Related papers: Quantitative Convergence and Gaussian Fluctuations…
We study the quantum corrections to the Gross-Pitaevskii equation for two weakly linked Bose-Einstein condensates. The goals are: 1) to investigate dynamical regimes at the borderline between the classical and quantum behaviour of the…
Transfer Entropy and Directed Information are information-theoretic measures of the directional dependency between stochastic processes. Following the definitions of Schreiber and Massey in discrete time, we define and evaluate these…
Fluctuation and correlation observables are often measured using multi-particle correlation methods and therefore mutually probe the origins of genuine correlations present in multi-particle distribution functions. We investigate the common…
Self-interacting diffusions are processes living on a compact Riemannian manifold defined by a stochastic differential equation with a drift term depending on the past empirical measure of the process. The asymptotics of this measure is…
We follow the temporal evolution of mesoscopic intensity fluctuations and correlation in strongly localized samples. We find an initial burst in relative transmission fluctuations in random one dimensional (1D) samples due to fluctuations…
This paper focus on investigating the explicit rate of convergence for the propagation of chaos, in a pathwise sense a family of interacting stochastic particle related to some Brownian driven McKean-Vlasov dynamics. Precisely the McKean…
A quantitatively reliable theoretical description of the dynamics of fluctuations in non-equilibrium is indispensable in the experimental search for the QCD critical point by means of ultra-relativistic heavy-ion collisions. In this work we…
We study a gas of hard rods on a ring, driven by an external thermostat, with either elastic or inelastic collisions, which exhibits sub-diffusive behavior $<x^2 > \sim t^{1/2}$. We show the validity of the usual Fluctuation-Dissipation…
We introduce a new first passage percolation model in a Poissonian environment on $\mathbb{R}^{2}$. In this model, the action of a path depends on the geometry of the path and the travel time. We prove that the transversal fluctuation…
We extend a generalized integral fluctuation relation in diffusion processes that we obtained previously to the situation with feedback control. The general relation not only covers existing results but also predicts other unnoticed…
A stopping time $T$ is the first time when a trajectory of a stochastic process satisfies a specific criterion. In this paper, we use martingale theory to derive the integral fluctuation relation $\langle e^{-S_{\rm tot}(T)}\rangle=1$ for…
We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin…
We study quantum measurements of temporal equilibrium fluctuations in macroscopic quantum systems. It is shown that the fluctuation-dissipation theorem, as a relation between observed quantities, is partially violated in quantum systems,…
In this article, we study the mean field limit of weakly interacting diffusions for confining and interaction potentials that are not necessarily convex. We explore the relationship between the large $N$ limit of the constant in the…
We consider a one-dimensional McKean-Vlasov SDE on a domain and the associated mean-field interacting particle system. The peculiarity of this system is the combination of the interaction, which keeps the average position prescribed, and…
Here, an approach in terms of shot noise is proposed to study and characterize surface diffusion and low vibrational motion when having interacting adsorbates on surfaces. In what we call statistical limit, that is, at long times and high…
We consider small-time asymptotics for diffusion processes conditioned by their initial and final positions, under the assumption that the diffusivity has a sub-Riemannian structure, not necessarily of constant rank. We show that, if the…
In this paper we derive an integral (with respect to time) representation of the relative entropy (or Kullback-Leibler Divergence) between measures mu and P on the space of continuous functions from time 0 to T. The underlying measure P is…
We introduce and investigate the stochastic dynamics of the density of local extrema (minima and maxima) of non-equilibrium surface fluctuations. We give a number of exact, analytic results for interface fluctuations described by linear…
We compare many-body theories describing fluctuation corrections to the mean-field theory in a weakly interacting Bose-condensed gas. Using a generalized random-phase approximation, we include both density fluctuations and fluctuations in…