Download or read book On Mesoscopic Equilibrium for Linear Statistics in Dyson s Brownian Motion written by Maurice Duits and published by American Mathematical Soc.. This book was released on 2018-10-03 with total page 118 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper the authors study mesoscopic fluctuations for Dyson's Brownian motion with β=2 . Dyson showed that the Gaussian Unitary Ensemble (GUE) is the invariant measure for this stochastic evolution and conjectured that, when starting from a generic configuration of initial points, the time that is needed for the GUE statistics to become dominant depends on the scale we look at: The microscopic correlations arrive at the equilibrium regime sooner than the macrosopic correlations. The authors investigate the transition on the intermediate, i.e. mesoscopic, scales. The time scales that they consider are such that the system is already in microscopic equilibrium (sine-universality for the local correlations), but have not yet reached equilibrium at the macrosopic scale. The authors describe the transition to equilibrium on all mesoscopic scales by means of Central Limit Theorems for linear statistics with sufficiently smooth test functions. They consider two situations: deterministic initial points and randomly chosen initial points. In the random situation, they obtain a transition from the classical Central Limit Theorem for independent random variables to the one for the GUE.
Download or read book A Dynamical Approach to Random Matrix Theory written by László Erdős and published by American Mathematical Soc.. This book was released on 2017-08-30 with total page 226 pages. Available in PDF, EPUB and Kindle. Book excerpt: A co-publication of the AMS and the Courant Institute of Mathematical Sciences at New York University This book is a concise and self-contained introduction of recent techniques to prove local spectral universality for large random matrices. Random matrix theory is a fast expanding research area, and this book mainly focuses on the methods that the authors participated in developing over the past few years. Many other interesting topics are not included, and neither are several new developments within the framework of these methods. The authors have chosen instead to present key concepts that they believe are the core of these methods and should be relevant for future applications. They keep technicalities to a minimum to make the book accessible to graduate students. With this in mind, they include in this book the basic notions and tools for high-dimensional analysis, such as large deviation, entropy, Dirichlet form, and the logarithmic Sobolev inequality. This manuscript has been developed and continuously improved over the last five years. The authors have taught this material in several regular graduate courses at Harvard, Munich, and Vienna, in addition to various summer schools and short courses. Titles in this series are co-published with the Courant Institute of Mathematical Sciences at New York University.
Download or read book Equilibrium and Non equilibrium Statistical Mechanics written by Carolyn M. Van Vliet and published by World Scientific. This book was released on 2008 with total page 987 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book encompasses our current understanding of the ensemble approach to many-body physics, phase transitions and other thermal phenomena, as well as the quantum foundations of linear response theory, kinetic equations and stochastic processes. It is destined to be a standard text for graduate students, but it will also serve the specialist-researcher in this fascinating field; some more elementary topics have been included in order to make the book self-contained.The historical methods of J Willard Gibbs and Ludwig Boltzmann, applied to the quantum description rather than phase space, are featured. The tools for computations in the microcanonical, canonical and grand-canonical ensembles are carefully developed and then applied to a variety of classical and standard quantum situations. After the language of second quantization has been introduced, strongly interacting systems, such as quantum liquids, superfluids and superconductivity, are treated in detail. For the connoisseur, there is a section on diagrammatic methods and applications.In the second part dealing with non-equilibrium processes, the emphasis is on the quantum foundations of Markovian behaviour and irreversibility via the Pauli-Van Hove master equation. Justifiable linear response expressions and the quantum-Boltzmann approach are discussed and applied to various condensed matter problems. From this basis the Onsager-Casimir relations are derived, together with the mesoscopic master equation, the Langevin equation and the Fokker-Planck truncation procedure. Brownian motion and modern stochastic problems such as fluctuations in optical signals and radiation fields briefly make the round.
Download or read book Equilibrium Statistical Physics written by Michael Plischke and published by World Scientific. This book was released on 1994 with total page 540 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook concentrates on modern topics in statistical physics with an emphasis on strongly interacting condensed matter systems. The book is self-contained and is suitable for beginning graduate students in physics and materials science or undergraduates who have taken an introductory course in statistical mechanics. Phase transitions and critical phenomena are discussed in detail including mean field and Landau theories and the renormalization group approach. The theories are applied to a number of interesting systems such as magnets, liquid crystals, polymers, membranes, interacting Bose and Fermi fluids; disordered systems, percolation and spin of equilibrium concepts are also discussed. Computer simulations of condensed matter systems by Monte Carlo-based and molecular dynamics methods are treated.
