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### Show this function is strictly concave

Please help me show that $f(w)$ is strictly concave in $w\in[0,\infty)$:
$f(w)=\sum_{j=1}^N P_j (w)\cdot u_j $
where
$P_j (w)=\sqrt{w}\int _{-\infty}^{\infty}\Pi_{k\neq ...

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61 views

### Basic Monte Carlo Integral Approximation

On the very first page of a well-known book on Monte Carlo techniques, there is the following statement. Let
\begin{equation}
I = \int_D g(\textbf{x})d\textbf{x},
\end{equation}
where $D \subset ...

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37 views

### TAP expression for entropy [closed]

This paper by Barton and Cocco: http://www.phys.ens.fr/~cocco/Art/articlejstat.pdf
claims on page 17 (Formula (30)) an expression for the "high-temperature" entropy of an Ising model, given its ...

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120 views

### Hamiltonian on the torus

In discrete models like Ising we have Hamiltonians of the form
$$H(\sigma)=\frac{1}{N}\sum_{i=1}^{N}J_{ij}\sigma_{i}\sigma_{j},$$
where $\sigma_{i}=\pm 1$ , $J_{ij}$ interaction coefficients and N ...

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342 views

### Ergodic theory: from Dynamics to Gibbs measure

I'm trying to understand the ergodic theory approach to statistical mechanics, namely how ergodic measure preserving dynamics lead to the Gibbs measure.
I have a compact space $X$, a probability ...

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49 views

### Full distribution of FPTs in random walks on graphs

There is a lot of published research on the mean passage passage time (FPT) for random walks on various types of graphs. How about the variance of the FPT and higher momenta? In fact, I would be ...

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236 views

### Importance of Ornstein's isomorphism theorem

"Perhaps the most important parts of the Ornstein theory are criteria for determining whether or not a shift or flow is Bernoulli (a Bernoulli shift, $B_{ct}$ , or $B_{t}^{\infty}$) because it allows ...

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28 views

### PDF of points at the intersection of a sphere and hyperboloid in n dimensions

I'm studying a statistical mechanics problem and I have two conserved quantities:
$$ E = \sum_{k=0}^{M} \left[ a_1^2(k) + a_2^2(k) + b_1^2(k) + b_2^2(k)\right] $$
$$ H = \sum_{k=0}^{M} 2 k \left[ ...

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94 views

### Classic question on integer partitions (with distinct summands)

I guess that the following was solved sometime in the 18th century, but could not find a reference to it. I am interested in approximations to the following integer partition problem:
Denote $R(N,L)$ ...

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**2**answers

218 views

### Mathematical statistical qm book-recommendation

I feel that there are quite a few good and rigorous books on the mathematical foundations of quantum mechanics, but I am currently looking for a book that covers mathematical statistical quantum ...

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**1**answer

186 views

### Beraha numbers and zeros of the chromatic polynomial of planar graphs

Question: What is the largest Beraha number known to be an accumulation point of real zeros of the chromatic polynomial of planar graphs?
Background:
The Beraha numbers $B_n=2+2cos(2\pi/n), ...

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92 views

### Stochastic Resonance in Infinite Dimensions

I'll ask this from the point of view of physics more than of theoretical mathematics. I'm searching for a mathematical discussion of stochastic resonance interpreted in a PDE sense. This is a good ...

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**1**answer

463 views

### Harmonic Crystal using Random Walk

Me and my advisor were looking for a specific proof of the disorder in $2d$ harmonic crystals. We could not find a paper or a textbook with it, so I thought trying my luck here.
Basically, it is a ...

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**1**answer

131 views

### Ising model: probability of a long path of minus under plus boundary conditions

Consider for example the Ising model on a square lattice. Fix zero magnetic field and plus boundary conditions.
Low temperature, one minus spin. With a Peierls argument one can prove that, given a ...

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**1**answer

134 views

### Average entropy of quantum system in bipartite pure state for finite temperature

[I got halfway through writing this when I found the paper that answers the question in (essentially) the affirmative. I'll post it anyways in case anyone is interested.]
Background: If a random ...

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183 views

### Random matrices whose limit gives exact Wigner surmise

Let $M$ come from an ensemble of $N\times N$ matrices. The Wigner surmise is density function $p^W_0(s)=\frac{\pi}{2}se^{-\pi s^2/4}$. From a random matrix point of view, we can write ...

