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In this work, we obtain the central limit theorem for fluctuations of Young diagrams around their limit shape in the bulk of the "spectrum" of partitions of a large integer n (under the Plancherel measure). More specifically, we show that,…

概率论 · 数学 2007-05-23 L. V. Bogachev , Z. G. Su

We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…

概率论 · 数学 2026-05-28 Paul Nikolaev

We revisit the large-scale Gaussian fluctuations for the stochastic Landau-Lifshitz Navier-Stokes equation (LLNS) at and above criticality, using the method in \cite{CGT24}. With the classical diffusive scaling in $d\geq 3$ and weak…

概率论 · 数学 2025-12-05 Sotiris Kotitsas , Marco Romito , Zhilin Yang , Xiangchan Zhu

The experimental search for the QCD critical point by means of relativistic heavy-ion collisions necessitates the development of dynamical models of fluctuations. In this work we study the fluctuations of the net-baryon density near the…

核理论 · 物理学 2020-11-25 Marlene Nahrgang , Marcus Bluhm

Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…

统计力学 · 物理学 2008-01-04 Jeffrey B. Weiss

We consider linear elliptic equations in divergence form with stationary random coefficients of integrable correlations. We characterize the fluctuations of a macroscopic observable of a solution to relative order $\frac{d}{2}$, where $d$…

偏微分方程分析 · 数学 2019-10-25 Mitia Duerinckx , Felix Otto

We study the asymptotic behavior of the fluctuations of smooth and rough linear statistics for determinantal point processes on the sphere and on the Euclidean space. The main tool is the generalization of some norm representation results…

经典分析与常微分方程 · 数学 2024-10-18 Matteo Levi , Jordi Marzo , Joaquim Ortega-Cerdà

We consider a discrete version of the Atlas model, which corresponds to a sequence of zero-range processes on a semi-infinite line, with a source at the origin and a diverging density of particles. We show that the equilibrium fluctuations…

概率论 · 数学 2015-07-20 F. Hernández , M. Jara , Fabio J. Valentim

Inhomogeneous polymers play an important role in various cellular processes, both in nature and in biotechnological applications. At finite temperatures, inhomogeneous polymers exhibit non-trivial thermal fluctuations. In a broader context,…

统计力学 · 物理学 2017-02-02 Yohai Bar-Sinai , Eran Bouchbinder

The fluctuations of the work done by an external Gaussian random force on a harmonic oscillator that is also in contact with a thermal bath is studied. We have obtained the exact large deviation function as well as the complete asymptotic…

统计力学 · 物理学 2011-11-08 Sanjib Sabhapandit

We study large fluctuations of the current in a Dyson gas, a 1D system of particles interacting through a logarithmic potential and subjected to random noise. We adapt the macroscopic fluctuation theory to the Dyson gas and derive two…

统计力学 · 物理学 2025-06-03 Rahul Dandekar , P. L. Krapivsky , Kirone Mallick

We investigate a dynamical system consisting of $N$ particles moving on a $d$-dimensional torus under the action of an electric field $E$ with a Gaussian thermostat to keep the total energy constant. The particles are also subject to…

数学物理 · 物理学 2019-05-10 Federico Bonetto , Nikolai Chernov , Alexey Korepanov , Joel Lebowitz

This paper consists of two parts. In the first part, we focus on the average of a functional over shifted Gaussian homogeneous noise and as the averaging domain covers the whole space, we establish a Breuer-Major type Gaussian fluctuation…

概率论 · 数学 2020-04-29 David Nualart , Guangqu Zheng

We consider a system of diffusing particles on the real line in a quadratic external potential and with repulsive electrostatic interaction. The empirical measure process is known to converge weakly to a deterministic measure-valued process…

概率论 · 数学 2010-03-23 Martin Bender

Spectral statistics and correlations are the usual way to study the presence or absence of quantum chaos in quantum systems. We present our investigation on the study of the fluctuation average and variance of certain correlation functions…

量子物理 · 物理学 2025-02-11 Tanay Pathak

In 2018, Bourgain pioneered a novel perturbative harmonic-analytic approach to the stochastic homogenization theory of discrete elliptic equations with weakly random i.i.d. coefficients. The approach was subsequently refined to show that…

偏微分方程分析 · 数学 2024-06-17 Mitia Duerinckx , Marius Lemm , François Pagano

Motivated by certain problems of statistical physics we consider a stationary stochastic process in which deterministic evolution is interrupted at random times by upward jumps of a fixed size. If the evolution consists of linear decay, the…

统计力学 · 物理学 2009-10-31 O. Deloubriere , H. J. Hilhorst

Near equilibrium, small current fluctuations are described by a Gaussian with a linear-response variance regulated by the dissipation. Here, we demonstrate that dissipation still plays a dominant role in structuring large fluctuations…

统计力学 · 物理学 2016-03-30 Todd R. Gingrich , Jordan M. Horowitz , Nikolay Perunov , Jeremy England

The propagation of chaos and associated law of large numbers for mean-field interacting age-dependent Hawkes processes (when the number of processes n goes to +$\infty$) being granted by the study performed in (Chevallier, 2015), the aim of…

概率论 · 数学 2016-11-08 Julien Chevallier

We introduce and investigate the stochastic dynamics of the density of local extrema (minima and maxima) of non-equilibrium surface fluctuations. We give a number of exact, analytic results for interface fluctuations described by linear…

统计力学 · 物理学 2009-10-31 Z. Toroczkai , G. Korniss , S. Das Sarma , R. K. P. Zia