Download or read book Eigenvalue Distribution of Large Random Matrices written by Leonid Andreevich Pastur and published by American Mathematical Soc.. This book was released on 2011 with total page 650 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random matrix theory is a wide and growing field with a variety of concepts, results, and techniques and a vast range of applications in mathematics and the related sciences. The book, written by well-known experts, offers beginners a fairly balanced collection of basic facts and methods (Part 1 on classical ensembles) and presents experts with an exposition of recent advances in the subject (Parts 2 and 3 on invariant ensembles and ensembles with independent entries). The text includes many of the authors' results and methods on several main aspects of the theory, thus allowing them to present a unique and personal perspective on the subject and to cover many topics using a unified approach essentially based on the Stieltjes transform and orthogonal polynomials. The exposition is supplemented by numerous comments, remarks, and problems. This results in a book that presents a detailed and self-contained treatment of the basic random matrix ensembles and asymptotic regimes. This book will be an important reference for researchers in a variety of areas of mathematics and mathematical physics. Various chapters of the book can be used for graduate courses; the main prerequisite is a basic knowledge of calculus, linear algebra, and probability theory.
Download or read book Quantum Field Theory of Non equilibrium States written by Jørgen Rammer and published by Cambridge University Press. This book was released on 2011-03-03 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantum field theory is the application of quantum mechanics to systems with infinitely many degrees of freedom. This 2007 textbook presents quantum field theoretical applications to systems out of equilibrium. It introduces the real-time approach to non-equilibrium statistical mechanics and the quantum field theory of non-equilibrium states in general. It offers two ways of learning how to study non-equilibrium states of many-body systems: the mathematical canonical way and an easy intuitive way using Feynman diagrams. The latter provides an easy introduction to the powerful functional methods of field theory, and the use of Feynman diagrams to study classical stochastic dynamics is considered in detail. The developed real-time technique is applied to study numerous phenomena in many-body systems. Complete with numerous exercises to aid self-study, this textbook is suitable for graduate students in statistical mechanics and condensed matter physics.
Download or read book Statistics of Extremes written by E. J. Gumbel and published by Courier Corporation. This book was released on 2012-04-27 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: This classic text covers order statistics and their exceedances; exact distribution of extremes; the 1st asymptotic distribution; uses of the 1st, 2nd, and 3rd asymptotes; more. 1958 edition. Includes 44 tables and 97 graphs.
Download or read book Topics in Random Matrix Theory written by Terence Tao and published by American Mathematical Society. This book was released on 2023-08-24 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: The field of random matrix theory has seen an explosion of activity in recent years, with connections to many areas of mathematics and physics. However, this makes the current state of the field almost too large to survey in a single book. In this graduate text, we focus on one specific sector of the field, namely the spectral distribution of random Wigner matrix ensembles (such as the Gaussian Unitary Ensemble), as well as iid matrix ensembles. The text is largely self-contained and starts with a review of relevant aspects of probability theory and linear algebra. With over 200 exercises, the book is suitable as an introductory text for beginning graduate students seeking to enter the field.
Download or read book Scale Invariance written by Annick LESNE and published by Springer Science & Business Media. This book was released on 2011-11-04 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt: During a century, from the Van der Waals mean field description (1874) of gases to the introduction of renormalization group (RG techniques 1970), thermodynamics and statistical physics were just unable to account for the incredible universality which was observed in numerous critical phenomena. The great success of RG techniques is not only to solve perfectly this challenge of critical behaviour in thermal transitions but to introduce extremely useful tools in a wide field of daily situations where a system exhibits scale invariance. The introduction of scaling, scale invariance and universality concepts has been a significant turn in modern physics and more generally in natural sciences. Since then, a new "physics of scaling laws and critical exponents", rooted in scaling approaches, allows quantitative descriptions of numerous phenomena, ranging from phase transitions to earthquakes, polymer conformations, heartbeat rhythm, diffusion, interface growth and roughening, DNA sequence, dynamical systems, chaos and turbulence. The chapters are jointly written by an experimentalist and a theorist. This book aims at a pedagogical overview, offering to the students and researchers a thorough conceptual background and a simple account of a wide range of applications. It presents a complete tour of both the formal advances and experimental results associated with the notion of scaling, in physics, chemistry and biology.
