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We study a one-dimensional gas of N Brownian particles that diffuse independently, but are simultaneously reset to the origin at a constant rate r. The system approaches a nonequilibrium stationary state with long-range interactions induced by the simultaneous resetting. Despite the presence of strong correlations, we show that several observables can be computed exactly, which include the global average density, the distribution of the position of the kth rightmost particle, and the spacing distribution between two successive particles. Our analytical results are confirmed by numerical simulations. We also discuss a possible experimental realization of this resetting gas using optical traps.

We introduce a resetting Brownian bridge as a simple model to study search processes where the total search time t_{f} is finite and the searcher returns to its starting point at t_{f}. This is simply a Brownian motion with a Poissonian resetting rate r to the origin which is constrained to start and end at the origin at time t_{f}. We unveil a surprising general mechanism that enhances fluctuations of a Brownian bridge, by introducing a small amount of resetting. This is verified for different observables, such as the mean-square displacement, the hitting probability of a fixed target and the expected maximum. This mechanism, valid for a Brownian bridge in arbitrary dimensions, leads to a finite optimal resetting rate that minimizes the time to search a fixed target. The physical reason behind an optimal resetting rate in this case is entirely different from that of resetting Brownian motions without the bridge constraint. We also derive an exact effective Langevin equation that generates numerically the trajectories of a resetting Brownian bridge in all dimensions via a completely rejection-free algorithm.

We consider an active run-and-tumble particle (RTP) in d dimensions and compute exactly the probability S(t) that the x component of the position of the RTP does not change sign up to time t. When the tumblings occur at a constant rate, we show that S(t) is independent of d for any finite time t (and not just for large t), as a consequence of the celebrated Sparre Andersen theorem for discrete-time random walks in one dimension. Moreover, we show that this universal result holds for a much wider class of RTP models in which the speed v of the particle after each tumbling is random, drawn from an arbitrary probability distribution. We further demonstrate, as a consequence, the universality of the record statistics in the RTP problem.

We present an exact solution for the probability density function P(τ=t_{min}-t_{max}|T) of the time difference between the minimum and the maximum of a one-dimensional Brownian motion of duration T. We then generalize our results to a Brownian bridge, i.e., a periodic Brownian motion of period T. We demonstrate that these results can be directly applied to study the position difference between the minimal and the maximal heights of a fluctuating (1+1)-dimensional Kardar-Parisi-Zhang interface on a substrate of size L, in its stationary state. We show that the Brownian motion result is universal and, asymptotically, holds for any discrete-time random walk with a finite jump variance. We also compute this distribution numerically for Lévy flights and find that it differs from the Brownian motion result.

We compute the persistence for the 2D-diffusion equation with random initial condition, i.e., the probability p_{0}(t) that the diffusion field, at a given point x in the plane, has not changed sign up to time t. For large t, we show that p_{0}(t)∼t^{-θ(2)} with θ(2)=3/16. Using the connection between the 2D-diffusion equation and Kac random polynomials, we show that the probability q_{0}(n) that Kac's polynomials, of (even) degree n, have no real root decays, for large n, as q_{0}(n)∼n^{-3/4}. We obtain this result by using yet another connection with the truncated orthogonal ensemble of random matrices. This allows us to compute various properties of the zero crossings of the diffusing field, equivalently of the real roots of Kac's polynomials. Finally, we unveil a precise connection with a fourth model: the semi-infinite Ising spin chain with Glauber dynamics at zero temperature.

We compute the joint statistics of the momenta p_{i} of N noninteracting fermions in a trap, near the Fermi edge, with a particular focus on the largest one p_{max}. For a 1D harmonic trap, momenta and positions play a symmetric role, and hence the joint statistics of momenta are identical to that of the positions. In particular, p_{max}, as x_{max}, is distributed according to the Tracy-Widom distribution. Here we show that novel "momentum edge statistics" emerge when the curvature of the potential vanishes, i.e., for "flat traps" near their minimum, with V(x)∼x^{2n} and n>1. These are based on generalizations of the Airy kernel that we obtain explicitly. The fluctuations of p_{max} are governed by new universal distributions determined from the nth member of the second Painlevé hierarchy of nonlinear differential equations, with connections to multicritical random matrix models. Finite temperature extensions and possible experimental signatures in cold atoms are discussed.

