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Using path integral techniques, we compute exactly the distribution of the maximal height H_p of p nonintersecting Brownian walkers over a unit time interval in one dimension, both for excursions (p-watermelons with a wall) and bridges…

Statistical Mechanics · Physics 2009-11-13 Gregory Schehr , Satya N. Majumdar , Alain Comtet , Julien Randon-Furling

We present an exact solution for the probability density function $P(\tau=t_{\min}-t_{\max}|T)$ of the time-difference between the minimum and the maximum of a one-dimensional Brownian motion of duration $T$. We then generalise our results…

Statistical Mechanics · Physics 2020-04-20 Francesco Mori , Satya N. Majumdar , Gregory Schehr

Consider the Ising model at low-temperatures and positive external field $\lambda$ on an $N\times N$ box with Dobrushin boundary conditions that are plus on the north, east, and west boundaries and minus on the south boundary. If $\lambda =…

Probability · Mathematics 2021-02-03 Shirshendu Ganguly , Reza Gheissari

We present a detailed study of squared local roughness (SLRDs) and local extremal height distributions (LEHDs), calculated in windows of lateral size $l$, for interfaces in several universality classes, in substrate dimensions $d_s = 1$ and…

Statistical Mechanics · Physics 2016-01-29 I. S. S. Carrasco , T. J. Oliveira

We investigate non-equilibrium fluctuations of a solid surface governed by the stochastic Mullins-Herring equation with conserved noise. This equation describes surface diffusion of adatoms accompanied by their exchange between the surface…

Statistical Mechanics · Physics 2016-02-17 Baruch Meerson , Arkady Vilenkin

We introduce the concept of a hyperuniformity disorder length that controls the variance of volume fraction fluctuations for randomly placed windows of fixed size. In particular, fluctuations are determined by the average number of…

Soft Condensed Matter · Physics 2017-09-18 A. T. Chieco , R. Dreyfus , D. J. Durian

We consider the open KPZ equation $H(x,t)$ on the interval $[0,L]$ with Neumann boundary conditions depending on parameters $u,v\ge 0$ (the so-called maximal current phase). For $L \sim t^{\alpha}$ and stationary initial conditions, we…

Probability · Mathematics 2025-08-18 Andres A. Contreras Hip , Sayan Das , Antonios Zitridis

We consider a one-dimensional fluctuating interfacial profile governed by the Edwards-Wilkinson or the stochastic Mullins-Herring equation for periodic, standard Dirichlet and Dirichlet no-flux boundary conditions. The minimum action path…

Statistical Mechanics · Physics 2018-03-28 Markus Gross

We consider the relaxation (noise-free) statistics of the one-point height $H=h(x=0,t)$ where $h(x,t)$ is the evolving height of a one-dimensional Kardar-Parisi-Zhang (KPZ) interface, starting from a Brownian (random) initial condition. We…

Statistical Mechanics · Physics 2022-10-21 Naftali R. Smith

The extremal Fourier intensities are studied for stationary Edwards-Wilkinson-type, Gaussian, interfaces with power-law dispersion. We calculate the probability distribution of the maximal intensity and find that, generically, it does not…

Statistical Mechanics · Physics 2013-05-29 G. Gyorgyi , P. C. W. Holdsworth , B. Portelli , Z. Racz

We study a Brownian excursion on the time interval $\left|t\right|\leq T$, conditioned to stay above a moving wall $x_{0}\left(t\right)$ such that $x_0\left(-T\right)=x_0\left(T\right)=0$, and $x_{0}\left(\left|t\right|<T\right)>0$. For a…

Statistical Mechanics · Physics 2019-02-28 Naftali R. Smith , Baruch Meerson

We introduce a class of one-dimensional discrete space-discrete time stochastic growth models described by a height function $h_t(x)$ with corner initialization. We prove, with one exception, that the limiting distribution function of…

Probability · Mathematics 2009-09-25 Janko Gravner , Craig A. Tracy , Harold Widom

We consider the $1d$ one-component plasma (OCP) in thermal equilibrium, consisting of $N$ equally charged particles on a line, with pairwise Coulomb repulsion and confined by an external harmonic potential. We study two observables: (i) the…

Statistical Mechanics · Physics 2022-06-10 Ana Flack , Satya N. Majumdar , Gregory Schehr

We study the dynamics of an exactly solvable lattice model for inhomogeneous interface growth. The interface grows deterministically with constant velocity except along a defect line where the growth process is random. We obtain exact…

Condensed Matter · Physics 2009-10-28 Gunter M. Schütz

A modification of the optimal fluctuation approach is applied to study the tails of the free energy distribution function P(F) for an elastic string in quenched disorder both in the regions of the universal behavior of P(F) and in the…

Disordered Systems and Neural Networks · Physics 2009-11-13 I. V. Kolokolov , S. E. Korshunov

We study the probability distribution $P(A)$ of the area $A=\int_0^T x(t) dt$ swept under fractional Brownian motion (fB\ m) $x(t)$ until its first passage time $T$ to the origin. The process starts at $t=0$ from a specified point $x=L$. We…

Statistical Mechanics · Physics 2024-02-20 A. K. Hartmann , B. Meerson

We analyse the statistical distribution function for the height fluctuations of brittle fracture surfaces using extensive experimental data sampled on widely different materials and geometries. We compare a direct measurement of the…

We establish a thermodynamic limit and Gaussian fluctuations for the height and surface width of the random interface formed by the deposition of particles on surfaces. The results hold for the standard ballistic deposition model as well as…

Statistical Mechanics · Physics 2009-11-07 Mathew D. Penrose , J. E. Yukich

We consider the equilibrium surface of the Random Average Process started from an inclined plane, as seen from the height of the origin, obtained in [Ferrari & Fontes, 1998], where its fluctuations were shown to be of order of the square…

Probability · Mathematics 2023-10-09 Luiz Renato Fontes , Mariela Pentón Machado , Leonel Zuaznábar

We compute the joint probability density function (jpdf) P_N(M, \tau_M) of the maximum M and its position \tau_M for N non-intersecting Brownian excursions, on the unit time interval, in the large N limit. For N \to \infty, this jpdf is…

Mathematical Physics · Physics 2015-06-04 Gregory Schehr