Search results for " Integra"
showing 10 items of 2527 documents
Surface free energy of the open XXZ spin-1/2 chain
2012
We study the boundary free energy of the XXZ spin-$\tf{1}{2}$ chain subject to diagonal boundary fields. We first show that the representation for its finite Trotter number approximant obtained by Bortz, Frahm and G\"{o}hmann is related to the partition function of the six-vertex model with reflecting ends. Building on the Tsuchiya determinant representation for the latter quantity we are able to take the infinite Trotter number limit. This yields a representation for the surface free energy which involves the solution of the non-linear integral equation that governs the thermodynamics of the XXZ spin-1/2 chain subject to periodic boundary conditions. We show that this integral representati…
Complete spectrum and scalar products for the open spin-1/2 XXZ quantum chains with non-diagonal boundary terms
2013
We use the quantum separation of variable (SOV) method to construct the eigenstates of the open XXZ chain with the most general boundary terms. The eigenstates in the inhomogeneous case are constructed in terms of solutions of a system of quadratic equations. This SOV representation permits us to compute scalar products and can be used to calculate form factors and correlation functions.
Open spin chains with generic integrable boundaries: Baxter equation and Bethe ansatz completeness from separation of variables
2014
28 pages; International audience; We solve the longstanding problem to define a functional characterization of the spectrum of the transfer matrix associated to the most general spin-1/2 representations of the 6-vertex reflection algebra for general inhomogeneous chains. The corresponding homogeneous limit reproduces the spectrum of the Hamiltonian of the spin-1/2 open XXZ and XXX quantum chains with the most general integrable boundaries. The spectrum is characterized by a second order finite difference functional equation of Baxter type with an inhomogeneous term which vanishes only for some special but yet interesting non-diagonal boundary conditions. This functional equation is shown to…
On form-factor expansions for the XXZ chain in the massive regime
2014
We study the large-volume-$L$ limit of form factors of the longitudinal spin operators for the XXZ spin-$1/2$ chain in the massive regime. We find that the individual form factors decay as $L^{-n}$, $n$ being an even integer counting the number of physical excitations -- the holes -- that constitute the excited state. Our expression allows us to derive the form-factor expansion of two-point spin-spin correlation functions in the thermodynamic limit $L\rightarrow +\infty$. The staggered magnetisation appears naturally as the first term in this expansion. We show that all other contributions to the two-point correlation function are exponentially small in the large-distance regime.
Erratum to “Simulation of BSDEs with jumps by Wiener Chaos expansion” [Stochastic Process. Appl. 126 (2016) 2123–2162]
2017
Abstract We correct Proposition 2.9 from “Simulation of BSDEs with jumps by Wiener Chaos expansion” published in Stochastic Processes and their Applications, 126 (2016) 2123–2162. The proposition which provides an expression for the expectation of products of multiple integrals (w.r.t. Brownian motion and compensated Poisson process) requires a stronger integrability assumption on the kernels than previously stated. This does not affect the remaining results of the article.
On decoupling in Banach spaces
2021
AbstractWe consider decoupling inequalities for random variables taking values in a Banach space X. We restrict the class of distributions that appear as conditional distributions while decoupling and show that each adapted process can be approximated by a Haar-type expansion in which only the pre-specified conditional distributions appear. Moreover, we show that in our framework a progressive enlargement of the underlying filtration does not affect the decoupling properties (in particular, it does not affect the constants involved). As a special case, we deal with one-sided moment inequalities for decoupled dyadic (i.e., Paley–Walsh) martingales and show that Burkholder–Davis–Gundy-type in…
On an approximation problem for stochastic integrals where random time nets do not help
2006
Abstract Given a geometric Brownian motion S = ( S t ) t ∈ [ 0 , T ] and a Borel measurable function g : ( 0 , ∞ ) → R such that g ( S T ) ∈ L 2 , we approximate g ( S T ) - E g ( S T ) by ∑ i = 1 n v i - 1 ( S τ i - S τ i - 1 ) where 0 = τ 0 ⩽ ⋯ ⩽ τ n = T is an increasing sequence of stopping times and the v i - 1 are F τ i - 1 -measurable random variables such that E v i - 1 2 ( S τ i - S τ i - 1 ) 2 ∞ ( ( F t ) t ∈ [ 0 , T ] is the augmentation of the natural filtration of the underlying Brownian motion). In case that g is not almost surely linear, we show that one gets a lower bound for the L 2 -approximation rate of 1 / n if one optimizes over all nets consisting of n + 1 stopping time…
Nonlinear parametric quantile models
2020
Quantile regression is widely used to estimate conditional quantiles of an outcome variable of interest given covariates. This method can estimate one quantile at a time without imposing any constraints on the quantile process other than the linear combination of covariates and parameters specified by the regression model. While this is a flexible modeling tool, it generally yields erratic estimates of conditional quantiles and regression coefficients. Recently, parametric models for the regression coefficients have been proposed that can help balance bias and sampling variability. So far, however, only models that are linear in the parameters and covariates have been explored. This paper …
The coalescent in population models with time-inhomogeneous environment
2002
AbstractThe coalescent theory, well developed for the class of exchangeable population models with time-homogeneous reproduction law, is extended to a class of population models with time-inhomogeneous environment, where the population size is allowed to vary deterministically with time and where the distribution of the family sizes is allowed to change from generation to generation. A new class of time-inhomogeneous coalescent limit processes with simultaneous multiple mergers arises. Its distribution can be characterized in terms of product integrals.
Large-distance asymptotic behaviour of multi-point correlation functions in massless quantum models
2014
We provide a microscopic model setting that allows us to readily access to the large-distance asymptotic behaviour of multi-point correlation functions in massless, one-dimensional, quantum models. The method of analysis we propose is based on the form factor expansion of the correlation functions and does not build on any field theory reasonings. It constitutes an extension of the restricted sum techniques leading to the large-distance asymptotic behaviour of two-point correlation functions obtained previously.