All Questions
Tagged with mp.mathematical-physics pr.probability
158 questions
5
votes
1
answer
383
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Rigorous statistical mechanics: difficulty of realistic models
Soft question: I am a mathematician self-learning statistical mechanics. The (mathematical) literature is concentrated on lattice models like the Ising model and the lattice-gas model. I understand ...
- 312
7
votes
0
answers
269
views
Looking for the eigenfunctions of the operator $T$ on $L_2(\mathbb R^+)$ defined by $Tf(x)=\int_0^\infty e^{-(x+y)^2/2}f(y)\,dy$
I'm looking to find a basis of eigenfunctions (and the corresponding eigenvectors) for the operator $T$ on $L_2(\mathbb R^+)$ defined by:
$$
Tf(x)=\int_0^\infty e^{-(x+y)^2/2}f(y)\,dy
$$
This operator ...
- 109
20
votes
0
answers
3k
views
+200
What does a product of many Gaussian matrices converge to?
Let $A$ be a product of $n$ $d\times d$ matrices with IID standard Gaussian entries and consider the value of $g(x)=x f(x)$ where $f(x)$ is the density of squared singular values of $A/\|A\|$.
Is ...
- 2,252
1
vote
0
answers
48
views
Rigorous analysis of phase transitions and universality in a non-linear model of interacting oscillators
Consider a system of interacting non-linear oscillators governed by the McKean-Vlasov equation:
$$\frac{\partial p(x,t)}{\partial t} = \frac{\partial}{\partial x}\left[\frac{\partial V(x)}{\partial x}...
user530766
0
votes
0
answers
59
views
Convergence of Liouville correlation functions
A key object in Liouville conformal field theory is the random Liouville measure $M$ defined heuristically as $M(d^2x) = :e^{2bX(x)}: d^2x$, where $X$ is a Gaussian free field and $:e^{2bX}:$ denotes ...
user528837
6
votes
0
answers
163
views
Wick ordering, probability vs physics
Consider a collection of creation $a^\dagger$and annihilation operators $a$. In physics one defines Wick ordering (also known as normal ordering) as a prescription to place all creation operators ...
- 721
10
votes
1
answer
1k
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Proving the Replica Trick works
The replica trick attempts to calculate the expectation of the logarithm $X=\log(Z)$ of a random variable $Z$. The wikipedia article describes the logarithm as the limit
$$
\log(Z) = \lim_{n\to 0}\...
- 385
2
votes
0
answers
115
views
Mixing for a gas of hard spheres
The gas of hard spheres is a model for a gas in a container, where each particle is a sphere of radius $\epsilon$. The spheres interact with each other and with the container with elastic collisions. ...
- 312
74
votes
16
answers
8k
views
Geometric / physical / probabilistic interpretations of Riemann zeta($n>1$)?
What are some physical, geometric, or probabilistic interpretations of the values of the Riemann zeta function at the positive integers greater than one?
I've found some examples:
1) In MO-Q111339 ...
2
votes
1
answer
403
views
Fokker Planck equation in the Stratonovich approach
I'm a physics master student and I have difficulties understanding how to derive the Fokker Planck equation from the Stratonovich SDE.
With the Ito SDE it is simple since the noise is independent of $...
- 21
2
votes
1
answer
158
views
Definition of average $\langle \langle \cdot \rangle \rangle$
I started reading the paper Some Rigorous Results on the Sherrington-Kirkpatrick Spin Glass Model and I would like to clarify the notation $\langle \langle \cdot \rangle\rangle$ the authors use in ...
- 3,515
6
votes
1
answer
274
views
Spectrum asymptotics for a product of $k$ random matrices?
How does the spectrum of a product of $k$ random matrices behave around 0?
In particular, I'm wondering if the CDF of squared singular values behaves as $x^{\frac{1}{k+1}}$ around 0. The result for $k=...
- 2,252
6
votes
2
answers
481
views
Infinite clusters for loopless percolation
I feel like this is maybe an incredibly trivial problem, and I'm just missing something. I may also be describing a well-known model that I cannot find the name for, so any comment/suggestion is ...
- 213
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
0
votes
0
answers
112
views
Additivity of purity of random matrix products
Suppose $M$ is an $n\times n$ matrix with IID random entries drawn from $\mathcal{D}$ and $\sigma$ is the vector of its singular values. Define purity of $M$ as
$$\rho(M)=\frac{n \sum_i \sigma_i^4}{\...
- 2,252
1
vote
0
answers
129
views
Concentration of a combinatorial sum
Let $X=(x_1,\ldots,x_p)$ be an $p \times n$ random matrix with iid entries from $\{\pm 1\}$, distributed so that $\mathbb P(x_{ij} = 1) \equiv 1/2$, where $x_i=(x_{i1},\ldots,x_{in})$. Let $y$ be a ...
