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Phase transitions, sharp in the thermodynamic limit, get smeared in finite systems where macroscopic order-parameter fluctuations dominate. Achieving a coherent and complete theoretical description of these fluctuations is a central…

Statistical Mechanics · Physics 2025-10-06 Rupak Majumder , Julien Barré , Shamik Gupta

Phenomena as diverse as breeding bird populations, the size of U.S. firms, money invested in mutual funds, the GDP of individual countries and the scientific output of universities all show unusual but remarkably similar growth…

Physics and Society · Physics 2010-05-03 Yonathan Schwarzkopf , Robert L. Axtell , J. Doyne Farmer

Starting from a master equation, we derive the evolution equation for the size distribution of elements in an evolving system, where each element can grow, divide into two, and produce new elements. We then probe general solutions of the…

Statistical Mechanics · Physics 2011-04-05 Segun Goh , H. W. Kwon , M. Y. Choi , Jean-Yves Fortin

Products of random $2\times 2$ matrices exhibit Gaussian fluctuations around almost surely convergent Lyapunov exponents. In this paper, the distribution of the random matrices is supported by a small neighborhood of order $\lambda>0$ of…

Mathematical Physics · Physics 2016-10-27 Maxim Drabkin , Hermann Schulz-Baldes

We study the evolution leading to (or regressing from) a large fluctuation in a Statistical Mechanical system. We introduce and study analytically a simple model of many identically and independently distributed microscopic variables $n_m$…

Statistical Mechanics · Physics 2017-03-28 Federico Corberi

We explore the evolution of the aggregate size distribution in systems where aggregates grow by diffusive accretion of mass. Supersaturation is controlled in such a way that the overall aggregate volume grows linearly in time. Classical…

Statistical Mechanics · Physics 2014-03-12 J. Vollmer , A. Papke , M. Rohloff

In this article we study a small random perturbation of a linear recurrence equation. If all the roots of its corresponding characteristic equation have modulus strictly less than one, the random linear recurrence goes exponentially fast to…

Probability · Mathematics 2023-05-05 Gerardo Barrera , Shuo Liu

This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…

Probability · Mathematics 2024-04-08 Nhu N. Nguyen , George Yin

Given $n$ samples of a regular discrete distribution $\pi$, we prove in this article first a serial of SLLNs results (of Dvoretzky and Erd\"{o}s' type) which implies a typical power law when $\pi$ is heavy-tailed. Constructing a (random)…

Probability · Mathematics 2013-12-12 Xin-Xing Chen , Jian-Sheng Xie , Jiangang Ying

There is an abundance of useful fluctuation identities for one-sided L\'evy processes observed up to an independent exponentially distributed time horizon. We show that all the fundamental formulas generalize to time horizons having matrix…

Probability · Mathematics 2021-01-21 Mogens Bladt , Jevgenijs Ivanovs

The Goldberg-Ostrovskii problem asks whether finite-order solutions of a linear differential equation inherit the property of completely regular growth (c.r.g.) from its coefficients. While Bergweiler's counterexample demonstrated that the…

Classical Analysis and ODEs · Mathematics 2026-04-09 Xing-Yu Li

We describe the relation between the isothermal atomic compressibility and density fluctuations in mixtures of two-component fermions with population or mass imbalance. We derive a generalized version of the fluctuation-dissipation theorem…

Quantum Gases · Physics 2011-10-19 Kangjun Seo , C. A. R. Sá de Melo

This paper is concerned with the large deviation principle of the non-local fractional stochastic reaction-diffusion equation with a polynomial drift of arbitrary degree driven by multiplicative noise defined on unbounded domains. We first…

Probability · Mathematics 2023-05-23 Bixiang Wang

There has been an increasing interest in the quantification of nearly deterministic work extraction from a finite number of copies of microscopic particles in finite time. This paradigm, so called single-shot epsilon-deterministic work…

Quantum Physics · Physics 2017-11-22 Sina Salek , Karoline Wiesner

Evolutionary dynamics and patterns of molecular evolution are strongly influenced by selection on linked regions of the genome, but our quantitative understanding of these effects remains incomplete. Recent work has focused on predicting…

Populations and Evolution · Quantitative Biology 2013-05-29 Benjamin H. Good , Michael M. Desai

This paper considers an Ostwald ripening process in which new droplets are injected at a constant rate, with a fixed distribution of radii, and in which droplets are removed when they grow to a specified maximum radius. This process…

Statistical Mechanics · Physics 2025-03-25 Michael Wilkinson

The optimal fluctuation approach is applied to study the most distant (non-universal) tails of the free-energy distribution function P(F) for an elastic string (of a large but finite length L) interacting with a quenched random potential. A…

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

We introduce the notion of a Young generating function for a probability measure on integer partitions. We use this object to characterize probability distributions over integer partitions satisfying a law of large numbers and those that…

Probability · Mathematics 2025-09-12 Gabriel Raposo

We prove the Central Limit Theorem for the number of eigenvalues near the spectrum edge for hermitian ensembles of random matrices. To derive our results, we use a general theorem, essentially due to Costin and Lebowitz, concerning the…

Mathematical Physics · Physics 2007-05-23 Alexander B. Soshnikov

Stretched exponential probability density functions (pdf), having the form of the exponential of minus a fractional power of the argument, are commonly found in turbulence and other areas. They can arise because of an underlying random…

Statistical Mechanics · Physics 2009-10-30 U. Frisch , D. Sornette