All Questions
5 questions
3
votes
0
answers
112
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Conditional expectation with respect to paths of a Markov jump process
I'm having some trouble detangeling how the conditional expectation in equation (2.13) in the article https://arxiv.org/abs/cond-mat/9811220 (Lebowitz, Spohn) is defined.
The context is as follows: ...
6
votes
2
answers
912
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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. ...
4
votes
0
answers
264
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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 ...
7
votes
1
answer
296
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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 ...
7
votes
2
answers
404
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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 ...