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We consider a classical model related to an empirical distribution function $ F_n(t)=\frac{1}{n}\sum_{k=1}^nI_{\{\xi_k\le t\}}$ of $(\xi_k)_{i\ge 1}$ -- i.i.d. sequence of random variables, supported on the interval $[0,1]$, with continuous…

Probability · Mathematics 2009-06-24 R. Liptser

Consider a sequence X_k=\sum_{j=0}^{\infty}c_j\xi_{k-j}, k\geq 1, where c_j, j\geq 0, is a sequence of constants and \xi_j, -\infty <j<\infty, is a sequence of independent identically distributed (i.i.d.) random variables (r.v.s) belonging…

Probability · Mathematics 2007-05-23 P. Jeganathan

We consider the maximum entropy problems associated with R\'enyi $Q$-entropy, subject to two kinds of constraints on expected values. The constraints considered are a constraint on the standard expectation, and a constraint on the…

Information Theory · Computer Science 2008-12-18 Jean-François Bercher

Consider a continuous time Markov chain with rates Q in the state space \Lambda\cup\{0\} with 0 as an absorbing state. In the associated Fleming-Viot process N particles evolve independently in \Lambda with rates Q until one of them…

Probability · Mathematics 2009-05-12 Amine Asselah , Pablo A. Ferrari , Pablo Groisman

The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to…

Probability · Mathematics 2011-10-20 Katarzyna Bartkiewicz , Adam Jakubowski , Thomas Mikosch , Olivier Wintenberger

The generic behavior of quantum systems has long been of theoretical and practical interest. Any quantum process is represented by a sequence of quantum channels. We consider general ergodic sequences of stochastic channels with arbitrary…

Quantum Physics · Physics 2022-07-08 Ramis Movassagh , Jeffrey Schenker

We show that the R\'enyi entropies of single particle, extended wave functions for disordered systems contain information about the multifractal spectrum. It is shown for moments of the R\'enyi entropy, $S_{n}$, where $|n|<1$, it is…

Mesoscale and Nanoscale Physics · Physics 2013-02-04 Xiao Chen , Benjamin Hsu , Taylor L. Hughes , Eduardo Fradkin

In this paper we consider the one-dimensional quantum random walk X^{varphi} _n at time n starting from initial qubit state varphi determined by 2 times 2 unitary matrix U. We give a combinatorial expression for the characteristic function…

Quantum Physics · Physics 2007-05-23 Norio Konno

In this work the asymptotic properties of $Q_t(N)$ ,the probability of the number of renewals ($N$), that occur during time $t$ are explored. While the forms of the distribution at very long times, i.e. $t\to\infty$, are very well known and…

Statistical Mechanics · Physics 2020-07-02 Stanislav Burov

We show that the quantum $R$ matrix for symmetric tensor representations of $U_q(A^{(1)}_n)$ satisfies the sum rule required for its stochastic interpretation under a suitable gauge. Its matrix elements at a special point of the spectral…

Quantum Algebra · Mathematics 2016-11-23 Atsuo Kuniba , Vladimir V. Mangazeev , Shouya Maruyama , Masato Okado

Let $q\geq 3$, $2\leq r\leq \phi(q)$ and $a_1,...,a_r$ be distinct residue classes modulo $q$ that are relatively prime to $q$. Assuming the Generalized Riemann Hypothesis and the Grand Simplicity Hypothesis, M. Rubinstein and P. Sarnak…

Number Theory · Mathematics 2011-08-30 Youness Lamzouri

Using a renormalization approach, we study the asymptotic limit distribution of the maximum value in a set of independent and identically distributed random variables raised to a power q(n) that varies monotonically with the sample size n.…

Statistical Mechanics · Physics 2012-04-17 Florian Angeletti , Eric Bertin , Patrice Abry

We derive an Ito stochastic differential equation for entropy production in nonequilibrium Langevin processes. Introducing a random-time transformation, entropy production obeys a one-dimensional drift-diffusion equation, independent of the…

Statistical Mechanics · Physics 2017-10-10 Simone Pigolotti , Izaak Neri , Édgar Roldán , Frank Jülicher

We consider quantum dynamical systems specified by a unitary operator U and an initial state vector \phi. In each step the unitary is followed by a projective measurement checking whether the system has returned to the initial state. We…

Quantum Physics · Physics 2015-06-04 F. A. Grünbaum , L. Velázquez , A. H. Werner , R. F. Werner

We perform numerical studies of a thermally driven, overdamped particle in a random quenched force field, known as the Sinai model. We compare the unbounded motion on an infinite 1-dimensional domain to the motion in bounded domains with…

Statistical Mechanics · Physics 2022-07-22 Amin Padash , Erez Aghion , Alexander Schulz , Eli Barkai , Aleksei V Chechkin , Ralf Metzler , Holger Kantz

The entropy production rate is a central quantity in non-equilibrium statistical physics, scoring how far a stochastic process is from being time-reversible. In this paper, we compute the entropy production of diffusion processes at…

Statistical Mechanics · Physics 2023-06-19 Lancelot Da Costa , Grigorios A. Pavliotis

We provide a unified framework to proving pointwise convergence of sparse sequences, deterministic and random, at the $L^1(X)$ endpoint. Specifically, suppose that \[ a_n \in \{ \lfloor n^c \rfloor, \min\{ k : \sum_{j \leq k} X_j = n\} \}…

Dynamical Systems · Mathematics 2026-03-10 Ben Krause , Yu-Chen Sun

From the analyticity properties of the equation governing infinitesimal perturbations, it is shown that all stability properties of spatially extended 1D systems can be derived from a single function that we call entropy potential since it…

chao-dyn · Physics 2009-10-28 Stefano Lepri , Antonio Politi , Alessandro Torcini

The thermal-equilibrium canonical distribution is currently obtained by maximizing the Boltzmann-Gibbs-von Neumann-Shannon entropy $S_{BG}(p)=k\sum^{W}_{i=1}p_{i}\ln 1/p_{i}$ constrained to $\sum^{W}_{i=1}p_{i}=1$ and…

Statistical Mechanics · Physics 2026-05-12 Leandro Lyra Braga Dognini , Constantino Tsallis

For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of…

Probability · Mathematics 2022-10-24 Nicolas Champagnat , Denis Villemonais