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136 result(s) for "interacting random processes"
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Entropy and the quantum II : Arizona School of Analysis with Applications, March 15-19, 2010, University of Arizona
The goal of the Entropy and the Quantum schools has been to introduce young researchers to some of the exciting current topics in mathematical physics. These topics often involve analytic techniques that can easily be understood with a dose of physical intuition. In March of 2010, four beautiful lectures were delivered on the campus of the University of Arizona. They included Isoperimetric Inequalities for Eigenvalues of the Laplacian by Rafael Benguria, Universality of Wigner Random Matrices by Laszlo Erdos, Kinetic Theory and the Kac Master Equation by Michael Loss, and Localization in Disordered Media by Gunter Stolz. Additionally, there were talks by other senior scientists and a number of interesting presentations by junior participants. The range of the subjects and the enthusiasm of the young speakers are testimony to the great vitality of this field, and the lecture notes in this volume reflect well the diversity of this school.
Unimodularity in Randomly Generated Graphs
This volume contains the proceedings of the AMS Special Session on Unimodularity in Randomly Generated Graphs, held from October 8-9, 2016, in Denver, Colorado. Unimodularity, a term initially used in locally compact topological groups, is one of the main examples in which the generalization from groups to graphs is successful. The \"randomly generated graphs\", which include percolation graphs, random Erdős-Rényi graphs, and graphings of equivalence relations, are much easier to describe if they result as random objects in the context of unimodularity, with respect to either a vertex-transient \"host\"-graph or a probability measure. This volume tries to give an impression of the various fields in which the notion currently finds strong development and application: percolation theory, point processes, ergodic theory, and dynamical systems.
Unimodularity in randomly generated graphs : AMS Special Session Unimodularity in Randomly Generated Graphs, October 8-9, 2016, Denver, Colorado
This volume contains the proceedings of the AMS Special Session on Unimodularity in Randomly Generated Graphs, held from October 8-9, 2016, in Denver, Colorado.Unimodularity, a term initially used in locally compact topological groups, is one of the main examples in which the generalization from groups to graphs is successful. The ``randomly generated graphs'', which include percolation graphs, random Erdos-Renyi graphs, and graphings of equivalence relations, are much easier to describe if they result as random objects in the context of unimodularity, with respect to either a vertex-transient ``host''-graph or a probability measure.This volume tries to give an impression of the various fields in which the notion currently finds strong development and application: percolation theory, point processes, ergodic theory, and dynamical systems.
UNIVERSALITY FOR LANGEVIN-LIKE SPIN GLASS DYNAMICS
We study dynamics for asymmetric spin glass models, proposed by Hertz et al. and Sompolinsky et al. in the 1980’s in the context of neural networks: particles evolve via a modified Langevin dynamics for the Sherrington–Kirkpatrick model with soft spins, whereby the disorder is i.i.d. standard Gaussian rather than symmetric. Ben Arous and Guionnet (Probab. Theory Related Fields 102 (1995) 455–509), followed by Guionnet (Probab. Theory Related Fields 109 (1997) 183–215), proved for Gaussian interactions that as the number of particles grows, the short-term empirical law of this dynamics converges a.s. to a nonrandom law μ ★ of a “self-consistent single spin dynamics,” as predicted by physicists. Here we obtain universality of this fact: For asymmetric disorder given by i.i.d. variables of zero mean, unit variance and exponential or better tail decay, at every temperature, the empirical law of sample paths of the Langevin-like dynamics in a fixed time interval has the same a.s. limit μ ★.
Dynamics for Spherical Spin Glasses: Disorder Dependent Initial Conditions
We derive the thermodynamic limit of the empirical correlation and response functions in the Langevin dynamics for spherical mixed p -spin disordered mean-field models, starting uniformly within one of the spherical bands on which the Gibbs measure concentrates at low temperature for the pure p -spin models and mixed perturbations of them. We further relate the large time asymptotics of the resulting coupled non-linear integro-differential equations, to the geometric structure of the Gibbs measures (at low temperature), and derive their FDT solution (at high temperature).
LARGE DEVIATION PROPERTIES OF WEAKLY INTERACTING PROCESSES VIA WEAK CONVERGENCE METHODS
We study large deviation properties of systems of weakly interacting particles modeled by Itô stochastic differential equations (SDEs). It is known under certain conditions that the corresponding sequence of empirical measures converges, as the number of particles tends to infinity, to the weak solution of an associated McKean—Vlasov equation. We derive a large deviation principle via the weak convergence approach. The proof, which avoids discretization arguments, is based on a representation theorem, weak convergence and ideas from stochastic optimal control. The method works under rather mild assumptions and also for models described by SDEs not of diffusion type. To illustrate this, we treat the case of SDEs with delay.
Cugliandolo-Kurchan equations for dynamics of Spin-Glasses
We study the Langevin dynamics for the family of spherical p-spin disordered mean-field models of statistical physics. We prove that in the limit of system size N approaching infinity, the empirical state correlation and integrated response functions for these N-dimensional coupled diffusions converge almost surely and uniformly in time, to the non-random unique strong solution of a pair of explicit non-linear integro-differential equations intensively studied by Cugliandolo and Kurchan. [PUBLICATION ABSTRACT]
Aging of spherical spin glasses
Sompolinski and Zippelius (1981) propose the study of dynamical systems whose invariant measures are the Gibbs measures for (hard to analyze) statistical physics models of interest. In the course of doing so, physicists often report of an “aging” phenomenon. For example, aging is expected to happen for the Sherrington-Kirkpatrick model, a disordered mean-field model with a very complex phase transition in equilibrium at low temperature. We shall study the Langevin dynamics for a simplified spherical version of this model. The induced rotational symmetry of the spherical model reduces the dynamics in question to an N-dimensional coupled system of Ornstein-Uhlenbeck processes whose random drift parameters are the eigenvalues of certain random matrices. We obtain the limiting dynamics for N approaching infinity and by analyzing its long time behavior, explain what is aging (mathematically speaking), what causes this phenomenon, and what is its relationship with the phase transition of the corresponding equilibrium invariant measures.