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Given a family of rotationally symmetric compact manifolds indexed by the dimension and a weight function, the goal of this paper is to investigate the cut-off phenomenon for the Brownian motions on this family. We provide a class of…

Probability · Mathematics 2024-10-01 Koléhè Coulibaly-Pasquier , Marc Arnaudon , Laurent Miclo

We consider a system consisting of $n$ particles, moving forward in jumps on the real line. System state is the empirical distribution of particle locations. Each particle ``jumps forward'' at some time points, with the instantaneous rate…

Probability · Mathematics 2023-03-03 Alexander Stolyar

Multi-lane totally asymmetric simple exclusion processes with interactions between the lanes have recently been investigated actively. This paper proposes a two-lane model with extended Langmuir kinetics on a periodic lattice. Both…

Cellular Automata and Lattice Gases · Physics 2022-02-09 Hiroki Yamamoto , Shingo Ichiki , Daichi Yanagisawa , Katsuhiro Nishinari

We introduce a multi-colour multi-urn generalisation of the Bernoulli-Laplace urn model, consisting of $d$ urns, $m$ colours, and $dmn$ balls, with $dn$ balls of each colour and $mn$ balls in each urn. At each step, one ball is drawn…

Probability · Mathematics 2025-11-14 Ritesh Goenka , Jonathan Hermon , Dominik Schmid

Countless processes in nature and industry, from rain droplet nucleation to plankton interaction in the ocean, are intimately related to turbulent fluctuations of local concentrations of advected matter. These fluctuations can be described…

In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…

Probability · Mathematics 2010-02-08 Ivan Nourdin , Giovanni Peccati

In this paper, uniform in time quantitative propagation of chaos in $L^1$-Wasserstein distance for mean field interacting particle system is derived, where the diffusion coefficient is allowed to be interacting and the drift is assumed to…

Probability · Mathematics 2025-10-29 Xing Huang

A sudden change of the Hamiltonian parameter drives a quantum system out of equilibrium. For a finite-size system, expectations of observables start fluctuating in time without converging to a precise limit. A new equilibrium state emerges…

Quantum Physics · Physics 2013-03-21 Lorenzo Campos Venuti , Paolo Zanardi

We compute the probability distribution of the interface width at the depinning threshold, using recent powerful algorithms. It confirms the universality classes found previously. In all cases, the distribution is surprisingly well…

Condensed Matter · Physics 2009-11-10 Alberto Rosso , Werner Krauth , Pierre Le Doussal , Jean Vannimenus , Kay Joerg Wiese

We rigorously show the mean-field limit for a large class of swarming individual based models with local sharp sensitivity regions. For instance, these models include nonlocal repulsive-attractive forces locally averaged over sharp vision…

Analysis of PDEs · Mathematics 2016-05-06 José A. Carrillo , Young-Pil Choi , Maxime Hauray , Samir Salem

Neuron models have attracted a lot of attention recently, both in mathematics and neuroscience. We are interested in studying long-time and large-population emerging properties in a simplified toy model. From a mathematical perspective,…

Probability · Mathematics 2024-01-31 Maxime Herda , Pierre Monmarché , Benoît Perthame

We study the totally asymmetric simple exclusion process with open boundaries in the high density and the low density phase. In the bulk of the two phases, we show that the process on a segment of length $N$ exhibits cutoff at order $N$,…

Probability · Mathematics 2024-05-29 Dor Elboim , Dominik Schmid

Given a continuous time Markov Chain $\{q(x,y)\}$ on a finite set $S$, the associated noisy voter model is the continuous time Markov chain on $\{0,1\}^S$, which evolves in the following way: (1) for each two sites $x$ and $y$ in $S$, the…

Probability · Mathematics 2016-05-05 J. Theodore Cox , Yuval Peres , Jeffrey E. Steif

Given a single observation from a Gaussian distribution with unknown mean $\theta$, we design computationally efficient procedures that can approximately generate an observation from a different target distribution $Q_{\theta}$ uniformly…

Statistics Theory · Mathematics 2025-10-09 Mengqi Lou , Guy Bresler , Ashwin Pananjady

Influenced mixed moving average fields are a versatile modeling class for spatio-temporal data. However, their predictive distribution is not generally known. Under this modeling assumption, we define a novel spatio-temporal embedding and a…

Machine Learning · Statistics 2024-08-05 Imma Valentina Curato , Orkun Furat , Lorenzo Proietti , Bennet Stroeh

We show that, for sudden quenches, the work distribution reduces to the statistics of traces of powers of Haar unitaries, which are random unitary matrices drawn uniformly from the unitary group. For translation-invariant quadratic…

Quantum Physics · Physics 2025-09-12 Miguel Tierz

We put forward a novel approach to study the evolution of an arbitrary open quantum system under a resetting process. Using the framework of renewal equations, we find a universal behavior for the mean first return time that goes beyond…

Quantum Physics · Physics 2021-01-14 Andreu Riera-Campeny , Jan Ollé , Axel Masó-Puigdellosas

Resetting plays a pivotal role in optimizing the completion time of complex first passage processes with single or multiple outcomes/exit possibilities. While it is well established that the coefficient of variation -- a statistical…

Statistical Mechanics · Physics 2025-12-10 Suvam Pal , Leonardo Dagdug , Dibakar Ghosh , Denis Boyer , Arnab Pal

To mimic the complex transport-like collective phenomena in a man-made or natural system, we study an open network junction model of totally asymmetric simple exclusion process with bulk particle attachment and detachment. The stationary…

Statistical Mechanics · Physics 2022-02-23 Ankita Gupta , Arvind Kumar Gupta

In this note, we consider generalizations of the Cucker-Smale dynamical system and we derive rigorously in Wasserstein's type topologies the mean-field limit (and propagation of chaos) to the Vlasov-type equation introduced in [12].Unlike…

Analysis of PDEs · Mathematics 2021-02-10 Roberto Natalini , Thierry Paul