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151 views

### Ising model on lattices with (vertical side length) $\neq$ (horizontal side length)

Consider the Ising model with nearest neighbours interactions on a rectangular lattice $L\times M$.
If $L=M$ ($2$-dimensional square lattice), it is known (e.g., by Peierls' argument or Onsager's ...

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**1**answer

102 views

### What are the formula of representation of quasicrystals and the law or mechanism of the formation [closed]

I vaguely recall that formula of representation of quasicrystals is relevant to tiling plane,and tiling plane without period is relevant to recursiveness, and do not know the mechanism or physics ...

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42 views

### Can the cavity method be used to analyze graphs with loops which are short?

In statistical physics, the cavity method can be regarded as a generalization of the Bethe-Peierls iterative method in tree-like graphs to the case of graphs with loops that are not too short. I would ...

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902 views

### Is this graph polynomial known? Can it be efficiently computed?

I am a physicist, so apologies in advance for any confusing notation or terminology; I'll happily clarify. To provide a minimal amount of context, the following graph polynomial came up in my research ...

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**1**answer

869 views

### Bouncing a ball down the stairs

In a nutshell, the question is whether it can be faster to bounce a ball down an infinite flight of stairs than to bounce it down a ramp with the same slope.
To be more specific: this is a $2$ ...

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570 views

### References for a physicist migrating to stochastic processes

I've studied "Markov Chains" - Norris and "Measure, Integral and Probability" - Capinski, Kopp. Now, I'm looking for a couple of books (or other references) that help me bridging these two topics. ...

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### 2d Ising model in conformal fields theory and statistical mechanics

I am not completely sure that this question is appropriate for this mathematical site. But since in the past I did get on MO couple of times nice answers to rather physical questions, I will try. ...

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**1**answer

147 views

### Exact enumerations from two-dimensional stat mech models

Exact enumerations corresponding to the dimer model on a hexagonal grid, the dimer model on a square grid, and the four-vertex (aka square ice) model on a square grid are known, namely: lozenge ...

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386 views

### $\{\phi:\int \phi d\mu=0\}$ for a fixed shift invariant $\mu$

Given a shift invariant probability measure $\mu$ on a mixing subshift of finite type.
What are the Lipschitz functions with zero integral with respect to the measure $\mu?$
Clearly any ...

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232 views

### Kasteleyn, Gessel-Viennot and eigenvalues

The Kasteleyn matrix (for counting perfect matchings) and the Lindström-Gessel-Viennot matrix (for counting families of nonintersecting lattice paths) are tightly related, as observed many times by ...

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532 views

### What is the characteristic functional for Brownian motion on a sphere?

I'm a physicist, somewhat familiar with stochastic processes, but I'm a little unsure of what follows. What I basically have is a complicated quantity involving a vector that is equivalent to ...

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290 views

### Elementary proof of lack of phase transition in Ising models with external fields

I have a question about the phase transitions in the Ising model in the presence of a (constant) external magnetic field. I will state the question on $\mathbb Z^2$ for simplicity. A definition of the ...

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210 views

### Generalized Markov Processes on CW complexes of dimension > 1

Markov processes have a large variety of applications to physics and chemistry (as well as many other fields). Such processes are formulated on graphs, i.e., CW complexes of dimension one. It is ...

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178 views

### Proving conformal invariance of a field theory by property of its stress energy tensor.

I have a question about proving conformal invariance of a field theory by property of its stress energy tensor.
In physics there is argument that when the stress-energy tensor is traceless, ...

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1k views

### An Entropy Inequality (generalized)

Let $X,Y$ be probability measures on $\{1,2,\dots,n\}$. For $0\le \alpha \le 1$, set $K=\sum_i X(i)^\alpha Y(i)^{1-\alpha}$ so that $Z:=\frac{1}{K}X^\alpha Y^{1-\alpha}$ is also a probability ...

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603 views

### On Perelman's paper

In section 5 in "The entropy formula for the Ricci flow and its geometric applications" Grisha Perelman has written:
Fix a closed manifold $M$ with a probability measure $m$, and suppose
that our ...

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**3**answers

2k views

### The relations between the Perelman's entropy functional and notions of entropy from statistical mechanics

I am looking for the relations and analogies between the Perelman's entropy functional,$\mathcal{W}(g,f,\tau)=\int_M [\tau(|\nabla f|^2+R)+f-n] (4\pi\tau)^{-\frac{n}{2}}e^{-f}dV$, and notions of ...

