Related papers: Levy Diffusion and Classes of Universal Parametric…
Diffusive transport of a particle in spatially correlated random energy landscape having exponential density of states has been considered. We exactly calculate the diffusivity in the nondispersive quasi-equilibrium transport regime and…
Eigenvalue correlations of random matrix ensembles as a function of an external perturbation are investigated vis the Dyson Brownian Motion Model in the situation where the level density has a hard edge singularity. By solving a linearized…
Continuous time random walk models with decoupled waiting time density are studied. When the spatial one jump probability density belongs to the Levy distribution type and the total time transition is exponential a generalized…
Geometrical model of structure of the universe is examined to obtain analytical expression for the two points nonlinear correlation function. According to the model the objects (galaxies) are concentrated into two types of structure…
In these lecture we explain why limiting distribution function, like the Tracy-Widom distribution, or limit processes, like the Airy_2 process, arise both in random matrices and interacting particle systems. The link is through a common…
It is shown how the universal correlation function of Brezin and Zee, and Beenakker, for random matrix ensembles of Wigner-Dyson type with density support on a finite interval can be derived using a linear response argument and macroscopic…
Turbulent flows, ubiquitous in nature and engineering, comprise fluctuations over a wide range of spatial and temporal scales. While flows with fluctuations in thermodynamic variables are much more common, much less is known about these…
We consider several aspects of the scaling limit of percolation on random planar triangulations, both finite and infinite. The equivalents for random maps of Cardy's formula for the limit under scaling of various crossing probabilities are…
Diffusion-Limited Aggregation (DLA), the canonical model for non-equilibrium fractal growth, emerges from the simple rule of irreversible attachment by random walkers. Despite four decades of study, a unified computational framework…
Consider $(X_{i}(t))$ solving a system of $N$ stochastic differential equations interacting through a random matrix $\mathbf J = (J_{ij})$ with independent (not necessarily identically distributed) random coefficients. We show that the…
The diffusion of a walk in the presence of traps is investigated. Different diffusion regimes are obtained considering the magnitude of the fluctuations in waiting times and jump distances. A constant velocity during the jump motion is…
We present a numerical and partially analytical study of classical particles obeying a Langevin equation that describes diffusion on a surface modeled by a two dimensional potential. The potential may be either periodic or random. Depending…
It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…
We obtain explicit expressions for the long range correlations in the ABC model and in diffusive models conditioned to produce an atypical current of particles.In both cases, the two-point correlation functions allow to detect the…
Recent work on the use of dimensional reduction for the regularisation of non--supersymmetric theories is reviewed. It is then shown that there exists a class of theories for which a universal form of the soft supersymmetry breaking terms…
We study a model that generalizes the CP with diffusion. An additional transition is included in the model so that at a particular point of its phase diagram a crossover from the directed percolation to the compact directed percolation…
We discuss the order parameter correlation function in the vicinity of continuous phase transitions using a two-parameter scaling form G(k) = k_c^{-2} g(k\xi,k/k_c), where k is the wave-vector, \xi is the correlation length, and the…
The two parameter Poisson-Dirichlet distribution $PD(\alpha,\theta)$ is the distribution of an infinite dimensional random discrete probability. It is a generalization of Kingman's Poisson-Dirichlet distribution. The two parameter Dirichlet…
We consider Hermitian random band matrices $H$ in $d \geq 1 $ dimensions. The matrix elements $H_{xy},$ indexed by $x, y \in \Lambda \subset \mathbb{Z}^d,$ are independent, uniformly distributed random variable if $|x-y| $ is less than the…
Consider the map $(x, y) \mapsto (x + \epsilon^{-\alpha} \sin (2\pi x) + \epsilon^{-1-\alpha}z, z + \epsilon \sin(2\pi x))$, which is conjugate to the Chirikov standard map with a large parameter. The parameter value $\alpha = 1$ is related…