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In this paper we introduce a new approach to the diffusive limit of the weakly random Schrodinger equation, first studied by L. Erdos, M. Salmhofer, and H.T. Yau. Our approach is based on a wavepacket decomposition of the evolution…

Mathematical Physics · Physics 2024-12-11 Felipe Hernández

Einstein's kinetic theory of the Brownian motion, based upon light water molecules continuously bombarding a heavy pollen, provided an explanation of diffusion from the Newtonian mechanics. Since the discovery of quantum mechanics it has…

Mathematical Physics · Physics 2010-09-07 Laszlo Erdos

This in an introduction to random matrix theory, giving an impression of some of the most important aspects of this modern subject. In particular, it covers the basic combinatorial and analytic theory around Wigner's semicircle law,…

Probability · Mathematics 2020-09-14 Roland Speicher

These are lecture notes written at the University of Zurich during spring 2014 and spring 2015. The first part of the notes gives an introduction to probability theory. It explains the notion of random events and random variables,…

Probability · Mathematics 2020-11-02 Nima Moshayedi

These notes are based on the lectures delivered at the Les Houches Summer School in July 2015. They are addressed at a mixed audience of physicists and mathematicians with some basic working knowledge of random matrix theory. The first part…

Mathematical Physics · Physics 2018-07-20 Gernot Akemann

Brief lecture notes for a course about random matrices given at the University of Cambridge.

Probability · Mathematics 2013-05-10 Vladislav Kargin , Elena Yudovina

We study numerically quantum diffusion of a particle on small-world networks by integrating the time-dependent Schr\"odinger equation with a localized initial state. The participation ratio, which corresponds to the number of visited sites…

Disordered Systems and Neural Networks · Physics 2007-05-23 Beom Jun Kim , H. Hong , M. Y. Choi

The main goal of these lectures -- introduction to Quantum Mechanics for mathematically-minded readers. The second goal is to discuss the mathematical interpretation of the main quantum postulates: transitions between quantum stationary…

Mathematical Physics · Physics 2019-07-16 Alexander Komech

Diffusive scaling of position moments and a central limit theorem are obtained for the mean position of a quantum particle hopping on a cubic lattice and subject to a random potential consisting of a large static part and a small part that…

Mathematical Physics · Physics 2015-12-11 Jeffrey Schenker

In this article we propose a generalization of the theory of diffusion approximation for random ODE to a nonlinear system of random Schr\"{o}dinger equations. This system arises in the study of pulse propagation in randomly birefringent…

Analysis of PDEs · Mathematics 2012-12-14 A. de Bouard , M. Gazeau

We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…

High Energy Physics - Theory · Physics 2009-11-13 Z. Haba

We survey recent results of normal and anomalous diffusion of two types of random motions with long memory in ${\Bbb R}^d$ or ${\Bbb Z}^d$. The first class consists of random walks on ${\Bbb Z}^d$ in divergence-free random drift field,…

Probability · Mathematics 2019-01-01 Bálint Tóth

We consider the evolution of a quantum particle hopping on a cubic lattice in any dimension and subject to a potential consisting of a periodic part and a random part that fluctuates stochastically in time. If the random potential evolves…

Mathematical Physics · Physics 2021-03-11 Jeffrey Schenker , F. Zak Tilocco , Shiwen Zhang

We study a relativistic diffusion equation on the Riemannian phase space defined by Franchi and Le Jan. We discuss stochastic Ito (Langevin) differential equations (defining the diffusion) as a perturbation by noise of the geodesic…

General Relativity and Quantum Cosmology · Physics 2015-05-14 Z. Haba

We present a conceptually clear introduction to quantum theory, deriving the theory from scratch from the point of view of quantum information. Different subsets of these lectures were taught to a wide variety of audiences, including…

Popular Physics · Physics 2025-04-15 Barak Shoshany

The master equation describing non-equilibrium one-dimensional problems like diffusion limited reactions or critical dynamics of classical spin systems can be written as a Schr\"odinger equation in which the wave function is the probability…

High Energy Physics - Theory · Physics 2016-09-06 Francisco C. Alcaraz , Michel Droz , Malte Henkel , Vladimir Rittenberg

These are notes from a three-lecture mini-course on free probability given at MSRI in the Fall of 2010 and repeated a year later at Harvard. The lectures were aimed at mathematicians and mathematical physicists working in combinatorics,…

Combinatorics · Mathematics 2012-05-11 Jonathan Novak , Michael LaCroix

This work is an extended version of the paper arXiv:0803.2669v1[math-ph], in which the main results were announced. We consider certain classical diffusion process for a wave function on the phase space. It is shown that at the time of…

Mathematical Physics · Physics 2008-12-31 E. M. Beniaminov

Random matrix theory has played a major role in several areas of pure and applied mathematics, as well as statistics, physics, and computer science. This lecture aims to describe the intrinsic freeness phenomenon and how it provides new…

Probability · Mathematics 2025-10-02 Afonso S. Bandeira

This paper aims to conduct a comprehensive theoretical analysis of current diffusion models. We introduce a novel generative learning methodology utilizing the Schr{\"o}dinger bridge diffusion model in latent space as the framework for…

Machine Learning · Statistics 2024-12-24 Yuling Jiao , Lican Kang , Huazhen Lin , Jin Liu , Heng Zuo
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