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We provide a time-dependent Dyson map and metric for the two dimensional harmonic oscillator with a non-Hermitian $i xy$ coupling term. This particular time-independent model exhibits spontaneously broken $\mathcal{PT}$-symmetry and becomes…
We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…
We discuss some simple H\"uckel-like matrix representations of non-Hermitian operators with antiunitary symmetries that include generalized $\mathcal{PT}$ (parity transformation followed by time-reversal) symmetry. One of them exhibits…
We construct a binomial tree model fitting all moments to the approximated geometric Brownian motion. Our construction generalizes the classical Cox-Ross-Rubinstein, the Jarrow-Rudd, and the Tian binomial tree models. The new binomial model…
Recently, open systems with balanced, spatially separated loss and gain have been realized and studied using non-Hermitian Hamiltonians that are invariant under the combined parity and time-reversal ($\mathcal{PT}$) operations. Here, we…
Let v be a bounded function with bounded support in R^d, d>=3. Let x,y in R^d. Let Z(t) denote the path integral of v along the path of a Brownian bridge in R^d which runs for time t, starting at x and ending at y. As t->infty, it is…
We introduce and study Brownian bridges to submanifolds. Our method involves proving a general formula for the integral over a submanifold of the minimal heat kernel on a complete Riemannian manifold. We use the formula to derive lower…
Given a Markovian Brownian martingale $Z$, we build a process $X$ which is a martingale in its own filtration and satisfies $X_1 = Z_1$. We call $X$ a dynamic bridge, because its terminal value $Z_1$ is not known in advance. We compute…
The model consists of a signal process $X$ which is a general Brownian diffusion process and an observation process $Y$, also a diffusion process, which is supposed to be correlated to the signal process. We suppose that the process $Y$ is…
The main purpose of this paper is to extend the information-based asset-pricing framework of Brody-Hughston-Macrina to a more general set-up. We include a wider class of models for market information and in contrast to the original paper,…
We propose and explore a scheme that leads to an infinite series of time- dependent Dyson maps which associate different Hermitian Hamiltonians to a uniquely specified time-dependent non-Hermitian Hamiltonian. We identify the underlying…
The Mori-Zwanzig formalism is a powerful theoretical framework for deriving equations of motion for coarse-grained observables in the form of generalized Langevin equations (GLEs) involving evolution and projection operators. Using a…
In the first part of this paper we generalize the result of Georgiou-Pavon that a positive square matrix can be scaled uniquely to a column stochastic matrix which maps a given positive probability vector to another given positive…
Non-stationary version of unitary quantum mechanics formulated in non-Hermitian (or, more precisely, in hiddenly Hermitian) interaction-picture representation is illustrated via an elementary $N$ by $N$ matrix Hamiltonian $H(t)$ mimicking a…
A nonlinear master equation is derived, reflecting properly the entropy of open quantum systems. In contrast to linear alternatives, its equilibrium solution is exactly the canonical Gibbs density matrix. The corresponding nonlinear…
We develop a generalized Aufbau principle for non-Hermitian systems that allows for building up the configurations of indistinguishable particles. The Aufbau rule of non-Hermitian systems is unexpectedly shown to be identical to that…
In last passage percolation models lying in the KPZ universality class, the energy of long energy-maximizing paths may be studied as a function of the paths' pair of endpoint locations. Scaled coordinates may be introduced, so that these…
For any finite reductive group, we compute the central elements in its Hecke algebra that arise from partial Springer resolutions via the Harish-Chandra transform. Of the two kinds of partial resolution, the larger is the more interesting…
The complex energy bands of non-Hermitian systems braid in momentum space even in one dimension. Here, we reveal that the non-Hermitian braiding underlies the Hermitian topological physics with chiral symmetry under a general framework that…
We compute analytically the probability $S(t)$ that a set of $N$ Brownian paths do not cross each other and stay below a moving boundary $g(\tau)= W \sqrt{\tau}$ up to time $t$. We show that for large $t$ it decays as a power law $S(t) \sim…