Related papers: A Two-HCIZ Gaussian Matrix Model for Non-intersect…
We study the statistical inference problem for a complex $\alpha$-fractional Brownian bridge process $Z$ defined by the stochastic differential equation \[ \mathrm{d}Z_t = -\alpha \frac{Z_t}{T - t} \mathrm{d}t + \mathrm{d}\zeta_t, \quad t…
We consider the optimal stopping problem for a Gauss-Markov process conditioned to adopt a prescribed terminal distribution. By applying a time-space transformation, we show it is equivalent to stopping a Brownian bridge pinned at a random…
We solve the non-stationary Schrodinger equation for several time-dependent Hamiltonians, such as the BCS Hamiltonian with an interaction strength inversely proportional to time, periodically driven BCS and linearly driven inhomogeneous…
We study a system of two non-interacting quantum wires with fermions of opposite chirality with a point contact junction at the origin across which tunneling can take place when an arbitrary time-dependent bias between the wires is applied.…
We obtain Fisher-Hartwig asymptotics with root and jump type singularities in space-time under the law of the stationary Hermitian Ornstein-Uhlenbeck process, which serve as a dynamical generalization of earlier static results obtained by…
I prove that every adapted Brownian bridge on a geodesically complete connected Riemannian manifold is a semimartingale including its terminal time, without any further assumptions on the geometry. In particular, it follows that every such…
The time-dependent Schrodinger equation is solved for two model problems for a non-Hermitian quantum system.A simple matrix model system is used to examine two critical problems for these systems: complex and non-observable energies and…
The eigenvalues of the matrix structure $X + X^{(0)}$, where $X$ is a random Gaussian Hermitian matrix and $X^{(0)}$ is non-random or random independent of $X$, are closely related to Dyson Brownian motion. Previous works have shown how an…
We access the edge of Gaussian beta ensembles with one spike by analyzing high powers of the associated tridiagonal matrix models. In the classical cases beta=1, 2, 4, this corresponds to studying the fluctuations of the largest eigenvalues…
For a large class of time-dependent non-Hermitain Hamiltonians expressed in terms linear and bilinear combinations of the generators for an Euclidean Lie-algebra respecting different types of PT-symmetries, we find explicit solutions to the…
We construct the full edge scaling limit of the singular values of Brownian motion on the general linear group $\mathsf{GL}_N(\mathbb{C})$ starting from general conditions. We show that the limiting paths solve an infinite system of SDE…
We discuss chains of interacting Brownian motions. Their time reversal invariance is broken because of asymmetry in the interaction strength between left and right neighbor. In the limit of a very steep and short range potential one arrives…
Motivated by the connection between the Kyle equilibrium with static private signal and the Brownian bridge, we study a much broader class of bridges that allow one to consider more general equilibrium models, for example ones including…
In this paper we consider non-intersecting Brownian bridges, under fairly general upper and lower boundaries, and starting and ending data. Under the assumption that these boundary data induce a smooth limit shape (without empty facets), we…
We introduce a resetting Brownian bridge as a simple model to study search processes where the total search time $t_f$ is finite and the searcher returns to its starting point at $t_f$. This is simply a Brownian motion with a Poissonian…
Here we present an strategy for the derivation of a time-dependent Dyson map which ensures simultaneously the unitarity of the time evolution and the observability of a quasi-Hermitian Hamiltonian. The time-dependent Dyson map is derived…
We show that at any location away from the spectral edge, the eigenvalues of the Gaussian unitary ensemble and its general beta siblings converge to Sine_beta, a translation invariant point process. This process has a geometric description…
We describe a method for exactly diagonalizing clean $D$-dimensional lattice systems of independent fermions subject to arbitrary boundary conditions in one direction, as well as systems composed of two bulks meeting at a planar interface.…
We investigate spectral properties of a Hermitised random matrix product which, contrary to previous product ensembles, allows for eigenvalues on the full real line. We prove that the eigenvalues form a bi-orthogonal ensemble, which reduces…
In this paper, we introduce an extension of a Brownian bridge with a random length by including uncertainty also in the pinning level of the bridge. The main result of this work is that unlike for deterministic pinning point, the bridge…