Related papers: A central limit theorem for Gibbs measures relativ…
We prove that Gibbs measures based on 1D defocusing nonlinear Schr{\"o}dinger functionals with sub-harmonic trapping can be obtained as the mean-field/large temperature limit of the corresponding grand-canonical ensemble for many bosons.…
In this work, a generalised version of the central limit theorem is proposed for nonlinear functionals of the empirical measure of i.i.d. random variables, provided that the functional satisfies some regularity assumptions for the…
Brownian motion near soft surfaces is a situation widely encountered in nanoscale and biological physics. However, a complete theoretical description is lacking to date. Here, we theoretically investigate the dynamics of a two-dimensional…
A major part of the many thermally driven processes in our natural environment as well as in engineering solutions of Carnot-type machinery is based on the second law of thermodynamics (or principle of entropy increase). An interesting link…
It is well-known that equilibrium measures for uniformly hyperbolic dynamical systems have a local product structure, which plays an important role in their mixing properties. Existing proofs of this fact rely either on transfer operators…
The conditional density of Brownian motion is considered given the max, B(t|\max), as well as those with additional information: B(t|close, max), B(t|close, max, min) and B(t|max, min) where the close is the final value: B(t=1)=c and t in…
The pressure of suspensions of self-propelled objects is studied theoretically and by simulation of spherical active Brownian particles (ABP). We show that for certain geometries, the mechanical pressure as force/area of a confined systems…
We present a general approach to establish the Central Limit Theorem with error bounds for sequential dynamical systems. The main tool we develop is the application to this setting of a projective metric on complex cones, following the…
We study a model for the entanglement of a two-dimensional reflecting Brownian motion in a bounded region divided into two halves by a wall with three or more small windows. We map the Brownian motion into a Markov Chain on the fundamental…
We derive a simple integral representation for the distribution of the maximum of Brownian motion minus a parabola, which can be used for computing the density and moments of the distribution, both for one-sided and two-sided Brownian…
This paper considers two Brownian motions in a situation where one is correlated to the other with a slight delay. We study the problem of estimating the time lag parameter between these Brownian motions from their high-frequency…
In the language of random counting measures many structural properties of the Poisson process can be studied in arbitrary measurable spaces. We provide a similarly general treatise of Gibbs processes. With the GNZ equations as a definition…
We derive thermodynamic functionals for spatially inhomogeneous magnetization on a torus in the context of an Ising spin lattice model. We calculate the corresponding free energy and pressure (by applying an appropriate external field using…
A short review of the classical theory of Brownian motion is presented. A new method is proposed for derivation of the Fokker-Planck equations, describing the probability density evolution, from stochastic differential equations. It is also…
We formulate a general statement of the problem of defining invariant measures with certain properties and suggest an ergodic method of perturbations for describing such measures.
We propose a simple conjecture for the functional form of the asymptotic behavior of work distributions for driven overdamped Brownian motion of a particle in confining potentials. This conjecture is motivated by the fact that these…
We define and prove the existence of a fractional Brownian motion indexed by a collection of closed subsets of a measure space. This process is a generalization of the set-indexed Brownian motion, when the condition of independance is…
We consider a class of self-similar, continuous Gaussian processes that do not necessarily have stationary increments. We prove a version of the Breuer-Major theorem for this class, that is, subject to conditions on the covariance function,…
We establish a new functional central limit theorem result for non-invertible measure preserving maps that are not necessarily ergodic, using the Perron-Frobenius operator. We apply the result to asymptotically periodic transformations and…
Given a potential of pair interaction and a value of activity, one can consider the Gibbs distribution in a finite domain $\Lambda \subset \mathbb{Z}^d$. It is well known that for small values of activity there exist the infinite volume…