Related papers: Global Fluctuations in General Beta Dyson Brownian…
We investigate the fluctuations around the average density profile in the weakly asymmetric exclusion process with open boundaries in the steady state. We show that these fluctuations are given, in the macroscopic limit, by a centered…
The so-called quantum measurement problems are solved from a new perspective. One of the main observations is that the basic entities of our world are {\it particles}, elementary or composite. It follows that each elementary process, hence…
Assuming an effective quadratic Hamiltonian, we derive an approximate, linear stochastic equation of motion for the density-fluctuations in liquids, composed of overdamped Brownian particles. From this approach, time dependent two point…
Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…
We study the condensation phenomenon for the invariant measures of the mean-field model of reversible coagulation-fragmentation processes conditioned to a supercritical density of particles. It is shown that when the parameters of the…
We consider a stationary sequence $(X_n)$ constructed by a multiple stochastic integral and an infinite-measure conservative dynamical system. The random measure defining the multiple integral is non-Gaussian, infinitely divisible and has a…
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…
Occupation time fluctuation limits of particle systems in R^d with independent motions (symmetric stable Levy process, with or without critical branching) have been studied assuming initial distributions given by Poisson random measures…
In active Brownian motion, an internal propulsion mechanism interacts with translational and rotational thermal noise and other internal fluctuations to produce directed motion. We derive the distribution of its extreme fluctuations and…
Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…
Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most recent and most general family is based on the fractional…
We show that gaussian quantum fluctuations, even if infinitesimal, are sufficient to destroy the superfluidity of a disordered boson system in 1D and 2D. The critical disorder is thus finite no matter how small the repulsion is between…
We study the effects of the finite number of experimental data on the computation of a generalized fluctuation-dissipation relation around a nonequilibrium steady state of a Brownian particle in a toroidal optical trap. We show that the…
We consider the general branching random walk under minimal assumptions, which in particular guarantee that the empirical particle distribution admits an almost sure central limit theorem. For such a process, we study the large time decay…
It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…
We consider the hydrodynamic limit in the macroscopic regime of the coupled system of stochastic differential equations, $ d\lambda_t^i=\frac{1}{\sqrt{N}} dW_t^i - V'(\lambda_t^i) dt+ \frac{\beta}{2N} \sum_{j\not=i}…
We consider a two parameter family of unitarily invariant diffusion processes on the general linear group $\mathbb{GL}_N$ of $N\times N$ invertible matrices, that includes the standard Brownian motion as well as the usual unitary Brownian…
When an isolated quantum system is driven out of equilibrium, expectation values of general observables start oscillating in time. This article reviews the general theory of such temporal fluctuations. We first survey some results on the…
We introduce and study stochastic $N$-particle ensembles which are discretizations for general-$\beta$ log-gases of random matrix theory. The examples include random tilings, families of non-intersecting paths, $(z,w)$-measures, etc. We…
We study the Brownian motion of a charged test particle coupled to electromagnetic vacuum fluctuations near a perfectly reflecting plane boundary. The presence of the boundary modifies the quantum fluctuations of the electric field, which…