We study the statistics of the kinetic (or, equivalently, potential) energy for N noninteracting fermions in a 1d harmonic trap of frequency ω at finite temperature T. Remarkably, we find an exact solution for the full distribution of the kinetic energy, at any temperature T and for any N, using a nontrivial mapping to an integrable Calogero-Moser-Sutherland model. As a function of temperature T and for large N, we identify (i) a quantum regime, for T∼ℏω, where quantum fluctuations dominate and (ii) a thermal regime, for T∼Nℏω, governed by thermal fluctuations. We show how the mean and the variance as well as the large deviation function associated with the distribution of the kinetic energy cross over from the quantum to the thermal regime as T increases.

We consider a one-dimensional classical Coulomb gas of N-like charges in a harmonic potential-also known as the one-dimensional one-component plasma. We compute, analytically, the probability distribution of the position x_{max} of the rightmost charge in the limit of large N. We show that the typical fluctuations of x_{max} around its mean are described by a nontrivial scaling function, with asymmetric tails. This distribution is different from the Tracy-Widom distribution of x_{max} for Dyson's log gas. We also compute the large deviation functions of x_{max} explicitly and show that the system exhibits a third-order phase transition, as in the log gas. Our theoretical predictions are verified numerically.

We consider the early time regime of the Kardar-Parisi-Zhang (KPZ) equation in 1+1 dimensions in curved (or droplet) geometry. We show that for short time t, the probability distribution P(H,t) of the height H at a given point x takes the scaling form P(H,t)∼exp[-Φ_{drop}(H)/sqrt[t]] where the rate function Φ_{drop}(H) is computed exactly for all H. While it is Gaussian in the center, i.e., for small H, the probability distribution function has highly asymmetric non-Gaussian tails that we characterize in detail. This function Φ_{drop}(H) is surprisingly reminiscent of the large deviation function describing the stationary fluctuations of finite-size models belonging to the KPZ universality class. Thanks to a recently discovered connection between the KPZ equation and free fermions, our results have interesting implications for the fluctuations of the rightmost fermion in a harmonic trap at high temperature and the full counting statistics at the edge.

We study the statistics of increments in record values in a time series {x_{0}=0,x_{1},x_{2},…,x_{n}} generated by the positions of a random walk (discrete time, continuous space) of duration n steps. For arbitrary jump length distribution, including Lévy flights, we show that the distribution of the record increment becomes stationary, i.e., independent of n for large n, and compute it explicitly for a wide class of jump distributions. In addition, we compute exactly the probability Q(n) that the record increments decrease monotonically up to step n. Remarkably, Q(n) is universal (i.e., independent of the jump distribution) for each n, decaying as Q(n)∼A/sqrt[n] for large n, with a universal amplitude A=e/sqrt[π]=1.53362….

We consider the system of N one-dimensional free fermions confined by a harmonic well V(x)=mω(2)x(2)/2 at finite inverse temperature β=1/T. The average density of fermions ρ(N)(x,T) at position x is derived. For N≫1 and β∼O(1/N), ρ(N)(x,T) is given by a scaling function interpolating between a Gaussian at high temperature, for β≪1/N, and the Wigner semicircle law at low temperature, for β≫N(-1). In the latter regime, we unveil a scaling limit, for βℏω=bN(-1/3), where the fluctuations close to the edge of the support, at x∼±√[2ℏN/(mω)], are described by a limiting kernel K(b)(ff)(s,s') that depends continuously on b and is a generalization of the Airy kernel, found in the Gaussian unitary ensemble of random matrices. Remarkably, exactly the same kernel K(b)(ff)(s,s') arises in the exact solution of the Kardar-Parisi-Zhang equation in 1+1 dimensions at finite time t, with the correspondence t=b(3).

