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math-ph2022★ 7 cited
Sampling constrained stochastic trajectories using Brownian bridges
Patrice Koehl, Henri Orland
We present a new method to sample conditioned trajectories of a system evolving under Langevin dynamics, based on Brownian bridges. The trajectories are conditioned to end at a cer…
math-ph2002★ 2 cited
On the Remarkable Spectrum of a Non-Hermitean Random Matrix Model
Daniel E. Holz, Henri Orland, A. Zee
A non-Hermitean random matrix model proposed a few years ago has a remarkably intricate spectrum. Various attempts have been made to understand the spectrum, but even its dimension…