- 6,853
2
votes
1
answer
228
views
When is a stationary measure of a Markov chain "exponentially localized"?
Here exponentially localized can be thought in a non-rigorous manner as a measure that is mostly supported on a sparse number of nodes.
Some intuition can gained by thinking about a diffusion process, ...
- 2,281
35
votes
7
answers
6k
views
Why is conformal invariance only possible for massless theories?
I'm conscious that this isn't necessarily a research level question, but I've asked this question on mathstackexchange, and received no answer. So I'm trying it here.
A usual mantra in field theories ...
- 914
54
votes
4
answers
9k
views
Why is Quantum Field Theory so topological?
I understand that my question suffers from my lack of knowledge about the field, but as a mathematician without much knowledge of physics I have been wondering much about the following and I always ...
2
votes
0
answers
129
views
Large deviation principle for product of iid bounded symmetric random variables
Let $n$ and $k$ be positive integers. Let $X$ be the empirical mean of $n$ iid Rademacher random variables. Note that the distribution of $X$ is symmetric about 0, and also $|X| \le 1$ w.p 1. Let $X_1,...
- 6,853
2
votes
1
answer
232
views
An inequality for a "generalised random energy model"
Let, for all $i, j$, $Z_{i,j}$ be a standard normal, chosen iid. For each $n\geq 1, k\geq2$, define the Hamiltonian $H_{n,k}: [k]^n \to \mathbb{R}$ by
$$(j_1,j_2,\ldots,j_n) \mapsto \sum_{i=1}^n Z_{i, ...
- 526
10
votes
2
answers
2k
views
Why does Riesz's Representation Theorem apply in quantum mechanics?
$\DeclareMathOperator\tr{tr}$One begins with a quantum mechanical system, i.e. a unital $C^*$-algebra $A$.
It is common to begin the discussion with embedding $A$ into the algebra of bounded operators ...
- 2,071
6
votes
2
answers
1k
views
In what precise sense is quantum (i.e., non-commutative) probability not expressable in terms of classical probability?
The quantum set-up has many settings, so let's fix some definitions. I will be taking the Hilbert space approach with a minor modification that I will make explicit.
We begin with a Hilbert space $\...
- 323
2
votes
1
answer
173
views
Random variables with density distributions given by squared Hermite polynomials
I was wondering whether anything is known on the following: Let
$h_k (x)= (-1)^k e^{x^2/2} \frac {d^k}{dx^k} \, e^{-x^2/2}$, $k \geq 0$, be the classical
Hermite polynomials ($h_0(x) = 1$, $h_1(x) = x$...
- 23
35
votes
5
answers
11k
views
What mathematical treatment is there on the renormalization group flow in a space of Lagrangians?
What mathematical treatment is there on the renormalization group flow in a space of Lagrangians?
- 921
3
votes
1
answer
155
views
What is the finite-temperature orthogonal/symplectic Tracy-Widom distribution?
The Tracy–Widom distributions admit many interpretations.
One of them is related to quantum mechanics: If we consider $N$ non-interacting fermions confined by the potential $V(x) = x^2$, then in the ...
- 9,501
10
votes
1
answer
337
views
What are the predictive implications of conditional non-commutative probability?
To simplify things, let's consider the Hilbert approach to quantum probability over a finite dimensional vector space $V$ of dimension $n$.
In this context a state $S$ is a positive semi-definite ...
- 323
4
votes
2
answers
564
views
A relation between the second moment of a distribution and one of its particular probability
I had recently posted a question here: To prove a relation involving a probability distribution
The relations quoted in the above question are used extensively in fluid mechanics and many other fields,...
user318428
11
votes
2
answers
914
views
How do you know that you have succeeded-Constructive Quantum Field Theory and Lagrangian
Quantum Field Theory is a branch of mathematical physics which is begging for a better understanding.
In fact there are no rigorous constructions of interacting QFT in four dimensions. By a rigorous
...
- 9,330
2
votes
1
answer
194
views
Kramers' escape problem: statistical physics vs. Large deviations
I'm almost not at all knowledgable in either Freidlin-Wentzel theory or Kramers' escape problem as it is known in the physics community, so please excuse some of my naivety.
One can use Freidlin-...
- 677
2
votes
1
answer
394
views
Is there a Hilbert space approach to commutative probability theory on locally compact spaces?
I was recently made aware (thanks to the answers on Why does Riesz's Representation Theorem apply in quantum mechanics?) that the $C^*$ algebra approach and the Hilbert space approach to quantum ...
- 2,071
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
1
vote
0
answers
164
views
physical interpretation of ruelle probablity cascades (SK model)
Background: the Parisi formula gives an exact expression for the free energy of the SK model. The formula (at least the upper-bound) can be derived by looking at the free energy, and then replacing ...
