Related papers: Dynamical Correlations for Circular Ensembles of R…
We study the Gaussian hermitian random matrix ensemble with an external matrix which has an arbitrary number of eigenvalues with arbitrary multiplicity. We compute the limiting eigenvalues correlations when the size of the matrix goes to…
The clogging behavior of a symmetric binary mixture of particles that are driven in opposite directions through constrictions is explored by Brownian dynamics simulations and theory. A dynamical state with a spontaneously broken symmetry…
Fermionic Molecular Dynamics (FMD) models a system of fermions by means of many-body states which are composed of antisymmetrized products of single-particle states. These consist of one or several Gaussians localized in coordinate and…
We apply the macroscopic fluctuation theory (MFT) to study the large-scale dynamical properties of Brownian particles with arbitrary pairwise interaction. By combining it with standard results of equilibrium statistical mechanics for the…
Using the Fokker-Planck equation describing the evolution of the transmission eigenvalues for Dyson's Brownian motion ensemble, we calculate the magnetoconductance of a ballistic chaotic dot in in the crossover regime from the orthogonal to…
Unitary matrix integrals over symmetric polynomials play an important role in a wide variety of applications, including random matrix theory, gauge theory, number theory, and enumerative combinatorics. We derive novel results on such…
In this note we review recent results on existence and uniqueness of solutions of infinite-dimensional stochastic differential equations describing interacting Brownian motions on $\R^d$.
Active and diffusive motion in Brownian particles are regularly observed in fluidic environments, albeit at different time scales. Here, we experimentally study the dynamics of highly asymmetric microclusters trapped in air employing…
The operation of Brownian motors is usually described in terms of out-of-equilibrium and symmetry-breaking settings, with the relevant spatiotemporal symmetries identified from the analysis of the equations of motion for the system at hand.…
We introduce and study a noncommutative two-parameter family of noncommutative Brownian motions in the free Fock space. They are associated with Kesten laws and give a continuous interpolation between Brownian motions in free probability…
Brownian motions in the infinite-dimensional group of all unitary operators are studied under strong continuity assumption rather than norm continuity. Every such motion can be described in terms of a countable collection of independent…
We investigate the dynamics of Brownian particles in internal state- dependent symmetric and periodic potentials. Although no space or time symmetry of the Hamiltonian is broken, we show that directed transport can appear. We demonstrate…
An angular time-dependent probability density function describing Brownian or anomalous rotational dynamics of fixed-length atom-to-atom vectors is presented. The probability density function, which fully incorporates angular boundary…
Two specialized algorithms for the numerical integration of the equations of motion of a Brownian walker obeying detailed balance are introduced. The algorithms become symplectic in the appropriate limits, and reproduce the equilibrium…
In this paper, we are concerned with the large N limit of linear combinations of the entries of a Brownian motion on the group of N by N unitary matrices. We prove that the process of such a linear combination converges to a Gaussian one.…
We extend our recent result [Cipolloni, Erd\H{o}s, Schr\"oder 2019] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices $X$ with independent, identically distributed complex entries to the real…
We study the spectrum of the kinetic Brownian motion in the space of $d\times d$ Hermitian matrices, $d\geq2$. We show that the eigenvalues stay distinct for all times, and that the process $\Lambda$ of eigenvalues is a kinetic diffusion…
The structural and dynamical properties of suspensions of self-propelled Brownian particles of spherical shape are investigated in three spatial dimensions. Our simulations reveal a phase separation into a dilute and a dense phase, above a…
The Rosenzweig-Porter random matrix ensemble serves as a qualitative phenomenological model for the level statistics and fractality of eigenstates across the many-body localization transition in static systems. We propose a unitary…
We consider non-Hermitian random matrices $X \in \mathbb{C}^{n \times n}$ with general decaying correlations between their entries. For large $n$, the empirical spectral distribution is well approximated by a deterministic density,…