All Questions
Tagged with mp.mathematical-physics pr.probability
158 questions
4
votes
1
answer
96
views
Identifications between different phase spaces
I've discovered Adam's lecture notes on statistical mechanics after posting my first question about Minlo's discussion on continuous Gibbs measures. Adam's lecture notes are really good, but there is ...
- 1,305
3
votes
0
answers
342
views
Sum of products of irreducible characters of the symmetric group over a subgroup
When trying to build a dual formulation for lattice gauge theories using Weingarten integration I am getting sums of the kind
$$I^{m, n}_{\mu, \nu} (\sigma, \tau) = \sum_{\pi \in S_n} \chi_\mu (\pi \...
1
vote
1
answer
184
views
Measure, volume and cardinality on Minlos' book on statistical physics
The following content was based on Minlos' book on statistical physics. Let $\Lambda \subset \mathbb{R}^{d}$ be fixed (Minlos takes $d=3$ but I think the ideas follow without change to $d \ge 1$). We ...
- 1,305
4
votes
2
answers
267
views
Grand-canonical Gibbs measure for continuous systems
Let's consider a bounded (maybe compact) set $\Lambda \subset \mathbb{R}^{d}$ with particles interacting on it. Suppose, for each $N \in \mathbb{N}$, $U_{N}: (\mathbb{R}^{d})^{N} \to \mathbb{R}\cup \{+...
- 3,515
0
votes
1
answer
86
views
Renormalization group map on hierarchical models
I have already addressed this problem on my previous question but I still have trouble understanding Brydges' RG maps on his lecture notes, so I'll try to elaborate my question a little better.
Let $\...
- 3,515
2
votes
1
answer
161
views
Expected value of global functions in renormalization group
This is related to my previous question. I'm having some problems understanding the local to global program discussed in Brydge's lecture notes. We are assuming $C=C_{1}+\cdots+C_{N}$ is a covariance ...
- 3,515
2
votes
2
answers
294
views
Imprecise Definition of a $\sigma$-algebra
I'm reading some works on the hierarchical model in statistical mechanics and I came across an strange definition, which I need to clarify. Consider a finite set $\Lambda \subset \mathbb{Z}^{d}$. The ...
- 3,515
1
vote
1
answer
176
views
Gaussian Property of the Renormalization Group
Let $\Lambda \subset \mathbb{Z}^{d}$ be a finite set and $\varphi = (\varphi_{x})_{x\in \Lambda} \in \mathbb{R}^{|\Lambda|}$. Let $F^{\Lambda}=F^{\Lambda}(\varphi)$ be a real-valued global function, ...
- 3,515
2
votes
1
answer
1k
views
Marchenko-Pastur Law under general covariance structure
Let $x_1,...,x_n\in\mathbb{R}^p$ be i.i.d. random vectors with mean 0 and covariance $\Sigma_p$. Let $S_{n,p}=\sum_{i=1}^nx_ix_i^T/n$ be the sample covariance. We consider the asymptotics of the ...
- 1,495
0
votes
1
answer
301
views
Is there a Gaussian process for the solutions of the wave equation?
Call a Gaussian process $g$ a prior for a topological space $X$ if the realizations of $g$ are (a.s.) contained in $X$ and dense.
Consider the 1D wave equation
$\frac{\partial^2}{\partial t^2}u(t,x)=...
6
votes
0
answers
360
views
What is the status of the Born Rule in axiomatic QM?
While physicists have tried multiple times and failed to derive the Born Rule (for example: https://arxiv.org/pdf/quant-ph/0409144.pdf). I was wondering what axiomatic Quantum Mechanics had to say ...
- 237
7
votes
0
answers
579
views
Guises of the noncrossing partitions (NCPs)
From "Noncrossing partitions in surprising locations" by Jon McCammond:
Certain mathematical structures make a habit of reoccuring in the most diverse list of settings. Some obvious ...
- 10.5k
3
votes
1
answer
2k
views
Understanding Finite Size Scaling in Percolation Theory
Fundamental results in percolation theory are all based on the assumption that the system sizes are infinite, as the spanning/percolating cluster is by definition an infinitely sized cluster that ...
- 649
4
votes
0
answers
164
views
List of Replica Symmetry results for different models?
Does anyone know of a good source that might have a list of problems or models along with what kind of replica symmetry they are conjectured to have?
I am aware of some of the more famous results, e....
- 435
18
votes
0
answers
310
views
Profiles of very high dimensional functions
This question comes from trying to understand the recent success of deep neural nets. Neural networks just (crudely speaking) create a very complicated function of very many variables, and then ...
- 96.4k
6
votes
0
answers
334
views
Hints on an expository article about Kardar-Parisi-Zhang (KPZ)
It seems the KPZ is the next big thing in mathematical physics and probability. The skeletal idea is probably that while classical averages are in the Gaussian universality class, lots of other ...