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226 views

### softmax activation function with infinite support ?

Hi,
How do we calculate the terms of a softmax activation function with an infinite support ?
That is, finding the $\{p_i\}_i$ with $p_i = {{e^{q_i}} \over {\sum_{j=1}^\infty e^{q_j}
}}$ (how to ...

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**1**answer

146 views

### First order approximation of the current in ASEP

I am searching for an elementary proof of the first order approximation of the current of particles in ASEP (asymmetric simple exclusion process) and TASEP (totally asymetric). To avoid technical ...

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202 views

### Ising model - phase transition vs rapid mixing

Consider a graph $G=(V,E)$ and Ising model on that graph, i.e. configuration space is $\Omega=${$-1,+1$}$^V$ and energy of a configuration $s \in \Omega$ is given by:
$H(s) = -\beta \sum_{u \sim ...

**3**

votes

**1**answer

183 views

### Ising entropy of a finite L_1 x L_2 lattice

We know the entropy per site of the 2-d Ising model from Onsager's solution.
Has anybody also calculated the entropy for a finite rectangle of size L_1 x L_2
with periodic boundary conditions (i.e. on ...

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**3**answers

13k views

### Distance metric between two sample distributions (histograms)

Context: I want to compare the sample probability distributions (PDFs) of two datasets (generated from a dynamical system). These datasets depend on a set of parameters, and I want a concise way to ...

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115 views

### Does a certain Theorem on Boltzmann Distributions exist?

Suppose $X_n(z)$ is a sequence of random variables with a boltzmann distribution on $\{1,2,\dots n\}.$ That is $$P(X_n(z)=j)=\frac{c_{j,n} z^j}{F_n(z)}$$ where $F_n(z)=\sum_{j=1}^n c_{j,n}z^j$ is a ...

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123 views

### Generating Conditional Random Graphs

Let $G(n,p)$ be the usual random graph on $n$ vertices with each edge existing independently with probability $p$ (no self loops , or double edges not are allowed). I would like to simulate the ...

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**1**answer

799 views

### Correlation-Function for Random Graph Ising Model

For non-Ising'ers: Given a graph, we study the probability-distribution on the set of colorings ("Spin-up" and "-down") generated by a given correlation ("force to equality") between adjacient nodes ...

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2k views

### Are there lots of integer homology three-spheres?

The problem of counting combinatorial three-spheres with $N$ simplices has implications for some partition functions in physics (see a paper by Benedetti and Ziegler for more background and ...

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**1**answer

292 views

### computing average height-functions for lozenge tilings

Can anyone suggest a simple and efficient way (preferably embodied in computer code) to compute the average height function for lozenge tilings of an $a,b,c,a,b,c$ semiregular hexagon? I prefer to ...

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**1**answer

444 views

### Arctic regions in higher dimensional zonotopes

Same way as the two dimensional tilings by rhombi come from minimal surfaces in a $D$ dimensional cubical lattice as mentioned in this answer, one can consider higher dimensional zonotopes tiled by ...

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**1**answer

405 views

### How much universality is there for contact processes?

A couple of weeks ago I had to pick my daughter up from her nursery because of suspected chicken pox. It turned out to be a false alarm, but while I was waiting at the doctor's surgery to establish ...

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**1**answer

329 views

### Are there any physical phenomena of the heat transfer critically depending on diffusion coefficient?

Hello,
I am considering the following non-linear heat equation
$$
\left(\frac{\partial}{\partial t}-\nu\: \Delta \right) u(t,x) = F(t,x) \sigma(u(t,x)),\qquad (t,x)\in R_+\times R^d
$$
where ...

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**1**answer

2k views

### When should we expect Tracy-Widom?

The Tracy-Widom law describes, among other things, the fluctuations of maximal eigenvalues of many random large matrix models. Because of its universal character, it obtained his position on the ...

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1k views

### Probabilistic (and other mathematical) methods of physics without the physics?

Many of the methods of physics are vastly more general than their use in that discipline. For example, information theory overlaps with a lot of statistical mechanics, and the latter actually ...

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2k views

### Entropy of the Ising model

Consider the standard Ising model on $[0,N]^2$ for $N$ large. By that I mean the square-lattice Ising model without external field, inside an $N$-by-$N$ square. What is its entropy for $N$ large? It ...

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485 views

### Does the random Lorenz gas have a non-trivial diffusion coefficient?

For the periodic Lorenz gas Sinai showed that rescaling the trajectory of the tracer particle yields Brownian motion in the limit. Does there exist a similar result for the random Lorenz gas? If ...