All Questions
Tagged with pr.probability mp.mathematical-physics
158 questions
5
votes
0
answers
127
views
First return time in an interval for N particles rotating on the circle at constant random speeds
Here is my problem: draw N velocities $v_1,v_2,\dots,v_n$ in $[-\pi,\pi]^N$ from some measure (Haar measure of uniform independent for simplicity) and make $N$ particles rotate around the circle with ...
1
vote
2
answers
949
views
How to evaluate the wiener measure of sets?
I would like to understand how the Wiener measure of some simple sets can be evaluated.
I will sketch the construction of Wiener measure I have in mind:
We denote the one point compactification of $\...
- 675
11
votes
2
answers
2k
views
Free Boson Correlator $ \langle X(z)X(w) \rangle =- \ln |z - w| $
In physics papers, the massless free boson has a definition involving an action:
$$ S(X) = \frac{1}{8\pi} \int d\sigma^2\, \partial X \overline{\partial X}$$
The random functions $X(z)$ are ...
- 22.8k
6
votes
2
answers
912
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. ...
- 161
2
votes
0
answers
192
views
Diffusion equation on mixing of diffusing particles
I am trying to study mixing of diffusing particles like it was done by E. Ben-Naim On the Mixing of Diffusing Particles.
The picture below shows the idea how permutations and inversion numbers reflect ...
1
vote
2
answers
415
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 $\phi\in\{-u+...
- 1,805
0
votes
0
answers
257
views
Sum over a product of binomial coefficients related to a collision problem
I am working on a certain collision problem. The probability of forming $j$ particles upon collision of $m$ and $n$ particles is given by the following equation:
$$R\left(n,m,j\right)=\sum_{k=0}^{n}...
- 1
1
vote
1
answer
711
views
Stokes-Einstein rotational diffusion and vector orientation time
The Stokes-Einstein rotational diffusion relation tells us that we can write down a rotational diffusion coefficient for a sphere as:
$D_r \approx \frac{k_B T}{\zeta_f} \approx \frac{k_B T}{(8 \pi \...
- 13
8
votes
3
answers
2k
views
References request: constructive quantum field theory
I am taking a course this semester on QFT, which deals much with constructive quantum field theory. Some of its topics so far involve relationships between non-Gaussian probability measures,Feynman ...
- 663
1
vote
0
answers
1k
views
What is the characteristic functional for Brownian motion on a sphere?
I'm a physicist, somewhat familiar with stochastic processes, but I'm a little unsure of what follows. What I basically have is a complicated quantity involving a vector that is equivalent to ...
- 111
2
votes
1
answer
566
views
Expected value of $(1 - X)^{-2} $ over Haar measure of the unitary group, $X \in U(N)$
Let $\lambda_1, \dots, \lambda_n$ be the eigenvalues of a random Unitary matrix. I am interested in the expected value:
$$\mathbb{E}_{X \in U(N)}\left[ \prod_{i=1}^n \frac{1}{(1 - \lambda_i)^2}\...
- 22.8k
7
votes
0
answers
627
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 ...
- 23.2k
2
votes
1
answer
245
views
Probability measures on $L^p$
Let $(X,\mathcal X,\mu)$ be a fixed measure space, and suppose that $\mu$ is stationary and ergodic with respect to the (left) action of a topological group $G$. Stationarity means that $\mu = g_* \mu ...
- 8,512
0
votes
0
answers
208
views
Brownian particles in a box: the probability that a sphere (of some radius) centered on a particle only contains one particle for a duration of time
Imagine I have a set of $(s_1,...,s_N) \in S$ Brownian particles in a box of sidelength $L$, each with the same coefficient of diffusion $D$. We fix one particle at the center of the box, and draw a ...
4
votes
1
answer
645
views
Path integrals for stochastic equations
Does there exist a rigorous mathematical proof for path integral representations given in the physics literature? See for example
http://arxiv.org/abs/hep-ph/9912209v1
For imaginary time rigorous ...
