Search results for "Statistical physics"

Stationary Point Processes

2008

Spectral density of the correlation matrix of factor models: a random matrix theory approach.

2005

We studied the eigenvalue spectral density of the correlation matrix of factor models of multivariate time series. By making use of the random matrix theory, we analytically quantified the effect of statistical uncertainty on the spectral density due to the finiteness of the sample. We considered a broad range of models, ranging from one-factor models to hierarchical multifactor models.

Co-jumps and Markov Counting Systems in Random Environments

2020

Motivated by the analysis of multi-strain infectious disease data, we provide closed-form transition rates for continuous-time Markov chains that arise from subjecting Markov counting systems to correlated environmental noises. Noise correlation induces co-jumps or counts that occur simultaneously in several counting processes. Such co-jumps are necessary and sufficient for infinitesimal correlation between counting processes of the system. We analyzed such infinitesimal correlation for a specific infectious disease model by randomizing time of Kolmogorov’s Backward system of differential equations based on appropriate stochastic integrals.

Entropy, transverse entropy and partitions of unity

1994

AbstractThe topological entropy of a transformation is expressed in terms of partitions of unity. The transverse entropy of a flow tangential to a foliation is defined and expresed in a similar way. The geometric entropy of a foliation of a Riemannian manifold is compared with the transverse entropy of its geodesic flow.

Dynamics of two competing species in the presence of Lévy noise sources

2010

We consider a Lotka-Volterra system of two competing species subject to multiplicative alpha-stable Lévy noise. The interaction parameter between the species is a random process which obeys a stochastic differential equation with a generalized bistable potential in the presence both of a periodic driving term and an additive alpha-stable Lévy noise. We study the species dynamics, which is characterized by two different regimes, exclusion of one species and coexistence of both. We find quasi-periodic oscillations and stochastic resonance phenomenon in the dynamics of the competing species, analysing the role of the Lévy noise sources.

<I>A Special Issue on</I> Theoretical and Mathematical Aspects of Discrete Time Quantum Walks

2013

A method for detecting vacancy diffusion in molecular dynamics

1992

Fermion sign problem in imaginary-time projection continuum quantum Monte Carlo with local interaction

2016

We use the Shadow Wave Function formalism as a convenient model to study the fermion sign problem affecting all projector Quantum Monte Carlo methods in continuum space. We demonstrate that the efficiency of imaginary time projection algorithms decays exponentially with increasing number of particles and/or imaginary-time propagation. Moreover, we derive an analytical expression that connects the localization of the system with the magnitude of the sign problem, illustrating this prediction through some numerical results. Finally, we discuss the fermion sign problem computational complexity and methods for alleviating its severity.

A Random Trajectory Approach for the Development of Nonstationary Channel Models Capturing Different Scales of Fading

2017

This paper introduces a new approach to developing stochastic nonstationary channel models, the randomness of which originates from a random trajectory of the mobile station (MS) rather than from the scattering area. The new approach is employed by utilizing a random trajectory model based on the primitives of Brownian fields (BFs), whereas the position of scatterers can be generated from an arbitrarily 2-D distribution function. The employed trajectory model generates random paths along which the MS travels from a given starting point to a fixed predefined destination point. To capture the path loss, the gain of each multipath component is modeled by a negative power law applied to the tra…

Robust entanglement preparation against noise by controlling spatial indistinguishability

2019

Initialization of composite quantum systems into highly entangled states is usually a must to allow their use for quantum technologies. However, the presence of unavoidable noise in the preparation stage makes the system state mixed, thus limiting the possibility of achieving this goal. Here we address this problem in the context of identical particle systems. We define the entanglement of formation for an arbitrary state of two identical qubits within the operational framework of spatially localized operations and classical communication (sLOCC). We then introduce an entropic measure of spatial indistinguishability under sLOCC as an information resource. We show that spatial indistinguisha…