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Related papers: Fluctuations for non-Hermitian dynamics

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We consider the hydrodynamic limit in the macroscopic regime of the coupled system of stochastic differential equations, $ d\lambda_t^i=\frac{1}{\sqrt{N}} dW_t^i - V'(\lambda_t^i) dt+ \frac{\beta}{2N} \sum_{j\not=i}…

Probability · Mathematics 2019-03-05 Jeremie Unterberger

In this work, we investigate the existence and properties of Gaussian-like densities for weak solutions of multidimensional stochastic differential equations driven by a mixture of completely correlated fractional Brownian motions. We…

Probability · Mathematics 2025-03-06 Maximilian Buthenhoff , Ercan Sönmez

We consider large non-Hermitian random matrices $X$ with complex, independent, identically distributed centred entries and show that the linear statistics of their eigenvalues are asymptotically Gaussian for test functions having…

Probability · Mathematics 2023-10-16 Giorgio Cipolloni , László Erdős , Dominik Schröder

We investigate the global fluctuations of solutions to elliptic equations with random coefficients in the discrete setting. In dimension $d\geq 3$ and for i.i.d.\ coefficients, we show that after a suitable scaling, these fluctuations…

Probability · Mathematics 2015-12-04 Yu Gu , Jean-Christophe Mourrat

We introduce a natural measure on bi-infinite random walk trajectories evolving in a time-dependent environment driven by the Langevin dynamics associated to a gradient Gibbs measure with convex potential. We derive an identity relating the…

Probability · Mathematics 2024-04-05 Jean-Dominique Deuschel , Pierre-François Rodriguez

A self-consistent quadratic theory is presented to account for nonlinear contributions in quantum dynamics. Evolution equations are shown to depend on higher-order gradients of the Hamiltonian, which are incorporated via their equations of…

Quantum Physics · Physics 2025-06-23 Frank Ernesto Quintela Rodriguez

We give a sufficient condition under which the time-marginal law of $\mu$-reversible infinite interacting Brownian motions is characterised as the steepest gradient descent of the relative entropy in the Wasserstein space in the sense of…

Probability · Mathematics 2025-12-02 Kohei Suzuki

We consider $N$ uniformly-accelerating Unruh-DeWitt detectors whose internal degrees of freedom are coupled to a massless scalar field in $(1+1)$D Minkowski space. We use the influence functional formalism to derive the Langevin equations…

High Energy Physics - Theory · Physics 2019-08-07 J. -T. Hsiang , B. L. Hu , S. -Y. Lin

We study a non-autonomous, non-linear evolution equation on the space of operators on a complex Hilbert space. We specify assumptions that ensure the global existence of its solutions and allow us to derive its asymptotics at temporal…

Mathematical Physics · Physics 2016-08-25 Volker Bach , Jean-Bernard Bru

We study the approach to the adiabatic limit in periodically driven systems. Specifically focusing on a spin-1/2 in a magnetic field we find that, when the parameters of the Hamiltonian lead to a quasi-degeneracy in the Floquet spectrum,…

Quantum Physics · Physics 2017-10-18 Angelo Russomanno , Giuseppe E. Santoro

This paper provides information about the asymptotic behavior of a one-dimensional Brownian polymer in random medium represented by a Gaussian field $W$ on ${\mathbb{R}}_+\times{\mathbb{R}}$ which is white noise in time and function-valued…

Probability · Mathematics 2008-10-27 Sérgio Bezerra , Samy Tindel , Frederi Viens

We consider an n-dimensional Brownian Motion trapped inside a bounded convex set by normally-reflecting boundaries. It is well-known that this process is uniformly ergodic. However, the rates of this ergodicity are not well-understood,…

Probability · Mathematics 2022-08-04 Jackson Loper

Explicit sufficient conditions on the hypercontractivity are presented for two classes of functional stochastic partial differential equations driven by, respectively, non-degenerate and degenerate Gaussian noises. Consequently, these…

Probability · Mathematics 2015-09-07 Jianhai Bao , Feng-Yu Wang , Chenggui Yuan

We investigate the classical limit of non-Hermitian quantum dynamics arising from a coherent state approximation, and show that the resulting classical phase space dynamics can be described by generalised "canonical" equations of motion,…

Quantum Physics · Physics 2010-02-08 Eva-Maria Graefe , Michael Hoening , Hans Juergen Korsch

We prove existence and uniqueness for semimartingale reflecting diffusions in 2-dimensional piecewise smooth domains with varying, oblique directions of reflection on each "side", under geometric, easily verifiable conditions. Our…

Probability · Mathematics 2024-07-31 Cristina Costantini , Thomas G. Kurtz

A carefully motivated symmetric variant of the Poisson bracket in ordinary (not Grassmann) phase space variables is shown to satisfy identities which are in algebraic correspondence with the anticommutation postulates for quantized Fermion…

High Energy Physics - Theory · Physics 2007-05-23 S. K. Kauffmann

We derive a coupled set of equations that describe the non-equilibrium evolution of cumulants of critical fluctuations for space-time trajectories on the cross-over side of the QCD phase diagram. In particular, novel expressions are…

High Energy Physics - Phenomenology · Physics 2015-09-30 Swagato Mukherjee , Raju Venugopalan , Yi Yin

We study the ground-state entanglement Hamiltonian of free nonrelativistic fermions for semi-infinite domains in one dimension. This is encoded in the two-point correlations projected onto the subsystem, an operator that commutes with the…

Statistical Mechanics · Physics 2025-03-17 Viktor Eisler

This article addresses the weak convergence of numerical methods for Brownian dynamics. Typical analyses of numerical methods for stochastic differential equations focus on properties such as the weak order which estimates the asymptotic…

Numerical Analysis · Mathematics 2015-06-18 B. Leimkuhler , C. Matthews , M. V. Tretyakov

In this work, we study non-asymptotic bounds on correlation between two time realizations of stable linear systems with isotropic Gaussian noise. Consequently, via sampling from a sub-trajectory and using \emph{Talagrands'} inequality, we…

Machine Learning · Statistics 2023-04-05 Muhammad Abdullah Naeem