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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
3
votes
Accepted
Is Nelson-Symanzik positivity compatible with fermionic statistics?
Since the product of real numbers is commutative, for any permutation $\sigma$,
$$
\int_{S'}\phi(f_{\sigma(1)})\cdots\phi(f_{\sigma(n)})\ d\mu(\phi)=
\int_{S'}\phi(f_{1})\cdots\phi(f_{n})\ d\mu(\phi)
…
5
votes
Accepted
(Lattice approximation) Does UV stability lead to continuum limit of a subsequence?
I am not aware of a theorem which has UV stability as a hypothesis and delivers the construction of a continuum limit, even modulo taking subsequences.
UV stability is just a combination of suitable u …
4
votes
How to calculate an integral over the complex unit sphere
My formula in the comment for $\|z\|=1$, was obtained as follows.
First note that the integral is well defined in $[0,\infty]$, and by monotone convergence, is given by
$$
\int_{S^{2n-1}}\frac{1}{|1-\ …
2
votes
Accepted
Reference request: Gaussian measures on duals of nuclear spaces
There is a choice to be made here: working with Banach spaces or with spaces of distributions like $\mathscr{S}'(\mathbb{R}^d)$. There are pros and cons for each of these two settings.
Let me stick to …
21
votes
Determinant of the random matrix $X^2+Y^2$
This is easy to do using a graphical calculus for contractions of old-fashioned tensors. See this recent article for an example of application of such techniques and hopefully useful references.
Here …
4
votes
Expectation of a function of two entries of an isotropic unit vector $\mathbb{E}_{\mathbf{w}...
This is easy to compute using techniques from perturbative quantum field theory, i.e., Wick's Theorem (due to Isserlis) for moments of Gaussian measures.
Consider
$$
(2\pi)^{-\frac{p}{2}}\int_{\mathbb …
4
votes
"Practical" use of time-continuous stochastic processes like Wiener process or Poisson (poin...
I could add a couple things to the already existing good answers.
Continuous time processes are not that bad/that much more difficult to define or to simulate numerically in practice. For a Markov ch …
56
votes
Accepted
What is a cumulant really?
Cumulants have many other names depending on the context (statistics, quantum field theory, statistical mechanics,...): seminvariants, truncated correlation functions, connected correlation functions, …
33
votes
Integration of a function over 7-sphere
The result is
$$
I(k)=\frac{2\pi^4\ \Gamma\left(\frac{k}{2}+1\right)\Gamma\left(\frac{k}{2}+2\right)}{\Gamma(k+4)}\ ,
$$
which can be simplified a bit more using the Legendre Duplication Formula.
More …
4
votes
Accepted
Bochner-Minlos for moment-generating functions?
While waiting for more context around the question, one can already mention the main definitions and tools for this topic.
I will assume the space on which these probability measures live is the space …
8
votes
Accepted
How do you know that you have succeeded-Constructive Quantum Field Theory and Lagrangian
The axioms don't tell you what theory you constructed. For that you need to go beyond the construction of correlation functions of the elementary field $\phi$ (the basic chapter on renormalization in …
5
votes
Accepted
A set of questions on continuous Gaussian Free Fields (GFF)
Essentially, what is asked is the continuation of my previous MO answer
Reformulation - Construction of thermodynamic limit for GFF
and the solution of the exercise I mentioned at the end of that answ …
4
votes
Accepted
Reformulation - Construction of thermodynamic limit for GFF
For $x\in\mathbb{Z}^d$ I will denote by $\bar{x}$ the corresponding equivalence class in the discrete finite torus $\Lambda_{L}=\mathbb{Z}^d/L\mathbb{Z}^d$.
I will view a field $\phi\in\mathbb{R}^{\La …
3
votes
Accepted
Connections between two constructions of infinite dimensional Gaussian measures
The source of the confusion is not saying explicitly what are the sets and $\sigma$-algebras the measures are supposed to be on. For example, a sentence like ''By Kolmogorov's Extension Theorem, there …
30
votes
A roadmap to Hairer's theory for taming infinities
Let me comment on points 4) and 5). The problem with infinities in QFT or traditional equilibrium statistical field theory
is related to the one addressed by Martin's theory but there are some differe …