相关论文: Quadratic Fluctuations of the Simple Exclusion Pro…
In this paper, we introduce and study a unitary matrix-valued process which is closely related to the Hermitian matrix-Jacobi process. It is precisely defined as the product of a deterministic self-adjoint symmetry and a randomly-rotated…
We construct a class of representations of the quadratic R-matrix algebra, given by the reflection equation with the spectral parameter, in terms of certain ordinary difference operators. These operators turn out to act as parameter…
Let $(Z^{q, H}_t)_{t \in [0, 1]^d}$ denote a $d$-parameter Hermite random field of order $q \geq 1$ and self-similarity parameter $H = (H_1, \ldots, H_d) \in (\frac{1}{2}, 1)^d$. This process is $H$-self-similar, has stationary increments…
We prove the transfer principle for fractional Ornstein-Uhlenbeck processes, i.e., we construct a Brownian motion that has the same filtration as the fractional Ornstein-Uhlenbeck process and then represent the fractional Ornstein-Uhlenbeck…
The functional renormalization group flow of a scalar field theory with quartic couplings and a sharp spatial momentum cutoff is presented in four-dimensional Minkowski space-time for the bare action by retaining the entanglement of the IR…
This note proves an upper bound for the fluctuations of a second-class particle in the totally asymmetric simple exclusion process. The proof needs a lower tail estimate for the last-passage growth model associated with the exclusion…
We have derived tractable cubic (p=3) and quartic (p=4) fluctuation-dissipation theorems (FDTs) for the classical one-component plasma in a form that links a single (p+1)-point dynamical structure function to a linear combination of…
The Wigner function formalism has been applied to the analysis of elastic scattering processes. The new element of known formalism is the choice of the phase space on which the Wigner function is defined. This phase space is 4-dimensional…
The relativistic mean-field framework, extended to include correlations related to restoration of broken symmetries and to fluctuations of the quadrupole deformation, is applied to a study of shape transitions in Nd isotopes. It is…
We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…
For the Moran model with strong or moderately strong selection we prove that the fluctuations around the deterministic limit of the line counting process of the ancestral selection graph converge to an Ornstein-Uhlenbeck process. To this…
An exactly solvable position-dependent mass Schr\"odinger equation in two dimensions, depicting a particle moving in a semi-infinite layer, is re-examined in the light of recent theories describing superintegrable two-dimensional systems…
In this short review we first recall combinatorial or ($0-$dimensional) quantum field theory (QFT). We then give the main idea of a standard QFT method, called the intermediate field method, and we review how to apply this method to a…
The quantum phase transition in clean itinerant ferromagnets is analyzed. It is shown that soft particle-hole modes invalidate Hertz's mean-field theory for $d \leq 3$. A renormalized mean-field theory predicts a fluctuation-induced first…
The Wigner function for one and two-mode quantum systems is explicitely expressed in terms of the marginal distribution for the generic linearly transformed quadratures. Then, also the density operator of those systems is written in terms…
We consider a new class of determinantal point processes in the complex plane coming from the ground state of free fermions associated with Berezin--Toeplitz operators. These processes generalize the Ginibre ensemble from random matrix…
We consider the evolution of a quantum particle hopping on a cubic lattice in any dimension and subject to a potential consisting of a periodic part and a random part that fluctuates stochastically in time. If the random potential evolves…
The Pearson family of ergodic diffusions with a quadratic diffusion coefficient and a linear force are characterized by explicit dynamics of their integer moments and by explicit relaxation spectral properties towards their steady state.…
We investigate the distributional properties of two generalized Ornstein-Uhlenbeck (OU) processes whose stationary distributions are the gamma law and the bilateral gamma law, respectively. The said distributions turn out to be related to…
We establish large deviation principles for the couple of the maximum likelihood estimators of dimensional and drift coefficients in the generalised squared radial Ornstein-Uhlenbeck process. We focus our attention to the most tractable…