We study analytically an intermittent search process in one dimension. There is an immobile target at the origin and a searcher undergoes a discrete time jump process starting at x&#95;{0}≥0, where successive jumps are drawn independently from an arbitrary jump distribution f(η). In addition, with a probability 0≤r<1, the position of the searcher is reset to its initial position x&#95;{0}. The efficiency of the search strategy is characterized by the mean time to find the target, i.e., the mean first passage time (MFPT) to the origin. For arbitrary jump distribution f(η), initial position x&#95;{0} and resetting probability r, we compute analytically the MFPT. For the heavy-tailed Lévy stable jump distribution characterized by the Lévy index 0<μ<2, we show that, for any given x&#95;{0}, the MFPT has a global minimum in the (μ,r) plane at (μ^{*}(x&#95;{0}),r^{*}(x&#95;{0})). We find a remarkable first-order phase transition as x&#95;{0} crosses a critical value x&#95;{0}^{*} at which the optimal parameters change discontinuously. Our analytical results are in good agreement with numerical simulations.

We consider N × N Gaussian random matrices, whose average density of eigenvalues has the Wigner semicircle form over [-√2],√2]. For such matrices, using a Coulomb gas technique, we compute the large N behavior of the probability P(N,L)(N(L)) that N(L) eigenvalues lie within the box [-L,L]. This probability scales as P(N,L)(N(L) = κ(L)N) ≈ exp(-βN(2)ψ(L)(κ(L))), where β is the Dyson index of the ensemble and ψ(L)(κ(L)) is a β-independent rate function that we compute exactly. We identify three regimes as L is varied: (i) N(-1)≪L < √2 (bulk), (ii) L∼√2 on a scale of O(N(-2/3)) (edge), and (iii) L > sqrt[2] (tail). We find a dramatic nonmonotonic behavior of the number variance V(N)(L) as a function of L: after a logarithmic growth ∝ln(NL) in the bulk (when L∼O(1/N)), V(N)(L) decreases abruptly as L approaches the edge of the semicircle before it decays as a stretched exponential for L > sqrt[2]. This "dropoff" of V(N)(L) at the edge is described by a scaling function V(β) that smoothly interpolates between the bulk (i) and the tail (iii). For β = 2 we compute V(2) explicitly in terms of the Airy kernel. These analytical results, verified by numerical simulations, directly provide for β = 2 the full statistics of particle-number fluctuations at zero temperature of 1D spinless fermions in a harmonic trap.

We study one-dimensional fluctuating interfaces of length L, where the interface stochastically resets to a fixed initial profile at a constant rate r. For finite r in the limit L→∞, the system settles into a nonequilibrium stationary state with non-Gaussian interface fluctuations, which we characterize analytically for the Kardar-Parisi-Zhang and Edwards-Wilkinson universality class. Our results are corroborated by numerical simulations. We also discuss the generality of our results for a fluctuating interface in a generic universality class.

We study the statistics of near-extreme events of Brownian motion (BM) on the time interval [0,t]. We focus on the density of states near the maximum, ρ(r,t), which is the amount of time spent by the process at a distance r from the maximum. We develop a path integral approach to study functionals of the maximum of BM, which allows us to study the full probability density function of ρ(r,t) and obtain an explicit expression for the moments <[ρ(r,t)]k> for arbitrary integer k. We also study near extremes of constrained BM, like the Brownian bridge. Finally we also present numerical simulations to check our analytical results.

