相关论文: Fluctuating Fronts as Correlated Extreme Value Pro…
The six-vertex model with domain-wall boundary conditions is one representative of a class of two-dimensional lattice statistical mechanics models that exhibit a phase separation known as the arctic curve phenomenon. In the thermodynamic…
We show that spatially local, yet low-energy, fluctuations can play an essential role in the physics of strongly correlated electron systems tuned to a quantum critical point. A detailed microscopic analysis of the Kondo lattice model is…
Simulations are made of a probe particle diffusing through a complex fluid. Probe particle motions are described by the Mori-Zwanzig equation and Mori's orthogonal hierarchy of random forces scheme, subject to the approximation that the…
We study forward-backward charge fluctuations to probe the correlations among produced particles in ultra relativistic heavy ion collisions. We develop a model that describes the forward-backward dynamical fluctuations and apply it to…
Consider an advancing `front' $ R(t) \in \mathbb{Z}_{\geq 0} $ and particles performing independent continuous time random walks on $ (R(t),\infty)\cap\mathbb{Z} $. Starting at $R(0)=0$, whenever a particle attempts to jump into $R(t)$ the…
We explore consequences of the existence of gluonic hot spots inside the proton for coherent and incoherent exclusive vector meson production cross sections in deep inelastic scattering. By working in the dilute limit of the Color Glass…
The transition from arbitrary to chaotic fluctuation properties in quantum systems is studied in a random matrix model. It is assumed that the Hamiltonian can be written as the sum of an arbitrary and a chaos producing part. The Gaussian…
Numerous approaches are proposed in the literature for non-stationarity marginal extreme value inference, including different model parameterisations with respect to covariate, and different inference schemes. The objective of this article…
We consider a model of the reaction $X+Y\to 2X$ on the integer lattice in which $Y$ particles do not move while $X$ particles move as independent continuous time, simple symmetric random walks. $Y$ particles are transformed instantaneously…
In this thesis, we focus on the fluctuations and correlations of the collective observables such as the mean transverse momentum per particle ($[p_T]$) and harmonic flow coefficients ($v_n$) of particles produced in the ultrarelativistic…
We present a one-dimensional model for diffusion in a fluctuating lattice; that is a lattice which can be in two or more states. Transitions between the lattice states are induced by a combination of two processes: one periodic…
We show that extremal dynamics is very well modelled by the "Linear Fractional Stable Motion" (LFSM), a stochastic process entirely defined by two exponents that take into account spatio-temporal correlations in the distribution of active…
We determine the uncorrelated modes that characterize the fluctuations in a semi-realistic model for the initial state of high-energy nuclear collisions, consisting of hot spots whose positions are distributed independently. Varying the…
Statistical systems with time-periodic spatially non-uniform forces are of immense importance in several areas of physics. In this paper, we provide an analytical expression of the time-periodic probability distribution function of…
We study the dynamics of the fluctuations of the variance $s$ of the order parameter of the Gaussian model, following a temperature quench of the thermal bath. At each time $t$, there is a critical value $s_c(t)$ of $s$ such that…
The equation of state with quantum statistics corrections is used for particle number fluctuations $\omega$ of isotopically symmetric nuclear matter with interparticle van der Waals and Skyrme local density interactions. The fluctuations,…
We develop statistical models for samples of distribution-valued stochastic processes featuring time-indexed univariate distributions, with emphasis on functional principal component analysis. The proposed model presents an intrinsic rather…
We study the work fluctuations of a particle subjected to a deterministic drag force plus a random forcing whose statistics is of the L\'evy type. In the stationary regime, the probability density of the work is found to have ``fat''…
Under general multivariate regular variation conditions, the extreme Value-at-Risk of a portfolio can be expressed as an integral of a known kernel with respect to a generally unknown spectral measure supported on the unit simplex. The…
We investigate the fluctuations and large deviations of the root of largest modulus in a model of random polynomial with independent complex Gaussian coefficients (Kac polynomials). The fluctuations were recently computed by R. Butez (arxiv…