Related papers: Paradoxical probabilistic behavior for strongly co…
We extend random matrix theory to consider randomly interacting spin systems with spatial locality. We develop several methods by which arbitrary correlators may be systematically evaluated in a limit where the local Hilbert space dimension…
Bayesian networks provide a powerful tool for reasoning about probabilistic causation, used in many areas of science. They are, however, intrinsically classical. In particular, Bayesian networks naturally yield the Bell inequalities.…
This thesis develops exact analytical tools to study strongly correlated stochastic systems, with a focus on extreme value statistics, gap statistics, and full counting statistics in multi-particle processes. A central contribution is the…
We show that when a quantum many-body system is subjected to coherent periodic driving, the response may exhibit exotic freezing behavior in high driving frequency ($\omega$) regime. In a periodically driven classical thermodynamic system,…
The dynamical status of isolated quantum systems, partly due to the linearity of the Schrodinger equation is unclear: Conventional measures fail to detect chaos in such systems. However, when quantum systems are subjected to observation --…
Classical results for exchangeable systems of random variables are extended to multi-class systems satisfying a natural partial exchangeability assumption. It is proved that the conditional law of a finite multi-class system, given the…
In this paper, we analyze the relative errors that crop up in the various reliability measures due to the tacit assumption that the components are independently working associated with a $n$-component series system or a parallel system…
The grand-canonical potential of many-body physics can be considered as a functional of the interaction-free correlation function. As such it obeys a nonlinear functional differential equation which can be turned into a recursion relation.…
By calculating the non-equilibrium parameter of the probability distribution function and the singularity spectrum of multifractal we have quantified the dynamical heterogeneity in strongly correlated many-body systems.
In complex systems, the interplay between nonlinear and stochastic dynamics, e.g., J. Monod's necessity and chance, gives rise to an evolutionary process in Darwinian sense, in terms of discrete jumps among attractors, with punctuated…
We formulate and analyze a graphical model selection method for inferring the conditional independence graph of a high-dimensional nonstationary Gaussian random process (time series) from a finite-length observation. The observed process…
Convex combinations of i.i.d. random variables without a finite mean can behave in a strikingly different way from the finite-mean case: as the weight vector becomes more balanced, the resulting combination may become stochastically larger,…
One way to look for complex behaviours in many-body quantum systems is to let the number $N$ of degrees of freedom become large and focus upon collective observables. Mean-field quantities scaling as $1/N$ tend to commute, whence complexity…
Correlations and other collective phenomena in a schematic model of heterogeneous binary agents (individual spin-glass samples) are considered on the complete graph and also on 2d and 3d regular lattices. The system's stochastic dynamics is…
We consider the classical response in a chaotic system. In contrast to behavior in integrable or almost integrable systems, the nonlinear classical response in a chaotic system vanishes at long times. The response also reveals certain…
We consider classical response in a strongly chaotic (mixing) system. As opposed to the case of stable dynamics, the nonlinear classical response in a chaotic system vanishes at large times. The physical behavior of the nonlinear response…
Three-body interactions have been found in physics, biology, and sociology. To investigate their effect on dynamical systems, as a first step, we study numerically and theoretically a system of phase oscillators with three-body interaction.…
We study stochastic ordering of system lifetimes with dependent and heterogeneous components whose marginal distributions are obtained through transformations of a common baseline. The dependence structure is modeled via Archimedean…
Having observed an $m\times n$ matrix $X$ whose rows are possibly correlated, we wish to test the hypothesis that the columns are independent of each other. Our motivation comes from microarray studies, where the rows of $X$ record…
General theoretic approach to classical Loschmidt echoes in chaotic systems with many degrees of freedom is developed. For perturbations which affect essentially all degrees of freedom we find a doubly exponential decay with the rate…