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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) …
Abdelmalek Abdesselam's user avatar
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 …
Abdelmalek Abdesselam's user avatar
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-\ …
Abdelmalek Abdesselam's user avatar
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 …
Abdelmalek Abdesselam's user avatar
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 …
Abdelmalek Abdesselam's user avatar
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 …
Abdelmalek Abdesselam's user avatar
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 …
Abdelmalek Abdesselam's user avatar
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 …
Abdelmalek Abdesselam's user avatar
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 …
Abdelmalek Abdesselam's user avatar
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 …
Abdelmalek Abdesselam's user avatar
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 …
Abdelmalek Abdesselam's user avatar
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 …
Abdelmalek Abdesselam's user avatar
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 …
Abdelmalek Abdesselam's user avatar
1 vote

Thermodynamic limit and Gaussian measures

Not quite an answer (because I still don't understand the question) but too long for a comment. Take the following very simple example where the $\varphi_{x}$ are iid $\mathscr{N}(0,1)$ random variab …
Abdelmalek Abdesselam's user avatar
2 votes

Gaussian measure on function spaces

Just a quick answer for now. I would need to read carefully the definitions in the paper to be more precise. In general you need the Bochner-Minlos Theorem which says there is a unique probability me …
Abdelmalek Abdesselam's user avatar

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