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We consider the dynamics of finite-size disordered systems as defined by a master equation satisfying detailed balance. The master equation can be mapped onto a Schr\"odinger equation in configuration space, where the quantum Hamiltonian…

Disordered Systems and Neural Networks · Physics 2010-01-03 Cecile Monthus , Thomas Garel

In this paper, the diffusion entropy technique is applied to investigate the scaling behavior of stride interval fluctuations of human gait. The scaling behavior of the stride interval of human walking at normal, slow and fast rate are…

Biological Physics · Physics 2009-11-13 Shi-Min Cai , Pei-Ling Zhou , Hui-Jie Yang , Tao Zhou , Bing-Hong Wang , Fang-Cui Zhao

We identify a link between the glass transition and percolation of mobile regions in configuration space. We find that many hallmarks of glassy dynamics, for example stretched-exponential response functions and a diverging structural…

Statistical Mechanics · Physics 2009-11-13 Gregg Lois , Jerzy Blawzdziewicz , Corey S. O'Hern

In a preceding paper, Mukhopadhyay and I studied the diffusive motion of a tagged molecule in a heterogeneous glass-forming liquid at temperatures just above a glass transition. Among other features of this system, we postulated a relation…

Statistical Mechanics · Physics 2009-11-13 J. S. Langer

We study the behavior of exponential random graphs in both the sparse and the dense regime. We show that exponential random graphs are approximate mixtures of graphs with independent edges whose probability matrices are critical points of…

Probability · Mathematics 2018-04-20 Ronen Eldan , Renan Gross

Stochastic treatments of magnetic resonance spectroscopy and optical spectroscopy require evaluations of functions like <exp(i int_0^t Q(s)ds)>, where t is time, Q(s) is the value of a stochastic process at time s, and the angular brackets…

Chemical Physics · Physics 2015-06-05 Daniel M Packwood , Yoshitaka Tanimura

We consider the non--equilibrium dynamics of a chain of classical rotators coupled at its edges to an external reservoir at zero temperature. We find that the energy is released in a strongly discontinuous fashion, with sudden jumps…

Other Condensed Matter · Physics 2009-11-11 Maria Eleftheriou , Stefano Lepri , Roberto Livi , Francesco Piazza

We evaluate the limit distribution of the maximal excursion of a random walk in any dimension for homogeneous environments and for self-similar supports under the assumption of spherical symmetry. This distribution is obtained in closed…

Statistical Mechanics · Physics 2009-10-31 Roger Bidaux , Jerome Chave , Radim Vocka

Let $\bigl\{X_k\bigr\}_{k \in \mathbb{Z}} \in \mathbb{L}^2(\mathcal{T})$ be a stationary process with associated lag operators ${\boldsymbol{\cal C}}_h$. Uniform asymptotic expansions of the corresponding empirical eigenvalues and…

Statistics Theory · Mathematics 2016-02-16 Moritz Jirak

The general scheme for the treatment of relaxation processes and temporal autocorrelations of dynamical variables for many particle systems is presented in framework of the recurrence relations approach. The time autocorrelation functions…

Statistical Mechanics · Physics 2013-12-10 Anatolii V. Mokshin

Continuous time random walk models with decoupled waiting time density are studied. When the spatial one jump probability density belongs to the Levy distribution type and the total time transition is exponential a generalized…

Statistical Mechanics · Physics 2009-10-31 C. Budde , D. Prato , M. R=E9

We examine the empirical distribution of the eigenvalues and the eigenvectors of adjacency matrices of sparse regular random graphs. We find that when the degree sequence of the graph slowly increases to infinity with the number of…

Probability · Mathematics 2012-10-15 Ioana Dumitriu , Soumik Pal

Fitting a graphical model to a collection of random variables given sample observations is a challenging task if the observed variables are influenced by latent variables, which can induce significant confounding statistical dependencies…

Machine Learning · Statistics 2020-10-20 Armeen Taeb , Parikshit Shah , Venkat Chandrasekaran

Random walks are studied on disordered cellular networks in 2-and 3-dimensional spaces with arbitrary curvature. The coefficients of the evolution equation are calculated in term of the structural properties of the cellular system. The…

Disordered Systems and Neural Networks · Physics 2009-10-28 Tomaso Aste

We investigate relaxation and correlations in a class of mean-reverting models for stochastic variances. We derive closed-form expressions for the correlation functions and leverage for a general form of the stochastic term. We also discuss…

Statistical Finance · Quantitative Finance 2024-04-12 M. Dashti Moghaddam , Zhiyuan Liu , R. A. Serota

The autocorrelation function of pattern fluctuation is used to study soft-mode turbulence (SMT), a spatiotemporal chaos observed in homeotropic nematics. We show that relaxation near the electroconvection threshold deviates from the…

Soft Condensed Matter · Physics 2012-03-27 Fahrudin Nugroho , Takayuki Narumi , Yoshiki Hidaka , Junichi Yoshitani , Masaru Suzuki , Shoichi Kai

We analyze data from simulations of 2D and 3D glass-forming liquids using a correlation function defined in terms of a memory function with a negative inverse power-law tail. The self-intermediate function and the autocorrelation functions…

Disordered Systems and Neural Networks · Physics 2009-04-17 Nicholas P. Bailey

Although it is indeed commonly believed that, as frozen supercooled liquids, glasses should continue to flow over the years (e.g., in the case of the stained-glass windows of medieval cathedrals), the dramatic increase of their viscosity…

Disordered Systems and Neural Networks · Physics 2018-01-09 Yingtian Yu , John C. Mauro , Mathieu Bauchy

We study the spectral properties of a class of random matrices where the matrix elements depend exponentially on the distance between uniformly and randomly distributed points. This model arises naturally in various physical contexts, such…

Disordered Systems and Neural Networks · Physics 2015-05-18 Ariel Amir , Yuval Oreg , Yoseph Imry

Many popular graph metrics encode average properties of individual network elements. Complementing these conventional graph metrics, the eigenvalue spectrum of the normalized Laplacian describes a network's structure directly at a systems…

Spectral Theory · Mathematics 2019-09-17 Yangyang Chen , Yi Zhao