- 267
3
votes
0
answers
126
views
Other than Brownian motion, when else is it possible to define "normalized weighted infinite dimensional Lebesgue measure"?
In this article Sourav Chatterjee poses the question, how do we define the measure:
$$d\mu(A)=\frac{1}{Z}\exp\left(-\frac{1}{4g^2}S_{YM}(A)\right)dA$$
The $Z$ here is an infinite normalizing ...
user69208
2
votes
0
answers
103
views
Is this correct: Inflection points of Euler number graph in Island-Mainland transition correspond to spanning cluster site percolation threshold?
I'm writing with respect to the paper Khatun, Dutta, and Tarafdar - "Islands in Sea" and "Lakes in Mainland" phases and related transitions simulated on a square lattice.
Here's a link to a PDF ...
user119567
1
vote
0
answers
84
views
Particle density in phase space normalization under proliferation
Consider $1,..,N$ indistinguishable particles in $\mathbb{R}^2$ and let them evolve according to a brownian motion and proliferation. Let $u: \mathbb{R}_+ \times \mathbb{R}^2 \rightarrow \mathbb{R}_0^+...
7
votes
3
answers
830
views
What is the link between the Domino Tilings and the Ising Model?
Is there a link between the theory of Domino Tilings and the Ising Model? In the global qualitative sense that physicists use, the answer is "yes". The connections could go like this:
The dimer ...
- 22.8k
21
votes
2
answers
981
views
What is the optimal speed to approach a red light?
Suppose from distance $d$, while driving at speed $v_0$, I notice that there's a red traffic light in front of me. Suppose that there are no other vehicles, my vehicle has perfect brakes, my maximum ...
- 19k
5
votes
1
answer
945
views
Has a discrete/quantum theory of probability based on the Cournot-Borel principle or something been developed?
In 1930, Émile Borel, the father of measure theory together with his student Lebesgue and a world-class expert in probability theory, published a short note Sur les probabilités universellement ...
- 1,026
4
votes
1
answer
234
views
Renyi's conditional probability fields and turbulence
I've come to the conclusion that what is universal, in the statistics of high Reynolds number turbulence of viscous incompressible fluids, could be modelled exactly only with Alfred Renyi's concept of ...
- 3,085
2
votes
1
answer
109
views
Interacting particle systems with spatially inhomogeneous hydrodynamic equations
Are there known examples of spatially inhimogeneous PDE appearing as hydrodynamic equations of interacting particle systems? In particular, I wonder whether a spatially inhomogeneous reaction ...
- 131
7
votes
2
answers
626
views
What is the strongest known RSW result in planar percolation?
One of the weakest estimates conjectured to hold for critical planar percolation models (and proved in many cases) is the so-called RSW estimate. RSW estimate is the statement that the probability of ...
- 18.7k
35
votes
7
answers
6k
views
Why is conformal invariance only possible for massless theories?
I'm conscious that this isn't necessarily a research level question, but I've asked this question on mathstackexchange, and received no answer. So I'm trying it here.
A usual mantra in field theories ...
- 914
54
votes
4
answers
9k
views
Why is Quantum Field Theory so topological?
I understand that my question suffers from my lack of knowledge about the field, but as a mathematician without much knowledge of physics I have been wondering much about the following and I always ...
9
votes
1
answer
966
views
A necessary condition for differential entropy to be finite
An ensemble corresponding to a probability distribution usually has finite free energy so it is not a great loss of generality to assume that the ensemble also has finite energy in following ...
- 8,071
3
votes
1
answer
833
views
Sampling from a particular multivariate probability distribution
Given $3$ real variables $x_1, x_2, x_3 \equiv \bf{x}$, consider their probability density function (PDF)
\begin{equation}
P({\bf x}) = C \, p(x_1) \cdots p(x_3) \exp[f({\bf x})],
\end{equation}
where ...
- 343
4
votes
2
answers
2k
views
Advanced reference and roadmap about random matrices theory
There is few posts on MO that asked about reference on this topic, and I found some difficulty during the process of getting myself into the subject so here is the question.
I really want to hear ...
63
votes
3
answers
7k
views
A roadmap to Hairer's theory for taming infinities
Background
Martin Hairer gave recently some beautiful lectures in Israel on "taming infinities," namely on finding a mathematical theory that supports the highly successful computations from quantum ...
- 24.7k
11
votes
1
answer
626
views
Formula for $U(N)$ integration wanted
Before you jump on the "duplicate" buttom, let me say that I do not want to hear about Weingarten calculus and I do not want to see a character of the symmetric group.
What I would like is a formula ...