Download or read book Time Changes of the Brownian Motion Poincar Inequality Heat Kernel Estimate and Protodistance written by Jun Kigami and published by American Mathematical Soc.. This book was released on 2019-06-10 with total page 118 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper, time changes of the Brownian motions on generalized Sierpinski carpets including n-dimensional cube [0,1]n are studied. Intuitively time change corresponds to alteration to density of the medium where the heat flows. In case of the Brownian motion on [0,1]n, density of the medium is homogeneous and represented by the Lebesgue measure. The author's study includes densities which are singular to the homogeneous one. He establishes a rich class of measures called measures having weak exponential decay. This class contains measures which are singular to the homogeneous one such as Liouville measures on [0,1]2 and self-similar measures. The author shows the existence of time changed process and associated jointly continuous heat kernel for this class of measures. Furthermore, he obtains diagonal lower and upper estimates of the heat kernel as time tends to 0. In particular, to express the principal part of the lower diagonal heat kernel estimate, he introduces “protodistance” associated with the density as a substitute of ordinary metric. If the density has the volume doubling property with respect to the Euclidean metric, the protodistance is shown to produce metrics under which upper off-diagonal sub-Gaussian heat kernel estimate and lower near diagonal heat kernel estimate will be shown.
Download or read book Dissertation Abstracts International written by and published by . This book was released on 2007 with total page 902 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Semiclassical and Stochastic Gravity written by Bei-Lok B. Hu and published by Cambridge University Press. This book was released on 2020-03-05 with total page 615 pages. Available in PDF, EPUB and Kindle. Book excerpt: An overview of semi-classical gravity theory and stochastic gravity as theories of quantum gravity in curved space-time.
Download or read book Logarithmic Combinatorial Structures written by Richard Arratia and published by European Mathematical Society. This book was released on 2003 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explains similarities in asymptotic behavior as the result of two basic properties shared by the structures: the conditioning relation and the logarithmic condition. The discussion is conducted in the language of probability, enabling the theory to be developed under rather general and explicit conditions; for the finer conclusions, Stein's method emerges as the key ingredient.
Download or read book An Introduction to Random Matrices written by Greg W. Anderson and published by Cambridge University Press. This book was released on 2010 with total page 507 pages. Available in PDF, EPUB and Kindle. Book excerpt: A rigorous introduction to the basic theory of random matrices designed for graduate students with a background in probability theory.
Download or read book The Fokker Planck Equation written by Hannes Risken and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 486 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first textbook to include the matrix continued-fraction method, which is very effective in dealing with simple Fokker-Planck equations having two variables. Other methods covered are the simulation method, the eigen-function expansion, numerical integration, and the variational method. Each solution is applied to the statistics of a simple laser model and to Brownian motion in potentials. The whole is rounded off with a supplement containing a short review of new material together with some recent references. This new study edition will prove to be very useful for graduate students in physics, chemical physics, and electrical engineering, as well as for research workers in these fields.
Download or read book On Three Levels written by Mark Fannes and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 467 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the proceedings of a five-day NATO Advanced Research Workshop "On Three Levels, the mathematical physics of micro-, meso-, and macro phenomena," conducted from July 19 to 23 in Leuven, Belgium. The main purpose of the workshop was to bring together and to confront where relevant, classical and quantum approaches in the rigorous study of the relation between the various levels of physical description. The reader will find here discussions on a variety of topics involving a broad range of scales. For the micro-level, contributions are presented on models of reaction-diffusion pro cesses, quantum groups and quantum spin systems. The reports on quantum disorder, the quantum Hall effect, semi-classical approaches of wave mechanics and the random Schrodinger equation can be situated on the meso-level. Discussions on macroscopic quantum effects and large scale fluctuations are dealing with the macroscopic level of description. These three levels are however not independent and emphasis is put on relating these scales of description. This is especially the case for the contributions on kinetic and hydrodynamicallimits, the discussions on large deviations and the strong and weak coupling limits. The advisory board was composed of J.L. Lebowitz, J.T. Lewis and E.H. Lieb. The organizing committee was formed by Ph.A. Martin, G.L. Sewell, E.R. Speer and A.
Download or read book Multiscale Problems in the Life Sciences written by Jacek Banasiak and published by Springer. This book was released on 2008-04-08 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this volume that presents lectures given at a joint CIME and Banach Center Summer School, is to offer a broad presentation of a class of updated methods providing a mathematical framework for the development of a hierarchy of models of complex systems in the natural sciences, with a special attention to biology and medicine. Mastering complexity implies sharing different tools requiring much higher level of communication between different mathematical and scientific schools, for solving classes of problems of the same nature. Today more than ever, one of the most important challenges derives from the need to bridge parts of a system evolving at different time and space scales, especially with respect to computational affordability. As a result the content has a rather general character; the main role is played by stochastic processes, positive semigroups, asymptotic analysis, kinetic theory, continuum theory, and game theory.
