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The dynamics of temperature fluctuations of a gas of Brownian particles in local equilibrium with a nonequilibrium heat bath, are described using an approach consistent with Boltzmann-Gibbs statistics (BG). We use mesoscopic nonequilibrium…

Statistical Mechanics · Physics 2009-11-13 R. F. Rodriguez , I. Santamaria-Holek

Interacting particle methods are increasingly used to sample from complex and high-dimensional distributions. These stochastic particle integration techniques can be interpreted as an universal acceptance-rejection sequential particle…

Computational Finance · Quantitative Finance 2012-10-30 P. Del Moral , G. W. Peters , Ch. Vergé

We consider a class of nearest-neighbor weakly asymmetric mass conservative particle systems evolving on $\mathbb{Z}$, which includes zero-range and types of exclusion processes, starting from a perturbation of a stationary state. When the…

Probability · Mathematics 2016-08-14 Patrícia Gonçalves , Milton Jara , Sunder Sethuraman

Relative entropy, as a divergence metric between two distributions, can be used for offline change-point detection and extends classical methods that mainly rely on moment-based discrepancies. To build a statistical test suitable for this…

Methodology · Statistics 2025-12-19 Matthieu Garcin , Louis Perot

We study the density fluctuations at equilibrium of the multi-species stirring process, a natural multi-type generalization of the symmetric (partial) exclusion process. In the diffusive scaling limit, the resulting process is a system of…

Probability · Mathematics 2023-09-19 Francesco Casini , Cristian Giardinà , Frank Redig

In this paper, we construct a type of interacting particle systems to approximate a class of stochastic different equations whose coefficients depend on the conditional probability distributions of the processes given partial observations.…

Probability · Mathematics 2024-03-27 Kai Du , Yunzhang Li , Yuyang Ye

We develop an extension of the Landau Fermi liquid theory to systems of interacting fermions with non-trivial Berry curvature. We propose a kinetic equation and a constitutive relation for the electromagnetic current that together encode…

Strongly Correlated Electrons · Physics 2019-10-01 Jing-Yuan Chen , Dam Thanh Son

We present a diagrammatic formulation of a theory for the time dependence of density fluctuations in equilibrium systems of interacting Brownian particles. To facilitate derivation of the diagrammatic expansion we introduce a basis that…

Soft Condensed Matter · Physics 2009-11-13 Grzegorz Szamel

This work examines the idea of applying the Chapman-Enskog (CE) method for approximating the solution of the Boltzmann equation beyond the realm of physics, using an information theory approach. Equations describing the evolution of…

Statistical Mechanics · Physics 2015-03-03 A. Mariscal-Sanchez , A. Sandoval-Villalbazo

The fluctuations of the atom number between a Bose-Einstein condensate and the surrounding thermal gas have been the subject of a long standing theoretical debate. This discussion is centered around the appropriate thermodynamic ensemble to…

Let $S_n$ be a random walk with i.i.d. increments which have zero mean and finite variance. For every $x\ge0$ we define the stopping time $\tau_x:=\inf\{n\ge1:x+S_n\le0\}$ and consider the probabilities $\mathbb{P}(x+S_n\ge y,\tau_x>n)$. We…

Probability · Mathematics 2026-02-23 Denis Denisov , Alexander Tarasov , Vitali Wachtel

We study the empirical measure associated to a sample of size $n$ and modified by $N$ iterations of the raking-ratio method. This empirical measure is adjusted to match the true probability of sets in a finite partition which changes each…

Statistics Theory · Mathematics 2019-01-10 Mickael Albertus , Philippe Berthet

The occurrence of phase fluctuations due to thermal excitations in Bose-Einstein condensates (BECs) is studied for a variety of temperatures and trap geometries. We observe the statistical nature of the appearence of phase fluctuations and…

We investigate propagation of perturbations of equilibrium states for a wide class of 1D interacting particle systems. The class of systems considered incorporates zero range, $K$-exclusion, mysanthropic, `bricklayers' models, and much…

Probability · Mathematics 2007-05-23 Balint Toth , Benedek Valko

We study the ground and excited states of weakly interacting Bose gases (with positive and negative scattering lengths) in connection with Bose Einstein Condensation to test the validity of the mean field theory and Born approximation. They…

Statistical Mechanics · Physics 2007-05-23 S . Datta

This article presents a new proof of the rate of convergence to the normal distribution of sums of independent, identically distributed random variables in chi-square distance, which was also recently studied in \cite{BobkovRenyi}. Our…

Probability · Mathematics 2017-11-15 Claire Delplancke , Laurent Miclo

Let $X_n=\sum_{i=1}^{\infty}a_i\epsilon_{n-i}$, where the $\epsilon_i$ are i.i.d. with mean 0 and at least finite second moment, and the $a_i$ are assumed to satisfy $|a_i|=O(i^{-\beta})$ with $\beta >1/2$. When $1/2<\beta<1$, $X_n$ is…

Statistics Theory · Mathematics 2008-12-18 Tsung-Lin Cheng , Hwai-Chung Ho

We consider a branching random walk on $d$-dimensional real space with immigration in a time-dependent random environment. Let $Z_n(\mathbf t)$ be the so-called partition function of the process, namely, the moment generating function of…

Probability · Mathematics 2022-10-18 Chunmao Huang , Yukun Ren , Runze Li

We demonstrate the existence of phase fluctuations in elongated Bose-Einstein Condensates (BECs) and study the dependence of those fluctuations on the system parameters. A strong dependence on temperature, atom number, and trapping geometry…

We study many interacting Brownian particles under a tilted periodic potential. We numerically measure the linear response coefficient of the density field by applying a slowly varying potential transversal to the tilted direction. In…

Statistical Mechanics · Physics 2009-03-02 Takenobu Nakamura , Shin-ichi Sasa
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