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Related papers: Fluctuations for non-Hermitian dynamics

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The Wigner function is known to evolve classically under the exclusive action of a quadratic hamiltonian. If the system does interact with the environment through Lindblad operators that are linear functions of position and momentum, we…

Quantum Physics · Physics 2009-11-10 O. Brodier , A. M. Ozorio de Almeida

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

Recent progress of a general deterministic approach to the non-Gaussian fluctuation dynamics is reviewed, with an emphasis on the derivation of the fluctuation evolution equations and their phenomenological implication in heavy-ion…

High Energy Physics - Theory · Physics 2022-09-30 Xin An

The same system can exhibit a completely different dynamical behavior when it evolves in equilibrium conditions or when it is driven out-of-equilibrium by, e.g., connecting some of its components to heat baths kept at different…

Statistical Mechanics · Physics 2022-08-09 S. Cerasoli , S. Ciliberto , E. Marinari , G. Oshanin , L. Peliti , L. Rondoni

For large dimensional non-Hermitian random matrices $X$ with real or complex independent, identically distributed, centered entries, we consider the fluctuations of $f(X)$ as a matrix where $f$ is an analytic function around the spectrum of…

Probability · Mathematics 2021-12-22 László Erdős , Hong Chang Ji

Following our recent letter, we study in detail an entry-wise diffusion of non-hermitian complex matrices. We obtain an exact partial differential equation (valid for any matrix size $N$ and arbitrary initial conditions) for evolution of…

Mathematical Physics · Physics 2015-10-20 Zdzislaw Burda , Jacek Grela , Maciej A. Nowak , Wojciech Tarnowski , Piotr Warchoł

The problem of nonlinear filtering of a random field observed in the presence of a noise, modeled by a persistent fractional Brownian sheet of Hurst index $(H_1,H_2)$ with $0.5<H_1,H_2<1$, is studied and a suitable version of the Bayes'…

Probability · Mathematics 2007-07-27 Anna Amirdjanova , Matthew Linn

We investigate signatures of non-Markovianity in the dynamics of a periodically-driven qubit coupled to a dissipative bosonic environment. We propagate the dynamics of the reduced density matrix of the qubit by integrating the numerically…

Quantum Physics · Physics 2024-04-30 Graziano Amati

We consider a semi-linear advection equation driven by a highly-oscillatory space-time Gaussian random field, with the randomness affecting both the drift and the nonlinearity. In the linear setting, classical results show that the…

Probability · Mathematics 2018-07-04 Yu Gu , Tomasz Komorowski , Lenya Ryzhik

A Brownian motion model is proposed to study parametric correlations in the transmission eigenvalues of open ballistic cavities. We find interesting universal properties when the eigenvalues are rescaled at the hard edge of the spectrum. We…

Condensed Matter · Physics 2009-10-28 A. M. S. Macedo

We prove that the logarithm of the determinant of a Wigner matrix satisfies a central limit theorem in the limit of large dimension. Previous results about fluctuations of such determinants required that the first four moments of the matrix…

Probability · Mathematics 2019-03-19 Paul Bourgade , Krishnan Mody

We study the non-Markovian decoherence and disentanglement dynamics of dissipative quantum systems with special emphasis on non-Gaussian continuous variable systems. The dynamics are described by the Hu-Paz-Zhang master equation of quantum…

Quantum Physics · Physics 2007-11-21 C. Hoerhammer , H. Buettner

In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…

Statistical Mechanics · Physics 2023-10-03 K. S. Fa , C. -L. Ho , Y. B. Matos , M. G. E da Luz

We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…

Statistical Mechanics · Physics 2014-10-07 Avik Biswas , A. Bhattacharyay

This short note is motivated by a recently discovered connection between a drift-diffusion process in $n$-dimensional Euclidean space with a divergence-free drift sampled from a stationary and isotropic Gaussian ensemble of critical scaling…

Probability · Mathematics 2026-03-20 Sefika Kuzgun , Felix Otto , Christian Wagner

Brownian motion near soft surfaces is a situation widely encountered in nanoscale and biological physics. However, a complete theoretical description is lacking to date. Here, we theoretically investigate the dynamics of a two-dimensional…

Soft Condensed Matter · Physics 2025-10-01 Yilin Ye , Yacine Amarouchene , Raphaël Sarfati , David S. Dean , Thomas Salez

Quantifying and characterizing fluctuations far away from equilibrium is a challenging task. We discuss and experimentally confirm a series expansion for a driven classical system, relating the different non-equilibrium cumulants of the…

Statistical Mechanics · Physics 2025-09-29 Juliana Caspers , Karthika Krishna Kumar , Clemens Bechinger , Matthias Krüger

We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are not white in time. As a consequence, the resulting processes do not have the Markov property. In this setting, we obtain constructive…

Probability · Mathematics 2009-02-12 M. Hairer

A model for an expanding noncommutative acoustic fluid analogous to a Friedmann-Robertson-Walker geometry is derived. For this purpose, a noncommutative Abelian Higgs model is considered in a (3+1)-dimensional spacetime. In this scenario,…

High Energy Physics - Theory · Physics 2021-06-30 M. A. Anacleto , C. H. G. Bessa , F. A. Brito , E. J. B. Ferreira , E. Passos

We prove the first explicit rate of convergence to the Tracy-Widom distribution for the fluctuation of the largest eigenvalue of sample covariance matrices that are not integrable. Our primary focus is matrices of type $ X^*X $ and the…

Probability · Mathematics 2019-12-12 Haoyu Wang