Related papers: Fluctuation formula for complex random matrices
In this paper we discuss general tridiagonal matrix models which are natural extensions of the ones given by Dumitriu and Edelman. We prove here the convergence of the distribution of the eigenvalues and compute the limiting distributions…
We consider an $N$ by $N$ real or complex generalized Wigner matrix $H_N$, whose entries are independent centered random variables with uniformly bounded moments. We assume that the variance profile, $s_{ij}:=\mathbb{E} |H_{ij}|^2$,…
The probability distribution of the entropy production for the effusion of a relativistic ideal gas is calculated explicitly. This result is then extended to include particle and anti-particle pair production and annihilation. In both…
Consider the product $X = X_{1}\cdots X_{m}$ of $m$ independent $n\times n$ iid random matrices. When $m$ is fixed and the dimension $n$ tends to infinity, we prove Gaussian limits for the centered linear spectral statistics of $X$ for…
Nonextensive statistics is a formalism of statistical mechanics that describes the ocurrence of power-law distributions in complex systems, particularly the so-called $q$ exponential family of distributions. In this work we present the use…
The classical Luria-Delbr\"uck model for fluctuation analysis is extended to the case where cells can either divide or die at the end of their generation time. This leads to a family of probability distributions generalizing the…
For systems in nonequilibrium steady states, a novel modulated Gaussian probability distribution is derived to incorporate a new phenomenon of biased current fluctuations, discovered by recent laboratory experiments and confirmed by…
The statistical mechanical basis of the fluctuation theory of mixtures is reviewed. An overview of the statistical mechanical relations between the microscopic properties of a system and its macroscopic properties is presented. The…
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…
In this note, we prove Gaussian field convergence of fluctuations of eigenvalues of random normal matrices in the interior of a quantum droplet.
We consider a one-dimensional gas of $N$ charged particles confined by an external harmonic potential and interacting via the one-dimensional Coulomb potential. For this system we show that in equilibrium the charges settle, on an average,…
Inhomogeneous polymers play an important role in various cellular processes, both in nature and in biotechnological applications. At finite temperatures, inhomogeneous polymers exhibit non-trivial thermal fluctuations. In a broader context,…
Selfsimilar space-time fractal fluctuations are generic to dynamical systems in nature such as atmospheric flows, heartbeat patterns, population dynamics, etc. The physics of the long-range correlations intrinsic to fractal fluctuations is…
The distribution of price returns for a class of uncorrelated diffusive dynamics is considered. The basic assumptions are (1) that there is a "consensus" value associated with a stock, and (2) that the rate of diffusion depends on the…
The performance of spectral clustering relies on the fluctuations of the entries of the eigenvectors of a similarity matrix, which has been left uncharacterized until now. In this letter, it is shown that the signal $+$ noise structure of a…
The structure of very complicated irregular "microscopic" (local) entropy fluctuations around a big separated "macroscopic" (global) fluctuation in the statistical equilibrium was studied in numerical experiments on a simple 2--freedom…
The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance,…
In this paper we numerically examine the connection of the Gallavotti-Cohen fluctuation formula and the functional form of the corresponding probability density function in the field driven Lorentz gas thermostated by the Gaussian…
Several recent studies have shown how to properly calculate the observed clustering of galaxies in a relativistic context, and uncovered corrections to the Newtonian calculation that become significant on scales near the horizon. Here, we…
Intrinsic fluctuations around the solution of the lattice Boltzmann equation are described or modeled by addition of a white Gaussian noise source. For stationary states a fluctuation-dissipation theorem relates the variance of the…