We investigate the statistics of the gap G(n) between the two rightmost positions of a Markovian one-dimensional random walker (RW) after n time steps and of the duration L(n) which separates the occurrence of these two extremal positions. The distribution of the jumps η(i)'s of the RW, f(η), is symmetric and its Fourier transform has the small k behavior 1-f[over ^](k)~|k|(μ), with 0<μ≤2. For μ=2, the RW converges, for large n, to Brownian motion, while for 0<μ<2 it corresponds to a Lévy flight of index μ. We compute the joint probability density function (PDF) P(n)(g,l) of G(n) and L(n) and show that, when n→∞, it approaches a limiting PDF p(g,l). The corresponding marginal PDFs of the gap, p(gap)(g), and of L(n), p(time)(l), are found to behave like p(gap)(g)~g(-1-μ) for g>>1 and 0<μ<2, and p(time)(l)~l(-γ(μ)) for l>>1 with γ(1<μ≤2)=1+1/μ and γ(0<μ<1)=2. For l, g>>1 with fixed lg(-μ), p(g,l) takes the scaling form p(g,l)~g(-1-2μ)p[over ˜](μ)(lg(-μ)), where p[over ˜](μ)(y) is a (μ-dependent) scaling function. We also present numerical simulations which verify our analytic results.

We study the number of distinct sites S(N)(t) and common sites W(N)(t) visited by N independent one dimensional random walkers, all starting at the origin, after t time steps. We show that these two random variables can be mapped onto extreme value quantities associated with N independent random walkers. Using this mapping, we compute exactly their probability distributions P(N)(d)(S,t) and P(N)(c)(W,t) for any value of N in the limit of large time t, where the random walkers can be described by Brownian motions. In the large N limit one finds that S(N)(t)/√t∝2√(log N)+s/(2√(log N)) and W(N)(t)/√t∝w/N where s and w are random variables whose probability density functions are computed exactly and are found to be nontrivial. We verify our results through direct numerical simulations.

We study properties of a random walk in a generalized Sinai model, in which a quenched random potential is a trajectory of a fractional Brownian motion with arbitrary Hurst parameter H, 0

We study both analytically, using the renormalization group (RG) to two loop order, and numerically, using an exact polynomial algorithm, the disorder-induced glass phase of the two-dimensional XY model with quenched random symmetry-breaking fields and without vortices. In the super-rough glassy phase, i.e., below the critical temperature T(c), the disorder and thermally averaged correlation function B(r) of the phase field θ(x), B(r)=([θ(x)-θ(x+r)](2)) behaves, for r >> a, as B(r) is approximately equal to A(τ)ln(2)(r/a) where r=|r| and a is a microscopic length scale. We derive the RG equations up to cubic order in τ=(T(c)-T)/T(c) and predict the universal amplitude A(τ)=2τ(2)-2τ(3)+O(τ(4)). The universality of A(τ) results from nontrivial cancellations between nonuniversal constants of RG equations. Using an exact polynomial algorithm on an equivalent dimer version of the model we compute A(τ) numerically and obtain a remarkable agreement with our analytical prediction, up to τ≈0.5.

We study analytically the order statistics of a time series generated by the positions of a symmetric random walk of n steps with step lengths of finite variance σ(2). We show that the statistics of the gap d(k,n) = M(k,n)-M(k+1,n) between the kth and the (k+1)th maximum of the time series becomes stationary, i.e., independent of n as n → ∞ and exhibits a rich, universal behavior. The mean stationary gap exhibits a universal algebraic decay for large k, ~d(k,∞)-/σ 1/sqrt[2πk], independent of the details of the jump distribution. Moreover, the probability density (pdf) of the stationary gap exhibits scaling, Pr(d(k,∞) = δ) ~/= (sqrt[k]/σ)P(δsqrt[k]/σ), in the regime δ~ (d(k,∞)). The scaling function P(x) is universal and has an unexpected power law tail, P(x) ~ x(-4) for large x. For δ>> (d(k,∞)) the scaling breaks down and the pdf gets cut off in a nonuniversal way. Consequently, the moments of the gap exhibit an unusual multiscaling behavior.

