All Questions
Tagged with pr.probability mp.mathematical-physics
158 questions
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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
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 ...
- 188k
7
votes
0
answers
269
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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 ...
- 460
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:
$$\frac{\partial p(x,t)}{\partial t} = \frac{\partial}{\partial x}\left[\frac{\partial V(x)}{\partial x}...
CommunityBot
- 1
1
vote
2
answers
489
views
The limiting behavior of geometric random walk
I would like to know what the asymptotic limiting behavior is for the following random walk on $\mathbb Z^d$. By Donsker's invariance principle, I suspect that its behavior is diffusive, i.e., the ...
- 5,405
0
votes
0
answers
59
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Convergence of Liouville correlation functions
A key object in Liouville conformal field theory is the random Liouville measure $M$ defined heuristically as $M(d^2x) = :e^{2bX(x)}: d^2x$, where $X$ is a Gaussian free field and $:e^{2bX}:$ denotes ...
CommunityBot
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3
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644
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Traceless GUE : Four Centered Fermions
The proof of the Wigner Semicircle Law comes from studying the GUE Kernel
$$ K_N(\mu, \nu)=e^{-\frac{1}{2}(\mu^2+\nu^2)} \cdot \frac{1}{\sqrt{\pi}} \sum_{j=0}^{N-1}\frac{H_j(\lambda)H_j(\mu)}{2^j j!} ...
- 1,446
6
votes
0
answers
163
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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
6
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2
answers
5k
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Can I relate the L1 norm of a function to its Fourier expansion?
I would like to express the integral of the absolute value of a real-valued function $f$ (over a finite interval) in terms of the Fourier coefficients of $f$. Failing that, I would like to know of any ...
- 1,446
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, ...
CommunityBot
- 1
2
votes
0
answers
115
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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
2
votes
1
answer
158
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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 ...
- 188k
2
votes
1
answer
403
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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 $...
- 5,474
1
vote
1
answer
505
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Gaussian measures on non-separable spaces
Let $X$ be a topological affine space which is neither separable nor metrizable. There are plenty of trivial Gaussian measures: each Dirac point-mass $\delta_x$ are the Gaussian measure with zero ...
- 2,821
1
vote
0
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129
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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 ...
- 63.9k
0
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0
answers
112
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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
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=...
- 188k
10
votes
1
answer
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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}\...
- 188k
2
votes
0
answers
129
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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
6
votes
0
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398
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semiclassical proof of Wigner semicircle
In Terence Tao's discussion of the Gaussian Unitary Ensemble, he derives the Dyson and Airy kernels. The GUE is the probability distribution of the eigenvalues of a random Hermitian matrix.
\[ \int ...
- 2,821
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 ...
- 775
7
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0
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579
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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
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
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 ($h_0(x) = 1$, $h_1(x) = x$...
- 188k
35
votes
5
answers
11k
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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?
- 2,821
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1
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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 ...
- 91.8k
12
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3
answers
1k
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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 $T_n(\...
- 2,821
74
votes
16
answers
8k
views
Geometric / physical / probabilistic interpretations of Riemann zeta($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 ...
CommunityBot
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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 ...
- 1,765
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
2
votes
1
answer
194
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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-...
- 188k
6
votes
2
answers
1k
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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 $\...
- 1,507
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
1
vote
0
answers
65
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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
10
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1
answer
337
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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
0
votes
1
answer
133
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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, ...
- 63.9k
7
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627
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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 ...
21
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2
answers
2k
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Uncertainty principle and Cramer-Rao bound - is there relation?
Just out of curiosity.
The two things sounds a little bit similar - 1) Uncertainty principle 2) Cramer-Rao bound.
Saying that we cannot measure something with certain accuracy.
However looking closer ...
- 24.8k
10
votes
2
answers
2k
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When is a space of measures a measurable space?
Let $X$ denote a measurable space, that is, a set equipped with a $\sigma$-algebra $\Sigma(X)$. Let $M(X)$ denote the space of real-valued measures over $X$. This is a vector space over the real ...
- 4,713
1
vote
0
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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
2
votes
1
answer
187
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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 ...
- 188k
4
votes
2
answers
564
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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,...
- 128k
2
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1
answer
161
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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 ...
CommunityBot
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3
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0
answers
204
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What should I study to approach the frontier of integrable probability research?
In terms of math, I know measure theory, measure theory based probability, differentiable manifolds, galois theory, some algebraic topology, and some representation theory. I have only physics 101 ...
- 6,367
11
votes
2
answers
914
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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
...
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2
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2k
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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 ...
- 7,817
2
votes
1
answer
394
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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 ...
- 12.6k
4
votes
1
answer
243
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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:
...
- 3,068
4
votes
1
answer
237
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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, ...
- 929
1
vote
0
answers
90
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Proving that a model exhibits either a first or second order phase transition
Motivating example:
Take the (wired) random cluster model $\phi^1_{p,q}$ with parameter $q$ (see http://arxiv.org/abs/1707.00520 for an introduction).
It is now known on $\mathbb{Z}^2$ that it has a ...
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