3
votes
0
answers
112
views
Uniqueness results for lattice spin systems (graphs)
Are there any nice uniqueness results for Gibbs-measures on lattice spin systems (graphs) that does not rely on Dobrushin's method?
- 244
1
vote
0
answers
94
views
Reason of the scaling factor $n^{2}$ in Hydrodynamic limits
In some books about hydrodynamic limits, example De Masi and Pressuti, when taking about the transition from micro to macro to get the hydrodynamic limit of some process it is mentioned that in order ...
2
votes
0
answers
491
views
Is there a Bayesian theory of deterministic signal? Prequel and motivation for my previous question
This is a prequel to my question:
What's the probability distribution of a deterministic signal or how to marginalize dynamical systems? (functional integrals in probability theory)
Clearly my ...
- 1,026
6
votes
2
answers
3k
views
What's the probability distribution of a deterministic signal or how to marginalize dynamical systems? (functional integrals in probability theory)
Because I still have no idea how it is possible for me to write down seemingly important equations ... that don't make any sense (at least for me) and because I haven't got any helpful comment so far, ...
- 1,026
7
votes
0
answers
497
views
Extreme unitary minimal models of conformal field theory
Some of the best understood conformal field theories are the 2D unitary minimal models $\mathcal{M}(m+1,m)$ indexed by the integer $m\ge 2$ and with central charge
$$
c=1-\frac{6}{m(m+1)}\ .
$$
I ...
3
votes
0
answers
191
views
Infinite total variation of complex measure in Feynman path integral [closed]
I am trying to understand this: If one tries to define a Feynman path integral as a Wiener integral, then the complex measure could be of infinite total variation. What exactly does this mean? How ...
- 31
4
votes
1
answer
229
views
How are the real-space RG transformations defined?
I'm reading Shang-keng Ma's book Modern theory of critical phenomena, and I'm a bit confused as to how the real-space RG transformations are defined. Ma basically says that these transformations are ...
- 161
11
votes
2
answers
1k
views
How should a mathematician approach the physics literature concerning percolation?
I would like to read some of the physics literature on two-dimensional percolation, however in attempting this I have run into two problems. (1) Physics papers on percolation are (relatively) hard ...
- 18.7k
4
votes
2
answers
272
views
Stationary distribution of last passage percolation
Consider last passage percolation model on $\mathbb{Z}^2$. I am interested to know if there is any known result for the stationary distribution of passage times, given some distribution for the ...
- 1,038
4
votes
0
answers
334
views
Unusual generalization of the law of large numbers
I have seen in physical literature
an example of application of a very unusual form of the law of large numbers. I would like to understand how legitimate is the use of it, whether there are ...
- 21.8k
5
votes
1
answer
365
views
power laws emerging from the sandpile model
Is there a rigorous proof that the abelian sandpile model generates a power law distribution of avalanche lengths?
- 6,962
6
votes
1
answer
353
views
Quaternion Wishart matrices of half-integer dimension?
For a physics application (quantum delay times of a chaotic scatterer) I need to generate $m$ positive random variables $\lambda_1,\lambda_2,\ldots\lambda_m$ with probability distribution
$$P_\beta(\...
- 188k
0
votes
0
answers
42
views
Probability of close approach for multivariate normal variables
The following problem comes from a physical model of two groups of particles in three dimensions. I need to know the probability that the two groups of particles approach each other within some ...
- 195
1
vote
1
answer
63
views
$P_{x}(T_{A}<\infty)<P_{x}(T_{B}<\infty)$ imply $Cap_{N}(A)<Cap_{N}(B)$, where $Cap_{N}$ is Newtonian capacity
We start a Brownian motion at $x\in [B(0,r)]^{c}$, where $B(0,r)$ is a large enough ball that contains compact sets $A$ and $B$. In other words, the B.M. starts on the exterior of $A$ and $B$.
Then ...
- 5,474
5
votes
1
answer
697
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 ...
- 3,574
3
votes
1
answer
134
views
GOE convergence
As is well-known (at least in some circles), eigenvalue spacing distribution for large symmetric matrices converges as size goes to infinity (see this question for more background). The question is: ...
- 96.4k
5
votes
0
answers
139
views
Stationary point processes with arbitrarily slow decorrelation
A point process $P$ (a probability measure on simple, locally finite point configurations $\mathcal{C}$ on $\mathbb{R}$ - I'm restricting to the one-dimensional setting) is stationary when law-...
- 121
1
vote
1
answer
143
views
Minimum of Random Energy Model (REM) with logarithmically correlated potential
In the paper [FB] (ArXiv, J. Phys. A), the authors analyse a particular Random Energy Model (REM) with logarithmically correlated potential and conjecture in Eq. (2) that the distribution function of ...
- 656