We study the nonstationary dynamics of an elastic interface in a disordered medium at the depinning transition. We compute the two-time response and correlation functions, found to be universal and characterized by two independent critical exponents. We find a good agreement between two-loop functional renormalization group calculations and molecular dynamics simulations for the scaling forms, and for the response aging exponent theta&#95;{R}. We also describe a dynamical dimensional crossover, observed at long times in the relaxation of a finite system. Our results are relevant for the nonsteady driven dynamics of domain walls in ferromagnetic films and contact lines in wetting.

We consider the excursions, i.e., the intervals between consecutive zeros, of stochastic processes that arise in a variety of nonequilibrium systems and study the temporal growth of the longest one l&#95;{max}(t) up to time t. For smooth processes, we find a universal linear growth l&#95;{max}(t) approximately Q&#95;{infinity}t with a model dependent amplitude Q&#95;{infinity}. In contrast, for nonsmooth processes with a persistence exponent theta, we show that l&#95;{max}(t) has a linear growth if theta < theta&#95;{c} while l&#95;{max}(t) approximately t;{1-psi} if theta > theta&#95;{c}. The amplitude Q&#95;{infinity} and the exponent psi are novel quantities associated with nonequilibrium dynamics. This behavior is obtained by exact analytical calculations for renewal and multiplicative processes and numerical simulations for other systems such as the coarsening dynamics in Ising model as well as the diffusion equation with random initial conditions.

Using path-integral techniques, we compute exactly the distribution of the maximal height Hp of p nonintersecting Brownian walkers over a unit time interval in one dimension, both for excursions p watermelons with a wall, and bridges p watermelons without a wall, for all integer p>or=1. For large p, we show that approximately square root 2p (excursions) whereas approximately square root p (bridges). Our exact results prove that previous numerical experiments only measured the preasymptotic behaviors and not the correct asymptotic ones. In addition, our method establishes a physical connection between vicious walkers and random matrix theory.

We consider a class of real random polynomials, indexed by an integer d, of large degree n and focus on the number of real roots of such random polynomials. The probability that such polynomials have no real root in the interval [0, 1] decays as a power law n(-theta(d)) where theta(d)>0 is the exponent associated with the decay of the persistence probability for the diffusion equation with random initial conditions in space dimension d. For n even, the probability that such polynomials have no root on the full real axis decays as n(-2[theta(d)+theta(2)]). For d=1, this connection allows for a physical realization of real random polynomials. We further show that the probability that such polynomials have exactly k real roots in [0, 1] has an unusual scaling form given by n(-phi(k/logn)) where phi(x) is a universal large deviation function.

The interplay between disorder, quantum fluctuations, and dissipation is studied in the random transverse Ising chain coupled to a dissipative Ohmic bath with a real space renormalization group. A typically very large length scale L* is identified above which the physics of frozen clusters dominates. Below L* a strong-disorder fixed point determines scaling at a pseudocritical point. In a Griffiths-McCoy region frozen clusters produce already a finite magnetization resulting in a classical low temperature behavior of the susceptibility and specific heat. These override the confluent singularities that are characterized by a continuously varying exponent z and are visible above a temperature T*approximately L*-z.

Using the renormalization group method we investigate the nonequilibrium relaxation of the (Cardy-Ostlund) 2D random sine-Gordon model, which describes pinned arrays of lines. Its statics exhibit a marginal (theta = 0) glass phase for T < Tg described by a line of fixed points. We obtain the universal scaling functions for two-time dynamical response and correlations near Tg for various initial conditions, as well as the autocorrelation exponent. The fluctuation dissipation ratio is found to be nontrivial and continuously dependent on T.

We study the thermodynamics of disordered elastic systems, applied to vortex lattices in the Bragg glass phase. Using the replica variational method we compute the specific heat of pinned vortons in the classical limit. We find that the contribution of disorder is positive, linear at low temperature, and exhibits a maximum. It is found to be important compared to other contributions, e.g., core electrons, mean field, and nonlinear elasticity that we evaluate. The contribution of droplets is subdominant at weak disorder in d=3.