Related papers: On the correlations of some microscopic random sys…
We consider the problem of detecting jumps in an otherwise smoothly evolving trend whilst the covariance and higher-order structures of the system can experience both smooth and abrupt changes over time. The number of jump points is allowed…
We extend the phase field crystal model to accommodate exact atomic configurations and vacancies by requiring the order parameter to be non-negative. The resulting theory dictates the number of atoms and describes the motion of each of…
We consider near-critical two-dimensional statistical systems with boundary conditions inducing phase separation on the strip. By exploiting low-energy properties of two-dimensional field theories, we compute arbitrary $n$-point correlation…
Identical particle correlations at fixed multiplicity are consideres in the presence of chaotic and coherent fields. The multiplicity distribution, one-particle momentum density, and two-particle correlation function are obtained based on…
A method is presented for the systematic derivation of a hierarchy of coupled equations for the computation of two-time correlation functions of operators for open many-body quantum systems. We show how these systems of equations can be…
Two-point density-density correlation functions for the diffusive binary reaction system $A+A\to\emptyset$ are obtained in one dimension via Monte Carlo simulation. The long-time behavior of these correlation functions clearly deviates from…
We consider the Rosenzweig-Porter model of random matrix which interpolates between Poisson and gaussian unitary statistics and compute exactly the two-point correlation function. Asymptotic formulas for this function are given near the…
In this work, we provide a method which allows to compute exactly the multipoint and multi-time correlation functions of a one-dimensional stochastic model of dimer adsorption-evaporation with random (uncorrelated) initial states. In…
Collective diffusion coefficient in a two-dimensional lattice gas on a nonhomogeneous substrate is investigated using variational approach. Particles reside at adsorption sites with different well depths potentials and jump randomly between…
We consider the problem of correlation functions in the stationary states of one-dimensional stochastic models having conformal invariance. If one considers the space dependence of the correlators, the novel aspect is that although one…
Distance correlation is a measure of dependence between two paired random vectors or matrices of arbitrary, not necessarily equal, dimensions. Unlike Pearson correlation, the population distance correlation coefficient is zero if and only…
We consider a multilevel continuous time Markov chain $X(s;N) = (X_i^j(s;N): 1 \leq i \leq j \leq N)$, which is defined by means of Jack symmetric functions and forms a certain discretization of the multilevel Dyson Brownian motion. The…
Diffusion in a multidimensional energy surface with minima and barriers is a problem of importance in statistical mechanics and also has wide applications, such as protein folding. To understand it in such a system, we carry out theory and…
The goal of this paper is to describe the various kinetic equations which arise from scaling limits of interacting particle systems. We provide a formalism which allows us to determine the kinetic equation for a given interaction potential…
For a random walk defined for a doubly infinite sequence of times, we let the time parameter itself be an integer-valued process, and call the orginal process a random walk at random time. We find the scaling limit which generalizes the…
Brownian motion in one or more dimensions is extensively used as a stochastic process to model natural and engineering signals, as well as financial data. Most works dealing with multidimensional Brownian motion consider the different…
Context: Two-point correlation functions are used throughout cosmology as a measure for the statistics of random fields. When used in Bayesian parameter estimation, their likelihood function is usually replaced by a Gaussian approximation.…
The classical dynamics of a particle that is driven by a rapidly oscillating potential (with frequency $\omega$) is studied. The motion is separated into a slow part and a fast part that oscillates around the slow part. The motion of the…
We systematically characterize the dynamical evolution of time-parity (PT )-symmetric two-level systems with spin-dependent dissipations. If the control parameters of the gap are linearly tuned with time, the dynamical evolution can be…
Motivated by a model of an area-wide integrated pest management, we develop an interacting particle system evolving in a random environment. It is a generalised contact process in which the birth rate takes two possible values, determined…