# Tagged Questions

**5**

votes

**1**answer

397 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. ...

**1**

vote

**2**answers

364 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 ...

**0**

votes

**0**answers

75 views

### Fitting distribution to spatial data

I am studying a physical process generating data which projects nicely into two dimensions with non-negative values. Each process has a (projected) track of $x$-$y$ points -- see the image below.
...

**1**

vote

**0**answers

222 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 ...

**4**

votes

**0**answers

191 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 ...

**0**

votes

**0**answers

93 views

### Master Equation to Fokker-Planck for a Jump-Diffusion

Does anyone know if there is a derivation of the Master Equation approximation by a Kolmogorov backward equation (Fokker-Planck) to a jump-diffusion with a compensated Poissonian integral? If not, can ...

**3**

votes

**0**answers

179 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 ...

**18**

votes

**2**answers

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 ...

**1**

vote

**1**answer

130 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 ...

**3**

votes

**1**answer

164 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 ...

**2**

votes

**0**answers

108 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 ...

**0**

votes

**0**answers

108 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 ...

**8**

votes

**1**answer

593 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 ...

**8**

votes

**1**answer

261 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 ...

**20**

votes

**1**answer

1k 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 ...

**10**

votes

**7**answers

978 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 ...

**8**

votes

**1**answer

1k 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 ...

**1**

vote

**1**answer

196 views

### Estimating the Distribution of a Very Large Population of Known Size and Unknown Variance

I would like to estimate the distribution of a very large population of known size but unknown mean and variance. I cannot assume anything about the underlying distribution. The values of observations ...

**2**

votes

**2**answers

327 views

### On generalisation of Aizenman-Higuchi Theorem

Let $\mathbb Z^2$ denote the two-dimensional integer lattice with norm of $i=(i_1,i_2)$ given by $\|i\|=|i_1|+|i_2|$.
For each $x\in\mathbb Z^2$, we assign a uniform random variable, $\sigma_x$ ...

**3**

votes

**0**answers

200 views

### For Ising models on finite graphs, is the gradient of Z (w/r/t coupling and field) easier to compute than Z?

Suppose we have a graph $G$ with $n$ vertices, edgeset $E$, $\mathcal{X}=\{1,-1\}^n$. The partition function of the spin-1/2 Ising model on $G$ is
$$Z(J,h)=\sum_{x\in \mathcal{X}} \exp\left(J ...

**12**

votes

**2**answers

604 views

### Is there a percolation threshold in the hard discs model?

Take a random configuration of $n$ non-overlapping discs of radius $r$ in the unit square $[0,1]^2$. (You could think of this as taking $n$ points uniform randomly in $[r,1-r]^2$ and then restricting ...

**13**

votes

**0**answers

301 views

### Why, and how badly, does the proof of “no percolation at the critical point in half-spaces” fail for full spaces?

The proof by Barsky et. al. that there is no percolation in half-spaces proceeds by a dynamic renormalization argument. The proof couples critical percolation in the half-space $\mathbb{H}^d$ with a ...

**13**

votes

**4**answers

789 views

### Pennies on a carpet problem

I recently read the following "open problem" titled "Pennies on a carpet" in "An Introduction To Probability and Random Processes" by Baclawski and Rota (page viii of book, page 10 of following ...

**6**

votes

**1**answer

437 views

### For which values of $N$ is known the Lieb-Simon Inequality for $Z_N$ Models ?

Background:
Let $\mathbb Z^d$ denote the $d$-dimensional integer lattice with norm $|x|=\sum_i|x_i|$.
For each $x\in\mathbb Z^d$ we associate a spin variable, $\sigma_x$ taking values on the set
...

**7**

votes

**1**answer

231 views

### Existence of Limiting Distribution for Moving Regions in Stat. Phys. Models

As the title (hopefully) suggests, I've been trying to prove (or disprove) the existence of a limiting distribution for a certain projection in a statistical physics model. I'll give the details of ...

**1**

vote

**1**answer

513 views

### Entropy of Markov processes

Consider a Markov process $X_t$ with generator $L$ and invariant distribution $\pi$, whose distribution at time $t$ is given by $\pi(t,dx)=\phi(t,x) \pi(dx)$ - in other word, $\phi(t,x)$ is the ...

**4**

votes

**2**answers

537 views

### Mathematical means of studying large and complex but finite systems?

I want a list of the sort of mathematics/mathematical tools that are applied to the study of complex and probabilistic systems in order to make quantitative and qualitative observations about their ...

**6**

votes

**2**answers

286 views

### Examples of Slowly Mixing Chains in Statistics

This should probably be community wiki, but I don't know how to set that myself.
I'm looking for examples or Markov chains that are used in statistics or statistical physics, and which are known to ...