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Tied-down renewal processes are generalisations of the Brownian bridge, where an event (or a zero crossing) occurs both at the origin of time and at the final observation time $t$. We give an analytical derivation of the two-time…
We study the algebraic structure of the eigenvalues of a Hamiltonian that corresponds to a many-body fermionic system. As the Hamiltonian is quadratic in fermion creation and/or annihilation operators, the system is exactly integrable and…
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…
The Arcsine laws of Brownian motion are a collection of results describing three different statistical quantities of one-dimensional Brownian motion: the time at which the process reaches its maximum position, the total time the process…
We compare the Ornstein-Uhlenbeck process for the Gaussian Unitary Ensemble to its non-hermitian counterpart - for the complex Ginibre ensemble. We exploit the mathematical framework based on the generalized Green's functions, which…
We study the time evolution of Ginibre matrices whose elements undergo Brownian motion. The non-Hermitian character of the Ginibre ensemble binds the dynamics of eigenvalues to the evolution of eigenvectors in a non-trivial way, leading to…
We apply the multiconfigurational time-dependent Hartree method for indistinguishable particles (MCTDH-X) to systems of bosons or fermions in lattices described by Hubbard type Hamiltonians with long-range or short-range interparticle…
The addition of noise has a regularizing effect on Hermitian matrices. This effect is studied here for $H=A+V$, where $A$ is the base matrix and $V$ is sampled from the GOE or the GUE random matrix ensembles. We bound the mean number of…
In many BSM theories, especially GUTs, introducing a Brout-Englert-Higgs effect allows for multiple breaking patterns of the gauge symmetry. The possibility to select a particular pattern is usually decisive for the phenomenological…
Non-Hermitian skin effect, namely that the eigenvalues and eigenstates of a non-Hermitian tight-binding Hamiltonian have significant differences under open or periodic boundary conditions, is a remarkable phenomenon of non-Hermitian…
We demonstrate that a non self-adjoint Hamiltonian of harmonic oscillator type defined on a two-dimensional noncommutative space can be diagonalized exactly by making use of pseudo-bosonic operators. The model admits an antilinear symmetry…
We study the universality of the local eigenvalue statistics of Gaussian divisible Hermitian Wigner matrices. These random matrices are obtained by adding an independent GUE matrix to an Hermitian random matrix with independent elements, a…
Non-Hermitian systems exhibiting topological properties are attracting growing interest. In this work, we propose an algorithm for solving the ground state of a non-Hermitian system in the matrix product state (MPS) formalism based on a…
Using Sklyanin's classical theory of integrable boundary conditions, we use the Hamiltonian approach to derive new integrable boundary conditions for the Ablowitz-Ladik model on the finite and half infinite lattice. In the case of half…
This article establishes cutoff convergence or abrupt convergence of three statistical quantities for multivariate (Hurwitz) stable geometric Brownian motion: the autocorrelation function, the Wasserstein distance between the current state…
We employ a port-Hamiltonian approach to model nonlinear rigid multibody systems subject to both position and velocity constraints. Our formulation accommodates Cartesian and redundant coordinates, respectively, and captures kinematic as…
We develop a black-box theory, which can be used to show that a sequence of Gibbsian line ensembles is tight, provided that the one-point marginals of the lowest labeled curves of the ensembles are tight and globally approximate an inverted…
We study boundary inference at $H=3/4$ for mixed fractional Brownian motion and mixed fractional Ornstein--Uhlenbeck models under high-frequency observation. This boundary is economically important because it separates the critical and…
We consider large non-Hermitian real or complex random matrices $X$ with independent, identically distributed centred entries. We prove that their local eigenvalue statistics near the spectral edge, the unit circle, coincide with those of…
It is shown that the eigenproblem of any $2\times 2$ matrix Hamiltonian with discrete eigenvalues is involved with a supersymmetric quantum mechanics. The energy dependence of the superalgebra marks the disparity between the deduced…