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A many particle Hamiltonian, where the interaction term conserves the number of particles, is considered. A master equation for the populations of the different levels is derived in an exact way. It results in a local equation with…
We prove an infinite dimensional integration by parts formula on the law of the modulus of the Brownian bridge $BB=(BB_t)_{0 \leq t \leq 1}$ from $0$ to $0$ in use of methods from white noise analysis and Dirichlet form theory. Additionally…
The non-Hermitian matrix-valued Brownian motion is the stochastic process of a random matrix whose entries are given by independent complex Brownian motions. The bi-orthogonality relation is imposed between the right and the left…
We examine the probability that at least two eigenvalues of an Hermitian matrix-valued Gaussian process, collide. In particular, we determine sharp conditions under which such probability is zero. As an application, we show that the…
In this paper we establish relationships between four important concepts: (a) hitting time problems of Brownian motion, (b) 3-dimensional Bessel bridges, (c) Schr\"odinger's equation with linear potential, and (d) heat equation problems…
We investigate the quantum Jaynes-Cummings model - a particular case of the Gaudin model with one of the spins being infinite. Starting from the Bethe equations we derive Baxter's equation and from it a closed set of equations for the…
We consider a directed random walk making either 0 or $+1$ moves and a Brownian bridge, independent of the walk, conditioned to arrive at point $b$ on time $T$. The Hamiltonian is defined as the sum of the square of increments of the bridge…
In this paper, we study the Ornstein-Uhlenbeck bridge process (i.e. the Ornstein-Uhlenbeck process conditioned to start and end at fixed points) constraints to have a fixed area under its path. We present both anticipative (in this case, we…
A simple Hamiltonian modeling framework for general models in nonlinear optics is given. This framework is specialized to describe the Hamiltonian structure of electromagnetic phenomena in cubicly nonlinear optical media. The model has a…
We give an explicit comparison of eigenvalues and eigenvectors of XY Hamiltonians of an open linear spin-1/2 chain and a closed spin-1/2 ring with periodic in space coefficients. It is shown that the Hamiltonian of a k-periodic chain with…
We study the Non-Hermitian quantum mechanics for the discrete system. This paper gives an exact analytic single-particle solution for an $N$-site tight-binding chain with two conjugated imaginary potentials $\pm i\gamma $ at two end sites,…
We consider non-colliding Brownian bridges starting from two points and returning to the same position. These positions are chosen such that, in the limit of large number of bridges, the two families of bridges just touch each other forming…
We study the crossing matrix of a braid and introduce a polynomial invariant for braid systems that is invariant under Hurwitz equivalence. As an application to the study of surface braids and surface links, we also define an invariant that…
We construct commuting transfer matrices for models describing the interaction between a single quantum spin and a single bosonic mode using the quantum inverse scattering framework. The transfer matrices are obtained from certain…
In the paper $k$-multiple self-intersection local time for planar Gaussian integrators generated by linear operator with nontrivial kernel is studied. In this case additional singularities arise in its formal Fourier--Wiener transform. In…
We explicitly construct the supermartingale version of the Fr{\'e}chet-Hoeffding coupling in the setting with infinitely many marginal constraints. This extends the results of Henry-Labordere et al. obtained in the martingale setting. Our…
A Schr\"odinger bridge is the most probable time-dependent probability distribution that connects an initial probability distribution $w_{i}$ to a final one $w_{f}$. The problem has been solved and widely used for the case of simple…
We construct explicit jointly invariant measures for the periodic KPZ equation (and therefore also the stochastic Burgers' and stochastic heat equations) for general slope parameters and prove their uniqueness via a one force--one solution…
We consider tightness for families of non-colliding Brownian bridges above a hard wall, which are subject to geometrically growing self-potentials of tilted area type. The model is introduced in order to mimic level lines of $2+1$ discrete…
The invariant measure of a one-dimensional Allen-Cahn equation with an additive space-time white noise is studied. This measure is absolutely continuous with respect to a Brownian bridge with a density which can be interpreted as a…