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We study invariant boundary conditions for one dimensional discrete Gaussian Markov processes, basic toy models of spatial Markov processes in statistical mechanics. More precisely, we give a decomposition of boundary objects in a non…

Probability · Mathematics 2023-05-31 Emilien Bodiot

We exhibit conditions under which the flow of marginal distributions of a discontinuous semimartingale $\xi$ can be matched by a Markov process, whose infinitesimal generator is expressed in terms of the local characteristics of $\xi$. Our…

Probability · Mathematics 2012-05-17 Amel Bentata , Rama Cont

Consider a filtering process associated to a hidden Markov model with densities for which both the state space and the observation space are complete, separable, metric spaces. If the underlying, hidden Markov chain is strongly ergodic and…

Probability · Mathematics 2016-06-03 Thomas Kaijser

Embedded random matrix ensembles are generic models for describing statistical properties of finite isolated interacting quantum many-particle systems. For the simplest spinless systems, with say $m$ particles in $N$ single particle states…

Quantum Physics · Physics 2015-04-06 V. K. B. Kota , Manan Vyas

In this work, a scattering process of quantum particles through a potential barrier is considered. The statistical complexity and the Fisher-Shannon information are calculated for this problem. The behaviour of these entropy-information…

Adaptation and Self-Organizing Systems · Physics 2015-06-15 Ricardo Lopez-Ruiz , Jaime Sanudo

We use the $f-divergence$ also called relative entropy as a measure of diversity between probability densities and review its basic properties. In the sequence we define a few objects which capture relevant information from the sample of a…

Statistics Theory · Mathematics 2012-06-20 A. R. Baigorri , C. R. Goncalves , P. A. A. Resende

Semi-Markov processes are Markovian processes in which the firing time of the transitions is modelled by probabilistic distributions over positive reals interpreted as the probability of firing a transition at a certain moment in time. In…

Formal Languages and Automata Theory · Computer Science 2017-12-04 Mathias Ruggaard Pedersen , Nathanaël Fijalkow , Giorgio Bacci , Kim Guldstrand Larsen , Radu Mardare

In analogy to Brownian computers we explicitly show how to construct stochastic models, which mimic the behaviour of a general purpose computer (a Turing machine). Our models are discrete state systems obeying a Markovian master equation,…

Statistical Mechanics · Physics 2015-10-13 Philipp Strasberg , Javier Cerrillo , Gernot Schaller , Tobias Brandes

We study the spectrum of the Toeplitz matrix with a sine kernel, which corresponds to the single-particle reduced density matrix for free fermions on the one-dimensional lattice. For the spectral determinant of this matrix, a…

Mesoscale and Nanoscale Physics · Physics 2013-09-04 Dmitri A. Ivanov , Alexander G. Abanov

We present a method for symbolic calculation of Feynman amplitudes for processes involving both massless and massive fermions. With this approach fermion strings in a specific amplitude can be easily evaluated and expressed as basic Lorentz…

High Energy Physics - Phenomenology · Physics 2008-11-26 Cong-Feng Qiao

We demonstrate the power of a first principle-based and practicable method that allows for the perturbative computation of reduced density matrix elements of an open quantum system without making use of any master equations. The approach is…

High Energy Physics - Theory · Physics 2023-06-12 Christian Käding , Mario Pitschmann

Building upon an analytical technique introduced by Chung and Peschel [M. Chung and I. Peschel, Phys. Rev. B 64, art. 064412 (2001)], we calculated the density matrix rho_B of a finite block of B sites within an infinite system of free…

Condensed Matter · Physics 2007-05-23 Siew-Ann Cheong , Christopher L. Henley

Motivated by the phenomenon of duality for interacting particle systems we introduce two classes of Pfaffian kernels describing a number of Pfaffian point processes in the `bulk' and at the `edge'. Using the probabilistic method due to Mark…

Probability · Mathematics 2023-05-04 Will FitzGerald , Roger Tribe , Oleg Zaboronski

This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…

Statistics Theory · Mathematics 2025-05-19 Yuzhong Cheng , Hiroki Masuda

A quantum-mechanical calculation of the single-particle level (s.p.l.) density $g(\epsilon)$ is carried on by using the connection with the single-particle Green's function. The relation between the imaginary part of Green's function and…

Nuclear Theory · Physics 2007-05-23 I. Stetcu

While general quantum many-body systems require exponential resources to be simulated on a classical computer, systems of non-interacting fermions can be simulated exactly using polynomially scaling resources. Such systems may be of…

Strongly Correlated Electrons · Physics 2019-12-18 Norbert Schuch , Bela Bauer

We present analytic and numerical calculations on the bipartite entanglement entropy in fractional quantum Hall states of the fermionic Laughlin sequence. The partitioning of the system is done both by dividing Landau level orbitals and by…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 Masudul Haque , Oleksandr Zozulya , Kareljan Schoutens

Free quadratic harness is a Markov process from the class of quadratic harnesses, i.e. processes with linear regressions and quadratic conditional variances. The process has recently been constructed for a restricted range of parameters in…

Probability · Mathematics 2011-09-13 Wlodzimierz Bryc , Wojciech Matysiak , Jacek Wesołowski

We present conditions that allow us to pass from the convergence of probability measures in distribution to the uniform convergence of the associated quantile functions. Under these conditions, one can in particular pass from the asymptotic…

Functional Analysis · Mathematics 2016-11-01 Johan Manuel Bogoya , Albrecht Boettcher , Egor A. Maximenko

We investigate the convergence in distribution of sequential empirical processes of dependent data indexed by a class of functions F. Our technique is suitable for processes that satisfy a multiple mixing condition on a space of functions…

Probability · Mathematics 2014-09-26 Herold Dehling , Olivier Durieu , Marco Tusche