Related papers: Fluctuations for non-Hermitian dynamics
We have considered three different "one-body" statistical systems involving Brownian excursions, which possess for fluctuations Kardar-Parisi-Zhang scaling with the critical exponent $\nu=\frac{1}{3}$. In all models imposed external…
Motivated by parallels between mean field games and random matrix theory, we develop stochastic optimal control problems and viscosity solutions to Hamilton-Jacobi equations in the setting of non-commutative variables. Rather than real…
We study the stochastic motion of particles driven by long-range correlated fractional Gaussian noise in a superharmonic external potential of the form $U(x)\propto x^{2n}$ ($n\in\mathbb{N}$). When the noise is considered to be external,…
We prove that in the limit of large dimension, the distribution of the logarithm of the characteristic polynomial of a generalized Wigner matrix converges to a log-correlated field. In particular, this shows that the limiting joint…
We consider the non-conserved dynamics of the Ising model on the two-dimensional square lattice, where each spin is influenced preferentially by its East and North neighbours. The single-spin flip rates are such that the stationary state is…
We construct generalized grand-canonical- and canonical Gibbs measures for a Hamiltonian system described in terms of a complex scalar field that is defined on a circle and satisfies a nonlinear Schr\"odinger equation with a focusing…
The interplay of chirality, self-propulsion, and spatial confinement generates striking non-equilibrium fluctuations whose higher-order statistics carry information about the dynamics and shape of the position distribution. Here, we present…
The dynamical evolution of an open quantum system can be governed by the Lindblad equation of the density matrix. In this paper, we propose to characterize the density matrix topology by the topological invariant of its modular Hamiltonian.…
We investigate the well-posedness and long-time behavior of a general continuum neural field model with Gaussian noise on possibly unbounded domains. In particular, we give conditions for the existence of invariant probability measures by…
We consider a two parameter family of unitarily invariant diffusion processes on the general linear group $\mathbb{GL}_N$ of $N\times N$ invertible matrices, that includes the standard Brownian motion as well as the usual unitary Brownian…
We consider a microscopic model of an inhomogeneous environment where an arbitrary quantum system is locally coupled to a harmonic bath via a finite-range interaction. We show that in the overdamped regime the position distribution obeys a…
We investigate the existence of densities for finite-dimensional distributions of Hermite processes of order \(q \ge 1\) and self-similarity parameter \(H\in(\frac12,1)\). Whereas the Gaussian case \(q=1\) (fractional Brownian motion) is…
We establish the first connection between $2d$ Liouville quantum gravity and natural dynamics of random matrices. In particular, we show that if $(U_t)$ is a Brownian motion on the unitary group at equilibrium, then the measures $$…
We derive an elegant solution for a two-level system evolving adiabatically under the influence of a driving field with a time-dependent phase, which includes open system effects such as dephasing and spontaneous emission. This solution,…
Brownian motion is the only random process which is Gaussian, stationary and Markovian. Dropping the Markovian property, i.e. allowing for memory, one obtains a class of processes called fractional Brownian motion, indexed by the Hurst…
Motivated by situations with temporal evolution and spatial symmetries both singled out, we develop a new 2+1+1 decomposition of spacetime, based on a nonorthogonal double foliation. Time evolution proceeds along the leaves of the spatial…
We consider the time evolution of systems in which a spatially homogeneous scalar field is coupled to fermions. The quantum back-reaction is taken into account in one-loop approximation. We set up the basic equations and their…
Consider an ensemble of $N\times N$ non-Hermitian matrices in which all entries are independent identically distributed complex random variables of mean zero and absolute mean-square one. If the entry distributions also possess bounded…
Einstein-Smoluchowski diffusion, damped harmonic oscillations, and spatial decoherence are special cases of an elegant class of Markovian quantum Brownian motion models that is invariant under linear symplectic transformations. Here we…
We analyze nonequilibrium fluctuations of the averaging process on $\mathbb T_\varepsilon^d$, a continuous degenerate Gibbs sampler running over the edges of the discrete $d$-dimensional torus. We show that, if we start from a smooth…