Pierre Henry-Labordère , Jan Obłój , Peter Spoida , Nizar Touzi

I characterize the extreme location and extreme first passage time of a system of $N$ particles independently diffusing in a space-time random environment. I show these extreme statistics are governed by the Kardar-Parisi-Zhang (KPZ)…

Statistical Mechanics · Physics 2025-05-06 Jacob Hass

Fluctuation relations imply the second-law inequality $\langle\Sigma_T\rangle\ge0$, but path extrema can also constrain how large the mean entropy production can be. For steady-state processes with entropy-production martingale…

Statistical Mechanics · Physics 2026-05-19 Surachate Limkumnerd

Phase transitions not allowed in equilibrium steady states may happen however at the fluctuating level. We observe for the first time this striking and general phenomenon measuring current fluctuations in an isolated diffusive system. While…

Statistical Mechanics · Physics 2011-10-31 Pablo I. Hurtado , Pedro L. Garrido

We use the macroscopic fluctuation theory (MFT) to study large current fluctuations in non-stationary diffusive lattice gases. We identify two universality classes of these fluctuations which we call elliptic and hyperbolic. They emerge in…

Statistical Mechanics · Physics 2015-06-16 Baruch Meerson , Pavel V. Sasorov

We ask to what extent an isolated quantum system can eventually "contract" to be contained within a given Hilbert subspace. We do this by starting with an initial random state, considering the probability that all the particles will be…

General Relativity and Quantum Cosmology · Physics 2020-05-14 Joshua M. Deutsch , Dominik Šafránek , Anthony Aguirre

In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of…

Statistical Mechanics · Physics 2024-11-22 Jacob B. Hass , Aileen N. Carroll-Godfrey , Eric I. Corwin , Ivan Z. Corwin

This paper has two main goals. The first is universality of the KPZ equation for fluctuations of dynamic interfaces associated to interacting particle systems in the presence of open boundary. We consider generalizations on the open-ASEP…

Probability · Mathematics 2022-04-18 Kevin Yang

Fluctuations arise universally in Nature as a reflection of the discrete microscopic world at the macroscopic level. Despite their apparent noisy origin, fluctuations encode fundamental aspects of the physics of the system at hand, crucial…

Statistical Mechanics · Physics 2011-06-06 Pablo I. Hurtado , Carlos Perez-Espigares , Jesus J. del Pozo , Pedro L. Garrido

Brownian motion is a continuum scaling limit for a wide class of random processes, and there has been great success in developing a theory for its properties (such as distribution functions or regularity) and expanding the breadth of its…

Probability · Mathematics 2011-11-03 Ivan Corwin

We introduce a new concept of solution to the KPZ equation which is shown to extend the classical Cole-Hopf solution. This notion provides a factorisation of the Cole-Hopf solution map into a "universal" measurable map from the probability…

Probability · Mathematics 2015-03-19 Martin Hairer

In this paper, I present a completely new type of upper and lower bounds on the right-tail probabilities of continuous random variables with unbounded support and with semi-bounded support from the left. The presented upper and lower…

Probability · Mathematics 2023-11-28 Nikola Zlatanov

The optimal protocols for the irreversible work achieve their maximum usefulness if their work fluctuations are the smallest ones. In this work, for classical and isothermal processes subjected to finite-time and weak drivings, I show that…

Statistical Mechanics · Physics 2023-11-14 Pierre Nazé

We study the fluctuations of the largest eigenvalue $\lambda_{\max}$ of $N \times N$ random matrices in the limit of large $N$. The main focus is on Gaussian $\beta$-ensembles, including in particular the Gaussian orthogonal ($\beta=1$),…

Statistical Mechanics · Physics 2015-05-29 Satya N. Majumdar , Gregory Schehr

Based on \cite{H}, it is well known that the rescaled two point correlation functions \[ \sqrt{N} \langle \sigma_i ; \sigma_j\rangle = \sqrt{N} \big( \langle \sigma_i \sigma_j\rangle -\langle \sigma_i\rangle \langle \sigma_j\rangle\big) \]…

Probability · Mathematics 2024-05-01 Christian Brennecke , Adrien Schertzer , Chen Van Dam
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