- 31
0
votes
1
answer
369
views
How to calculate eigenvalue density function of $XX^\dagger$ from the density function of X
Let X be a complex random matrix, which has the probability function (drawn from the ensemble) V($XX^\dagger$), where V(x) is some function which guaranties good behavior at infinity. Note the unitary ...
6
votes
0
answers
398
views
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 ...
- 22.8k
3
votes
2
answers
941
views
Probability distribution for two-state system that depends on residence time
I am a statistical physicist, and I've come across a problem that I don't know how to solve. I believe my issue lies with how to formulate it mathematically. I'd be very grateful for any assistance, ...
- 33
1
vote
1
answer
505
views
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 ...
- 8,512
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 ...
- 8,512
22
votes
3
answers
6k
views
What is quantum Brownian motion?
It seems that the current state of quantum Brownian motion is ill-defined. The best survey I can find is this one by László Erdös, but the closest the quantum Brownian motion comes to appearing is in ...
- 8,512
1
vote
1
answer
835
views
From Brownian Motion to the Heat Equation
Consider a set of N balls that start at the origin. In a given unit of time, $\delta t$, the balls have a probability $p = 0.5$ of jumping a distance $\delta x$ to the right, and the same probability ...
- 593
6
votes
0
answers
262
views
Given that a conditional measure is Gaussian, how bad can the original measure be?
Let $X$ and $Y$ be Banach spaces, and let $\varphi : X \to Y$ be a continuous linear map. Suppose that $\mathbb P$ is a probability measure on $X$ which satisfies the continuous disintegration ...
- 8,512
4
votes
2
answers
2k
views
Eigenvalues of random Hamiltonian matrices
A real $2n\times 2n$ Hamiltonian matrix has the general form
$$H=\begin{pmatrix}
A & B \cr
C & -A^T
\end{pmatrix}
$$
where $A$, $B$ and $C$ are $n\times n$ matrices, and $B$ and $C$ are ...
- 1,038
15
votes
1
answer
660
views
Which limit to take as a key applied math decision
The Borel-Kolmogorov paradox refers to situations where non-uniqueness in the notion of conditioning on a set of measure zero leads to apparent contradictions. As a formal matter, one requires ...
10
votes
2
answers
2k
views
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 ...
- 8,512
11
votes
1
answer
1k
views
Integration over the orthogonal group
Let $O(N)$ be the orthogonal group, and $a,b,c\in\mathbb N$. The question is:
$$\int_{O(N)}U_{11}^aU_{22}^bU_{33}^cdU=?$$
This is quite a tricky question:
(1) The first thought would go to ...
- 1,363
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 ...
5
votes
1
answer
437
views
Stationary, ergodic measures from the structuralist point of view
Stationary, ergodic measures are a class of objects very familiar to probabilists. In a sense, these are the weakest generalization of the classic case of independent, identically distributed random ...
- 8,512
8
votes
1
answer
527
views
A q,t-extension of Plancherel Measure thru Yang-Mills Theory ?
Buried in the physics paper by Nekrasov and Okounkov, a strange identity is proven:
$$ \prod_{n > 0} (1 - q^n)^{\mu^2-1} = \sum_{\mathbf{k}} q^{|\mathbf{k}|} \prod_{\square \in k} \left( 1 - \frac{\...
- 22.8k
6
votes
0
answers
411
views
Birth-Death Process associated with Orthogonal Polynomials
I have read in various places the following objects are related:
orthogonal polynomials
birth-death processes
Lattice paths
continued fractions
After a lot of searching online, I found sketches ...
- 22.8k
36
votes
0
answers
2k
views
Correspondence between eigenvalue distributions of random unitary and random orthogonal matrices
In the course of a physics problem (arXiv:1206.6687), I stumbled on a curious correspondence between the eigenvalue distributions of the matrix product $U\bar{U}$, with $U$ a random unitary matrix and ...
- 188k
6
votes
1
answer
844
views
Random geometries
Let $M$ be a smooth $n$-dimensional manifold, and let $FM = GL(M)$ indicate its tangent frame bundle. Let $G$ be a fixed linear subgroup of $GL(n)$, and consider the space $\mathcal S$ of all $G$-...
