相关论文: Gaussian fluctuations for \beta Ensembles
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…
Products of random $2\times 2$ matrices exhibit Gaussian fluctuations around almost surely convergent Lyapunov exponents. In this paper, the distribution of the random matrices is supported by a small neighborhood of order $\lambda>0$ of…
We calculate numerically and analytically the fluctuations of the fermionic condensate and of the number of particles above the condensate for systems of constant density of states. We compare the canonical fluctuations, obtained from the…
The volume fluctuations in statistical mechanics are discussed. First, the volume fluctuations in ensembles with a fixed external pressure, the so called pressure ensembles, are considered. Second, a generalization of the pressure ensembles…
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 here the random fluctuations in the number of critical points with values in an interval $I\subset \mathbb{R}$ for Gaussian spherical eigenfunctions $\left\{f_{\ell }\right\} $, in the high energy regime where $\ell \rightarrow…
We define a new diffusive matrix model converging towards the $\beta$ -Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the…
We study the equivalence of microcanonical and canonical ensembles in continuous systems, in the sense of the convergence of the corresponding Gibbs measures. This is obtained by proving a local central limit theorem and a local large…
Let $N(L)$ be the number of eigenvalues, in an interval of length $L$, of a matrix chosen at random from the Gaussian Orthogonal, Unitary or Symplectic ensembles of ${\cal N}$ by ${\cal N}$ matrices, in the limit ${\cal…
In random-matrix ensembles that interpolate between the three basic ensembles (orthogonal, unitary, and symplectic), there exist correlations between elements of the same eigenvector and between different eigenvectors. We study such…
We investigate the global fluctuations of solutions to elliptic equations with random coefficients in the discrete setting. In dimension $d\geq 3$ and for i.i.d.\ coefficients, we show that after a suitable scaling, these fluctuations…
For random matrices with block correlation structure we show that the fluctuations of linear eigenvalue statistics are Gaussian on all mesoscopic scales with universal variance which coincides with that of the Gaussian unitary or Gaussian…
A time series delta(n), the fluctuation of the nth unfolded eigenvalue was recently characterized for the classical Gaussian ensembles of NxN random matrices (GOE, GUE, GSE). It is investigated here for the beta-Hermite ensemble as a…
Fluctuations are a key property of both classical and quantum systems. While the fluctuations are well understood for many quantum systems at zero temperature, the case of an interacting quantum system at finite temperature still poses…
Particle number fluctuations are studied in the microcanonical ensemble. For the Boltzmann statistics we deduce exact analytical formulae for the microcanonical partition functions in the case of non-interacting massless neutral particles…
Extending recent work on stress fluctuations in complex fluids and amorphous solids we describe in general terms the ensemble average $v(\Delta t)$ and the standard deviation $\delta v(\Delta t)$ of the variance $v[\mathbf{x}]$ of time…
This is a review of recent work on quantum fluctuations of the electric field and of stress tensor operators and their physical effects. The probability distribution for vacuum fluctuations of the electric field is Gaussian, but that for…
We study fluctuations of small noise multiscale diffusions around their homogenized deterministic limit. We derive quantitative rates of convergence of the fluctuation processes to their Gaussian limits in the appropriate Wasserstein metric…
We discuss Beta operators with Jacobi weights on $C[0,1]$ for $\alpha,\beta\geq-1$, thus including the discussion of three limiting cases. Emphasis is on the moments and their asymptotic behavior. Extended Voronovskaya-type results and a…
The fluctuations of macroscopic observables in quantum systems which are in a nonequilibrium steady state are studied rigorously in the thermodynamic limit. In particular, the nonequilibrium steady state (NESS) of a quantum spin system that…