Related papers: Fluctuations for non-Hermitian dynamics
We introduce dynamical versions of loop (or Dyson-Schwinger) equations for large families of two--dimensional interacting particle systems, including Dyson Brownian motion, Nonintersecting Bernoulli/Poisson random walks, $\beta$--corners…
We construct a stochastic model showing the relationship between noise, gradient flows and rate-independent systems. The model consists of a one-dimensional birth-death process on a lattice, with rates derived from Kramers' law as an…
We consider an evolution operator for a discrete Langevin equation with a strongly hyperbolic classical dynamics and noise with finite moments. Using a perturbative expansion of the evolution operator we calculate high order corrections to…
We consider a frictionless system coupled to an external Markovian environment. The quantum and classical evolution of such systems are described by the Lindblad and the Fokker-Planck equation respectively. We show that when such a system…
We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H\textgreater{}1/2$ and multiplicative noise component $\sigma$.…
By considering a lattice model of extended phase space, and using techniques of noncommutative differential geometry, we are led to: (a) the conception of vector fields as generators of motion and transition probability distributions on the…
We study the dissipative dynamics of a class of interacting ``gamma-matrix'' spin models coupled to a Markovian environment. For spins on an arbitrary graph, we construct a Lindbladian that maps to a non-Hermitian model of free Majorana…
This paper uses dynamical invariants to describe the evolution of collisionless systems subject to time-dependent gravitational forces without resorting to maximum-entropy probabilities. We show that collisionless relaxation can be viewed…
In a recent paper [M. Colangeli \textit{et al.}, J.\ Stat.\ Mech.\ P04021, (2011)] it was argued that the Fluctuation Relation for the phase space contraction rate $\Lambda$ could suitably be extended to non-reversible dissipative systems.…
Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…
We consider non degenerate Brownian SDEs with H{\"o}lder continuous in space diffusion coefficient and unbounded drift with linear growth. We derive two sided bounds for the associated density and pointwise controls of its derivatives up to…
Motivated by subdiffusive motion of bio-molecules observed in living cells we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and…
Following Barany et al., who proved that large random lattice zonotopes converge to a deterministic shape in any dimension after rescaling, we establish a central limit theorem for finite-dimensional marginals of the boundary of the…
We prove that the decay of the eigenfunctions of harmonic oscillators, uniform electric or magnetic fields is not stable under 0-order complex perturbations, even if bounded, of these Hamiltonians, in the sense that we can produce solutions…
We employ a generalization of Einstein's random walk paradigm for diffusion to derive a class of multidimensional degenerate nonlinear parabolic equations in non-divergence form. Specifically, in these equations, the diffusion coefficient…
We study the quantum dynamics generated by a non-Hermitian Hamiltonian subject to stochastic perturbations in its anti-Hermitian part, describing fluctuating gains and losses. The dynamics averaged over the noise is described by an…
Non-Hermitian systems are widespread in both classical and quantum physics. The dynamics of such systems has recently become a focal point of research, showcasing surprising behaviors that include apparent violation of the adiabatic theorem…
We study the time correlation functions of coupled linear Langevin dynamics without and with inertia effects, both analytically and numerically. The model equation represents the physical behavior of a harmonic oscillator in two or three…
We consider two models of random diffusion in random environment in two dimensions. The first example is the self-repelling Brownian polymer, this describes a diffusion pushed by the negative gradient of its own occupation time measure…
The model of Brownian Percolation has been introduced as an approximation of discrete last-passage percolation models close to the axis. It allowed to compute some explicit limits and prove fluctuation theorems for these, based on the…