- 8,512
5
votes
2
answers
808
views
Blow-up for the quasilinear heat equation $u_t= u \ u_{x x}$ or the related $w_t= \left(w_x e^w\right)_x$
What kind of approaches can be used to study the following quasilinear parabolic pde
for a scalar function $u=u(x,t)$ ?
$$
u_t= u \ u_{x x}
$$
The physical problem where this pde comes from dictates ...
- 141
3
votes
0
answers
188
views
Does the existence of an asymtpotic density imply the existence of a measure on infinite dimensional (path) space?
This question is related to the following question
Question about a Limit of Gaussian Integrals and how it relates to Path Integration (if at all)?
A couple of authors have observed that composing a ...
- 265
3
votes
0
answers
134
views
SOS model - height
Let $\Lambda_n = \{ -n,\ldots,n\}^2$ and let $\{X_i\}_{i\in \Lambda_n}$ be the family of $\mathbb{R}$-valued of random variables with the density proportional to
$\exp(-\sum_{i\sim j} |X_i - X_j|),$
...
- 1,491
4
votes
3
answers
643
views
Traceless GUE : Four Centered Fermions
The proof of the Wigner Semicircle Law comes from studying the GUE Kernel
$$ 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!} ...
- 22.8k
8
votes
1
answer
993
views
Path integral and harmonic oscillator
Maybe this is not a research level question. I post it because I heard that the path integral can be rigorous by Brownian motion. But my knowledge of probability is so limited.
If $$L=\frac{1}{2}(-\...
21
votes
2
answers
2k
views
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 ...
- 24.9k
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(\...
1
vote
0
answers
215
views
Has this process been studied?
Take a Poisson process on $\mathbb{R}$ with intensity given by Lebesgue measure. Think of this as the measure $d\mu=\sum_{n} \delta(t-\xi_n )dt$ where $\xi_n$ are the points of the process. Now ...
- 1,471
13
votes
7
answers
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 ...
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
19
votes
1
answer
1k
views
Horst Knörrer's Permutation Cancellation Problem
The Problem:
The following question of Horst Knörrer is a sort of toy problem coming from mathematical physics.
Let $x_1, x_2, \dots, x_n$ and $y_1,y_2,\dots, y_n$ be two sets of real numbers.
We ...
- 24.7k
11
votes
1
answer
1k
views
Question about a Limit of Gaussian Integrals and how it relates to Path Integration (if at all)?
I have come across a limit of Gaussian integrals in the literature and am wondering if this is a well known result.
The background for this problem comes from the composition of Brownian motion and ...
- 265
0
votes
1
answer
915
views
Can you interpret this divergent integral?
In this ArXiv paper by Wilk and Wlodarczyk (published in Physical Review Letters), equation 16 has essentially the following definition of a function:
$$\text{f(x)=}\frac{c}{2Dx^2}\exp[\int^x_0 \frac{\...
- 33
2
votes
0
answers
1k
views
Can we pass to the limit in Poincaré-Jaynes-Bretthorst interpolation and deconvolution?
In Science and Hypothesis, chapter XI, The calculus of probabilities, Henri Poincaré deals informally with the fundamental problem of interpolation. He concludes (see http://ia600308.us.archive.org/21/...
4
votes
1
answer
782
views
A simple problem in markov chains
I'm trying to understand a 1954 paper of Kubo intitled "Note on the stochastic theory of resonance absorption". The specific problem can be stated mathematically as follows: let $X(t)$ be a random ...
3
votes
0
answers
229
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 \sum_{(...
- 2,252
4
votes
3
answers
1k
views
Imaginary exponential functional of Brownian motion
Thanks to the work by M. Yor and colleagues, much is known about the following exponential of Brownian motion:
$X= \int_0^{\infty}{\rm d}t \ e^{-t + g \ B(t)}$
where $g$ is a real scale parameter.
...
- 141