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Brownian particles with electrostatic repulsion on the circle : Dyson’s model for unitary random matrices revisited

Emmanuel Cépa, Dominique Lépingle (2001)

ESAIM: Probability and Statistics

The brownian motion model introduced by Dyson [7] for the eigenvalues of unitary random matrices N × N is interpreted as a system of N interacting brownian particles on the circle with electrostatic inter-particles repulsion. The aim of this paper is to define the finite particle system in a general setting including collisions between particles. Then, we study the behaviour of this system when the number of particles N goes to infinity (through the empirical measure process). We prove that a limiting...

Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited

Emmanuel Cépa, Dominique Lépingle (2010)

ESAIM: Probability and Statistics

The Brownian motion model introduced by Dyson [7] for the eigenvalues of unitary random matrices N x N is interpreted as a system of N interacting Brownian particles on the circle with electrostatic inter-particles repulsion. The aim of this paper is to define the finite particle system in a general setting including collisions between particles. Then, we study the behaviour of this system when the number of particles N goes to infinity (through the empirical measure process). We prove...

Bulk superconductivity in Type II superconductors near the second critical field

Soren Fournais, Bernard Helffer (2010)

Journal of the European Mathematical Society

We consider superconductors of Type II near the transition from the ‘bulk superconducting’ to the ‘surface superconducting’ state. We prove a new L estimate on the order parameter in the bulk, i.e. away from the boundary. This solves an open problem posed by Aftalion and Serfaty [AS].

Canonical distributions and phase transitions

K.B. Athreya, J.D.H. Smith (2000)

Discussiones Mathematicae Probability and Statistics

Entropy maximization subject to known expected values is extended to the case where the random variables involved may take on positive infinite values. As a result, an arbitrary probability distribution on a finite set may be realized as a canonical distribution. The Rényi entropy of the distribution arises as a natural by-product of this realization. Starting with the uniform distributionon a proper subset of a set, the canonical distribution of equilibriumstatistical mechanics may be used to exhibit...

Capacity bounds for the CDMA system and a neural network: a moderate deviations approach

Matthias Löwe, Franck Vermet (2009)

ESAIM: Probability and Statistics

We study two systems that are based on sums of weakly dependent Bernoulli random variables that take values ± 1 with equal probabilities. We show that already one step of the so-called soft decision parallel interference cancellation, used in the third generation of mobile telecommunication CDMA, is able to considerably increase the number of users such a system can host. We also consider a variant of the well-known Hopfield model of neural networks. We show that this variant proposed by Amari...

Cavity method in the spherical SK model

Dmitry Panchenko (2009)

Annales de l'I.H.P. Probabilités et statistiques

We develop a cavity method for the spherical Sherrington–Kirkpatrick model at high temperature and small external field. As one application we compute the limit of the covariance matrix for fluctuations of the overlap and magnetization.

Central Limit Theorem for Diffusion Processes in an Anisotropic Random Environment

Ernest Nieznaj (2005)

Bulletin of the Polish Academy of Sciences. Mathematics

We prove the central limit theorem for symmetric diffusion processes with non-zero drift in a random environment. The case of zero drift has been investigated in e.g. [18], [7]. In addition we show that the covariance matrix of the limiting Gaussian random vector corresponding to the diffusion with drift converges, as the drift vanishes, to the covariance of the homogenized diffusion with zero drift.

Characterization of equilibrium measures for critical reversible Nearest Particle Systems

Thomas Mountford, Li Wu (2008)

Open Mathematics

We show that for critical reversible attractive Nearest Particle Systems all equilibrium measures are convex combinations of the upper invariant equilibrium measure and the point mass at all zeros, provided the underlying renewal sequence possesses moments of order strictly greater than 7 + 41 2 and obeys some natural regularity conditions.

Choosing Hydrodynamic Fields

J. W. Dufty, J. J. Brey (2011)

Mathematical Modelling of Natural Phenomena

Continuum mechanics (e.g., hydrodynamics, elasticity theory) is based on the assumption that a small set of fields provides a closed description on large space and time scales. Conditions governing the choice for these fields are discussed in the context of granular fluids and multi-component fluids. In the first case, the relevance of temperature or energy as a hydrodynamic field is justified. For mixtures, the use of a total temperature and single...

Cluster continuous time random walks

Agnieszka Jurlewicz, Mark M. Meerschaert, Hans-Peter Scheffler (2011)

Studia Mathematica

In a continuous time random walk (CTRW), a random waiting time precedes each random jump. The CTRW model is useful in physics, to model diffusing particles. Its scaling limit is a time-changed process, whose densities solve an anomalous diffusion equation. This paper develops limit theory and governing equations for cluster CTRW, in which a random number of jumps cluster together into a single jump. The clustering introduces a dependence between the waiting times and jumps that significantly affects...

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