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An extension of the Gaussian correlation conjecture (GCC) is proved for multivariate gamma distributions (in the sense of Krishnamoorthy and Parthasarathy). The classical GCC for Gaussian probability measures is obtained by the special case…

Probability · Mathematics 2017-04-01 T. Royen

In this note, we define a Gaussian probability distribution over matrices. We prove some useful properties of this distribution, namely, the fact that marginalization, conditioning, and affine transformations preserve the matrix Gaussian…

Probability · Mathematics 2018-06-22 Shane Barratt

The notions of generating sets of conservation laws of systems of differential equations with respect to symmetry groups and equivalence groups are introduced and applied. This allows us to generalize essentially the procedure of finding…

Mathematical Physics · Physics 2007-10-17 N. M. Ivanova , R. O. Popovych , C. Sophocleous

A modification of the Skellam and Poisson distributions is proposed for subsystems when the constraints imposed by the charge conservation law in the complete system are taken into account. Such distributions can be applied, for example,…

Nuclear Theory · Physics 2018-05-11 Yuri Sinyukov

Exponential distributions appear in a wide range of applications including chemistry, nuclear physics, time series analyses, and stock market trends. There are conceivable circumstances in which one would be interested in the cumulative…

History and Overview · Mathematics 2018-03-23 Cecilia Chirenti , M. Coleman Miller

Fluctuation theorem is derived for a quantum current system around a nonequilibrium steady state. It is demonstrated that the fluctuation theorem can be a part of the generalized Green-Kubo formula or a nonlinear response theory of an…

Statistical Mechanics · Physics 2011-03-30 Hisao Hayakawa

A Gaussian fluctuation formula is proved for linear statistics of complex random matrices in the case that the statistic is rotationally invariant. For a general linear statistic without this symmetry, Coulomb gas theory is used to predict…

Statistical Mechanics · Physics 2007-05-23 P. J. Forrester

The generalized gamma distribution shows up in many problems related to engineering, hydrology as well as survival analysis. Earlier work has been done that estimated the deviation of the exponential and the Weibull distribution from…

Probability · Mathematics 2022-11-10 Zelong Bi , Irfan Durmić , Steven J. Miller

We introduce a variant of the replica trick within the nonlinear sigma model that allows calculating the distribution function of the persistent current. In the diffusive regime, a Gaussian distribution is derived. This result holds in the…

Mesoscale and Nanoscale Physics · Physics 2010-11-02 M. Houzet

Fluctuations of conserved charges in a grand canonical ensemble can be calculated as derivatives of the free energy with respect to the respective chemical potential. They are directly related to experimentally available observables that…

High Energy Physics - Lattice · Physics 2015-11-23 Szabolcs Borsanyi

The partial differential equation of Gaussian diffusion is generalized by using the time-fractional derivative of distributed order between 0 and 1, in both the Riemann-Liouville (R-L) and the Caputo (C) sense. For a general distribution of…

Statistical Mechanics · Physics 2008-05-27 Francesco Mainardi , Antonio Mura , Gianni Pagnini , Rudolf Gorenflo

The Bertaut approach associated with charge spreading so as to enhance the rate of convergence of Coulomb series in crystals is extended to the case of an arbitrary multiple spreading with a given initial spreading function. It is shown…

Materials Science · Physics 2008-10-28 Eugene V Kholopov

On the basis of perturbed Kolmogorov backward equations and path integral representation, we unify the derivations of the linear response theory and transient fluctuation theorems for continuous diffusion processes from a backward point of…

Statistical Mechanics · Physics 2015-05-14 Fei Liu , Zhong-can Ou-Yang

With a scalar potential and a bivector potential, the vector field associated with the drift of a diffusion is decomposed into a generalized gradient field, a field perpendicular to the gradient, and a divergence-free field. We give such…

Statistical Mechanics · Physics 2021-05-26 Ying-Jen Yang , Yu-Chen Cheng

We apply the Poisson sum rule to obtain formal expressions for the Fourier coefficients of the potential of a lattice of generalized charge. Each generalized charge is assumed to contribute to the potential a term which depends only on the…

Chemical Physics · Physics 2008-04-25 Jonathan Landy

In this paper we reconcile two contradictory statements about deep inelastic scattering (DIS) in manifestly covariant theories: (i) the scattering must be gauge invariant, even in the deep inelastic limit, and (ii) the pole term (which is…

Nuclear Theory · Physics 2008-11-26 Zoltan Batiz , Franz Gross

Employing time-dependent projection formalism, a Fokker-Planck equation with non-Markovian transport coefficients is derived for large amplitude collective motion. Properties of transport coefficients for diffusion processes in a potential…

Nuclear Theory · Physics 2007-05-23 Noboru Takigawa , Sakir Ayik , Sachie Kimura

In an earlier paper we introduced the notion of 'bifurcating continued fractions' in a heuristic manner. In this paper a formal theory is developed for the 'bifurcating continued fractions'.

General Mathematics · Mathematics 2007-05-23 Ashok Kumar Mittal , Ashok Kumar Gupta

In their work [Proc. Natl. Acad. Sci. USA 112 (2015) E5725], Bosse et al. experimentally showed that virus capsid exhibits not only normal diffusion but also anomalous diffusion in nucleus of a living cell. There, it was found that the…

Biological Physics · Physics 2018-04-06 Yuichi Itto

We describe the crossover from generalized hydrodynamics to conventional hydrodynamics in nearly integrable systems. Integrable systems have infinitely many conserved quantities, which spread ballistically in general. When integrability is…

Statistical Mechanics · Physics 2020-05-13 Aaron J. Friedman , Sarang Gopalakrishnan , Romain Vasseur