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Explicit expression for the $N$-point free energy distribution function in one dimensional directed polymers in a random potential is derived in terms of the Bethe ansatz replica technique. The obtained result is equivalent to the one…

Soft Condensed Matter · Physics 2014-10-16 V. Dotsenko

In this paper we find explicit formulas for: (1) Green's function for a system of one-dimensional bosons interacting via a delta-function potential with particles confined to the positive half-line; and (2) the transition probability for…

Probability · Mathematics 2013-01-31 Craig A. Tracy , Harold Widom

Mean absolute deviation function is used to explore the pattern and the distribution of the data graphically to enable analysts gaining greater understanding of raw data and to foster quick and a deep understanding of the data as an…

Methodology · Statistics 2022-06-22 Elsayed A. H. Elamir

We consider diffusive lattice gases on a ring and analyze the stability of their density profiles conditionally to a current deviation. Depending on the current, one observes a phase transition between a regime where the density remains…

Statistical Mechanics · Physics 2009-11-11 T. Bodineau , B. Derrida

We prove a large deviation principle for the point process associated to $k$-element connected components in $\mathbb R^d$ with respect to the connectivity radii $r_n\to\infty$. The random points are generated from a homogeneous Poisson…

Probability · Mathematics 2022-10-19 Christian Hirsch , Takashi Owada

We investigate the fluctuations of cumulative density of particles in the asymmetric simple exclusion process with respect to the stationary distribution (also known as the steady state), as a stochastic process indexed by $[0,1]$. In three…

Probability · Mathematics 2019-12-30 Włodzimierz Bryc , Yizao Wang

In the present paper we show how obtain the energy distribution f(E) in our vicinity starting from WIMP density profiles in a self consistent way by employing the Eddington approach and adding reasonable angular momentum dependent terms in…

Astrophysics of Galaxies · Physics 2014-02-04 J. D. Vergados

We calculate the spectral gap of the Markov matrix of the totally asymmetric simple exclusion process (TASEP) on a ring of L sites with N particles. Our derivation is simple and self-contained and extends a previous calculation that was…

Statistical Mechanics · Physics 2009-11-10 O. Golinelli , K. Mallick

Current fluctuations for the one-dimensional totally asymmetric exclusion process (TASEP) connected to reservoirs of particles, and their large scale limit to the KPZ fixed point in finite volume, are studied using exact methods. Focusing…

Statistical Mechanics · Physics 2024-10-22 Sylvain Prolhac

Considering the large deviations of activity and current in the Asymmetric Simple Exclusion Process (ASEP), we show that there exists a non-trivial correspondence between the joint scaled cumulant generating functions of activity and…

Statistical Mechanics · Physics 2022-08-31 Matthieu Vanicat , Eric Bertin , Vivien Lecomte , Eric Ragoucy

In this paper we study the randomized non-autonomous complete linear differential equation. The diffusion coefficient and the source term in the differential equation are assumed to be stochastic processes and the initial condition is…

Probability · Mathematics 2018-02-13 J. Catatayud , J. -C. Cortes , M. Jornet

This paper presents a diffusion process with a novel resetting mechanism in which the amplitude of the process is instantaneously converted to a proportion of its value at random times. This model is described by a Langevin equation with…

Statistical Mechanics · Physics 2022-04-18 J. Kevin Pierce

We propose a method for approximating the large deviation rate function of time-integrated observables of diffusion processes, used in statistical physics to characterize the fluctuations of nonequilibrium systems. The method is based on…

Statistical Mechanics · Physics 2026-01-15 Pelerine Tsobgni Nyawo , Hugo Touchette

We compute the Lyapunov exponent, generalized Lyapunov exponents and the diffusion constant for a Lorentz gas on a square lattice, thus having infinite horizon. Approximate zeta functions, written in terms of probabilities rather than…

chao-dyn · Physics 2009-10-28 Per Dahlqvist

We establish the large deviation principle for stochastic differential equations with averaging in the case when all coefficients of the fast component depend on the slow one, including diffusion.

Probability · Mathematics 2013-06-11 Alexander Yu. Veretennikov

A general theory of efficient estimation for ergodic diffusion processes sampled at high frequency with an infinite time horizon is presented. High frequency sampling is common in many applications, with finance as a prominent example. The…

Statistics Theory · Mathematics 2024-01-10 Michael Sørensen

A large deviation principle is derived for stochastic partial differential equations with slow-fast components. The result shows that the rate function is exactly that of the averaged equation plus the fluctuating deviation which is a…

Probability · Mathematics 2010-01-28 Wei Wang , A. J. Roberts , Jinqiao Duan

We present a path integral calculation of the probability distribution associated with the time-integrated moments of the Ornstein-Uhlenbeck process that includes the Gaussian prefactor in addition to the dominant path or instanton term…

Statistical Mechanics · Physics 2022-06-07 Daniel Nickelsen , Hugo Touchette

By adopting the coupling by reflection and choosing an auxiliary function which is convex near infinity, we establish the exponential convergence of diffusion semigroups $(P_t)_{t\ge0}$ with respect to the standard $L^p$-Wasserstein…

Probability · Mathematics 2016-02-19 Dejun Luo , Jian Wang

The eigenfunctions and eigenvalues of the master-equation for zero range process on a ring are found exactly via the Bethe ansatz. The rates of particle exit from a site providing the Bethe ansatz applicability are shown to be expressed in…

Statistical Mechanics · Physics 2007-05-23 A. M. Povolotsky