- 435
0
votes
1
answer
133
views
How to demonstrate a correlation inequality? [closed]
If there are 3 vectors X, Y, Z of the same length, for any $x_i \in X,y_i \in Y,z_i \in Z$, we have $0<x_i<1,0<y_i<1,0<z_i<1$.
The correlation between Z, Y is greater than between X, ...
- 11
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
2
votes
1
answer
187
views
Compute the limit of trace of inverse of square of rank-1 perturbation of Wishart matrix
Let $a \ge 0$, $b,c>0$ be fixed constants, and let $X$ be an $m \times d$ random matrix with entries drawn iid from $N(0,1/d)$. Consider the random psd matrix $S := a 1_m 1_m^\top + b XX^\top + c ...
- 6,853
6
votes
1
answer
1k
views
A set of questions on continuous Gaussian Free Fields (GFF)
As I said in my previous posts, I'm trying to teach myself some rigorous statistical mechanics/statistical field theory and I'm primarily interested in $\varphi^{4}$, but I know that the absense of ...
- 3,515
11
votes
2
answers
353
views
Exponential decay of voltage potential difference
Consider the following adjacency matrix of a complete graph:
$$A=(e^{-|i-j|})_{1\leq i\neq j\leq n}$$
with 0 on the diagonal. Let $D=diag\{d_1,...,d_n\}$ be the degree matrix where $d_i=\sum_{j\neq i}...
- 1,495
4
votes
1
answer
243
views
Does there exist a scale invariant random packing of circles in the plane?
I want to construct a scale invariant random packing of the plane with circles.
Here is a way to construct a rotationally invariant, but not scale invariant random packing of the plane with circles:
...
- 1,054
6
votes
1
answer
708
views
Reformulation - Construction of thermodynamic limit for GFF
I've posted a question about the thermodynamic limit for Gaussian Free Fields (GFF) a couple days ago and I haven't got any answers yet but I kept thinking about it and I thought it would be better to ...
- 3,515
6
votes
2
answers
905
views
Gaussian measure on function spaces
I'm reading this classic work and I'd like to get deeper inside some of its techniques. In particular, the authors state: "We construct a Gaussian measure $d\mu_{0}(\phi)$ on a measure space of ...
- 3,515
1
vote
0
answers
65
views
Intuition behind bound of second moment of Greens function by fractional moment
Consider the Hilbert space $ \mathcal{H} = l^2(\mathbb{Z}^d)$ for some dimension $d$ with basis given by the basisvectors $\{ \vert {x} \rangle \}_{x \in \mathbb{Z}^d} $.
Let $A$ be an either self-...
- 1,054
5
votes
2
answers
393
views
Connections between two constructions of infinite dimensional Gaussian measures
Let me discuss two possible constructions of Gaussian measures on infinite dimensional spaces. Consider the Hilbert space $l^{2}(\mathbb{Z}^{d}) := \{\psi: \mathbb{Z}^{d}\to \mathbb{R}: \hspace{0.1cm} ...
- 3,515
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
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
1
vote
0
answers
93
views
Does Anderson localisation occur if the potential are equal in pairs?
Consider the Anderson model given by the Hamiltonian $H \in B(l^2( \mathbb{Z}^d)) $ defined by $H = - \Delta + V$ where the potential $V$ acts on a unit vector $ \vert x \rangle \in l^2( \mathbb{Z}^d)...
- 1,054
4
votes
1
answer
237
views
What is the role of Gibbs states with free boundary conditions in the theory of Gibbs measure?
This is actually a more elaborated version of a previous question of mine, which is now deleted. First, some quick notations:
(1) $\Omega_{0} := \{-1,1\}$ and $\mathcal{F}_{0} := 2^{\Omega_{0}}$ are, ...
- 1,305
12
votes
3
answers
1k
views
Correlations in last-passage percolation
Consider the last passage percolation model on $\mathbb{Z}^2$ with, say, geometric weights on each edge. By a landmark result of Johansson (http://arxiv.org/abs/math/9903134), we know that if $T_n(\...
5
votes
1
answer
439
views
Effective action, partition function and the renormalization group
Mayer expansions and the Hamilton–Jacobi equation by D. Brydges and T. Kennedy begins mentioning that many problems in statistical mechanics and QFT center on the analysis of integrals of the form:
\...
- 3,515
1
vote
0
answers
91
views
A random process with conserved momentum: 'particle decay'?
Consider a particle $p_1$ moving at unit speed along a straight line in $\mathbf{R}^2$, directed by some vector $v_1 \in \mathbf{S}^1$. Equid this particle with a Poisson clock $\tau_1$, with ...
- 5,048