SearcharxivSearch

arXiv · 2608.16664

Random Quadratic Form with random forcing: Metastable synchronization by noise

Abstract

We study the Random Quadratic Form (RQF) on a sphere in the presence of random Brownian forcing. We show that the forcing does not effectively change the law of the process but affects the synchronization properties of the system. While the RQF without forcing exhibits partial synchronization due to the intrinsic symmetries, the introduction of an arbitrarily small forcing results in long-term symmetry breaking and leads to full synchronization. In this work we focus on the small forcing regime and recover the multiscale behavior of the two-point process. We show that in the first stage the model converges to an anti-polar configuration due to the symmetries of the RQF and in the second stage the two clusters meet due to the symmetry breaking phenomenon. The model is motivated by continuous-time machine learning models such as Neural ODEs and continuous-time formulations of transformers. In particular, the results of this work explain the role of the bias and the scale of its initialization.

Explore related subjects

Keep this discovery

BibTeXRIS

Anna Shalova. 2026-08-17. Random Quadratic Form with random forcing: Metastable synchronization by noise. https://arxiv.org/abs/2608.16664

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR