Zobrazeno 1 - 10
of 49
pro vyhledávání: '"Alain Comtet"'
Autor:
Alain Comtet, Christophe Texier
Publikováno v:
Physical Review Letters
Physical Review Letters, American Physical Society, 2020, 124 (21), ⟨10.1103/PhysRevLett.124.219701⟩
Physical Review Letters, American Physical Society, 2020, 124 (21), ⟨10.1103/PhysRevLett.124.219701⟩
We provide some analytical tests of the density of states estimation from the "localization landscape" approach of Ref. [Phys. Rev. Lett. 116, 056602 (2016)]. We consider two different solvable models for which we obtain the distribution of the lands
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0fdc7288fb1e52110ae0959fcc323a2e
http://arxiv.org/abs/2001.01310
http://arxiv.org/abs/2001.01310
Publikováno v:
Journal of Statistical Physics
Journal of Statistical Physics, Springer Verlag, 2020, ⟨10.1007/s10955-020-02637-6⟩
Journal of Statistical Physics, Springer Verlag, 2020, ⟨10.1007/s10955-020-02637-6⟩
We study the statistics of last-passage time for linear diffusions. First we present an elementary derivation of the Laplace transform of the probability density of the last-passage time, thus recovering known results from the mathematical literature
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ff47f6f53a35fec1412bef8e18aa8fb5
Autor:
Alain Comtet, Yves Tourigny
Publikováno v:
Oxford Scholarship
The field of stochastic processes and random matrix theory (RMT) has been a rapidly evolving subject during the past fifteen years where the continuous development and discovery of new tools, connections, and ideas have led to an avalanche of new res
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::324051ca7210f7fb6d896dc60f722529
https://doi.org/10.1093/oso/9780198797319.001.0001
https://doi.org/10.1093/oso/9780198797319.001.0001
Publikováno v:
Journal of Statistical Physics
Journal of Statistical Physics, 2013, 150 (3), pp.491-530. ⟨10.1007/s10955-012-0614-7⟩
Journal of Statistical Physics, Springer Verlag, 2013, 150, pp.491-530
Journal of Statistical Physics, 2013, 150 (3), pp.491-530. ⟨10.1007/s10955-012-0614-7⟩
Journal of Statistical Physics, Springer Verlag, 2013, 150, pp.491-530
We consider three different models of N non-intersecting Brownian motions on a line segment [0,L] with absorbing (model A), periodic (model B) and reflecting (model C) boundary conditions. In these three cases we study a properly normalized reunion p
Autor:
Alain Comtet, Yves Tourigny
Publikováno v:
Tourigny, Y & Comtet, A 2015, Explicit formulae in probability and in statistical physics . in C Donati-Martin & A Rouault (eds), In Memoriam Marc Yor--Seminaire de Probabilites XLVII : Lecture Notes in Mathematics . vol. 2137, Lecture Notes in Mathematics, Springer, pp. 505-519 . https://doi.org/10.1007/978-3-319-18585-9_22
Lecture Notes in Mathematics ISBN: 9783319185842
Lecture Notes in Mathematics ISBN: 9783319185842
We consider two aspects of Marc Yor’s work that have had an impact instatistical physics: firstly, his results on the windings of planar Brownian motionand their implications for the study of polymers; secondly, his theory of exponential functional
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ecdee7ccea9892e8765f4a5feab9e683
https://research-information.bris.ac.uk/ws/files/87353628/marc.pdf
https://research-information.bris.ac.uk/ws/files/87353628/marc.pdf
Publikováno v:
Journal of Statistical Physics. 122:833-856
Two random-walk related problems which have been studied independently in the past, the expected maximum of a random walker in one dimension and the flux to a spherical trap of particles undergoing discrete jumps in three dimensions, are shown to be
Publikováno v:
Journal of Statistical Physics
Journal of Statistical Physics, Springer Verlag, 2015, 161, pp.1112
Journal of Statistical Physics, Springer Verlag, 2015, 161, pp.1112
We consider a Brownian motion (BM) $x(\tau)$ and its maximal value $x_{\max} = \max_{0 \leq \tau \leq t} x(\tau)$ on a fixed time interval $[0,t]$. We study functionals of the maximum of the BM, of the form ${\cal O}_{\max}(t)=\int_0^t\, V(x_{\max} -
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e2543f2b9c71a34cf5ebfc34c5e98a72
https://hal.archives-ouvertes.fr/hal-01237680
https://hal.archives-ouvertes.fr/hal-01237680
Publikováno v:
Journal of Statistical Physics. 102:203-230
We introduce a deterministic model defined on a two dimensional hyperbolic lattice. This model provides an example of a non random system whose multifractal behaviour has a number theoretic origin. We determine the multifractal exponents, discuss the
Publikováno v:
Journal of Physics A: Mathematical and Theoretical
Journal of Physics A: Mathematical and Theoretical, IOP Publishing, 2014, 47 (38), pp.385001
Journal of Physics A: Mathematical and Theoretical, 2014, 47 (38), pp.385001. ⟨10.1088/1751-8113/47/38/385001⟩
Journal of Physics A: Mathematical and Theoretical, IOP Publishing, 2014, 47 (38), pp.385001
Journal of Physics A: Mathematical and Theoretical, 2014, 47 (38), pp.385001. ⟨10.1088/1751-8113/47/38/385001⟩
We consider a Brownian particle moving on a ring. We study the probability distributions of the total number of turns and the net number of counter-clockwise turns the particle makes till time t. Using a method based on the renewal properties of Brow
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::aa7144d80dc881e4c461d1c324d0cb5c
https://hal.archives-ouvertes.fr/hal-01070752
https://hal.archives-ouvertes.fr/hal-01070752
Publikováno v:
Journal of Statistical Physics
Journal of Statistical Physics, 2013, 150, pp.13-65
Journal of Statistical Physics, Springer Verlag, 2013, 150, pp.13-65
Journal of Statistical Physics, 2013, 150, pp.13-65
Journal of Statistical Physics, Springer Verlag, 2013, 150, pp.13-65
We study products of arbitrary random real $2 \times 2$ matrices that are close to the identity matrix. Using the Iwasawa decomposition of $\text{SL}(2,{\mathbb R})$, we identify a continuum regime where the mean values and the covariances of the thr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c1a04bf82761f604ce6b726e72f99ca6
https://hal.science/hal-00784782
https://hal.science/hal-00784782