Related papers: Sharp asymptotics for metastability in the random …
Ergodic properties and asymptotic stationarity are investigated in this paper for the pseudo-covariance matrix (PCM) of a recursive state estimator which is robust against parametric uncertainties and is based on plant output measurements…
This work explores the trade-off between the number of samples required to accurately build models of dynamical systems and the degradation of performance in various control objectives due to a coarse approximation. In particular, we show…
We present a new method to close the Master Equation representing the continuous time dynamics of Ising interacting spins. The method makes use of the the theory of Random Point Processes to derive a master equation for local conditional…
In classical physics, entropy quantifies the randomness of large systems, where the complete specification of the state, though possible in theory, is not possible in practice. In quantum physics, despite its inherently probabilistic…
The dynamical spin susceptibility as relevant for underdoped cuprates is analysed within the memory-function (MeF) approach. A phenomenological damping function combined with a $T$-independent sum rule is used to describe the anomalous…
We investigate non-equilibrium quantum spin systems via an exact mapping to stochastic differential equations. This description is invariant under a shift in the mean of the Gaussian noise. We show that one can extend the simulation time…
We show that short-range correlations have a dramatic impact on the steady-state phase diagram of quantum driven-dissipative systems. This effect, never observed in equilibrium, follows from the fact that ordering in the steady state is of…
An entropy of the Ising model in the mean field approximation is derived by the Hamilton-Jacobi formalism. We consider a grand canonical ensemble with respect to the temperature and the external magnetic field. A cusp arises at the critical…
A field-theoretic description of the critical behaviour of the weakly disordered systems is given. Directly, for three- and two-dimensional systems a renormalization analysis of the effective Hamiltonian of model with replica symmetry…
We introduce a new variational approach to the stationary state of kinetic Ising-like models. The approach is based on the cluster expansion of the entropy term appearing in a functional which is minimized by the system history. We rederive…
The entropy, the spectral radius and the drift are important numerical quantities associated to random walks on countable groups. We prove sharp inequalities relating those quantities for walks with a finite second moment, improving upon…
Metastability is observed when a physical system is close to a first order phase transition. In this paper the metastable behavior of a two state reversible probabilistic cellular automaton with self-interaction is discussed. Depending on…
Continuous-time random walks (CTRWs) with drift and position-dependent jumps provide a general framework for describing a wide range of natural and engineered systems. We analyze the stochastic differential equation associated with this…
The robust instability of an unstable plant subject to stable perturbations is of significant importance and arises in the study of sustained oscillatory phenomena in nonlinear systems. This paper analyzes the robust instability of linear…
An intense research on financial market microstructure is presently in progress. Continuous time random walks (CTRWs) are general models capable to capture the small-scale properties that high frequency data series show. The use of CTRW…
These lecture notes focus on the mean field theory of spin glasses, with particular emphasis on the presence of a very large number of metastable states in these systems. This phenomenon, and some of its physical consequences, will be…
The Curie-Weiss model, originally used to study phase transitions in statistical mechanics, has been adapted to model phenomena in social sciences where many agents interact with each other. Reconstructing the probability measure of a…
The propagation of molecular chaos, a tool of classical kinetic theory, is generalized to apply to quantum systems of distinguishable particles. We prove that the Curie-Weiss model of ferromagnetism propagates molecular chaos and derive the…
We extend the weighted ensemble (WE) path sampling method to perform rigorous statistical sampling for systems at steady state. The straightforward steady-state implementation of WE is directly practical for simple landscapes, but not when…
We present a review of some recent results on estimation of location parameter for several models of observations with cusp-type singularity at the change point. We suppose that the cusp-type models fit better to the real phenomena…