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We discuss a canonical structure that provides a unifying description of dynamical large deviations for irreversible finite state Markov chains (continuous time), Onsager theory, and Macroscopic Fluctuation Theory. For Markov chains, this…

Statistical Mechanics · Physics 2018-02-19 Marcus Kaiser , Robert L. Jack , Johannes Zimmer

Random sampling of large Markov matrices with a tunable spectral gap, a nonuniform stationary distribution, and a nondegenerate limiting empirical spectral distribution (ESD) is useful. Fix $c>0$ and $p>0$. Let $A_n$ be the adjacency matrix…

Probability · Mathematics 2015-09-09 Zhiyi Chi

Many models for chaotic systems consist of joining two integrable systems with incompatible constants of motion. The quantum counterparts of such models have a propagator which factorizes into two integrable parts. Each part can be…

Chaotic Dynamics · Physics 2009-10-31 Tomaz Prosen , Thomas H. Seligman , Hans A. Weidenmueller

Given a sequence of i.i.d. random functions $\Psi_{n}:\mathbb{R}\to\mathbb{R}$, $n\in\mathbb{N}$, we consider the iterated function system and Markov chain which is recursively defined by $X_{0}^{x}:=x$ and…

Probability · Mathematics 2021-10-07 Gerold Alsmeyer , Sara Brofferio , Dariusz Buraczewski

In the paper, the law of the iterated logarithm for additive functionals of Markov chains is obtained under some weak conditions, which are weaker than the conditions of invariance principle of additive functionals of Markov chains in M.…

Probability · Mathematics 2007-05-23 Yu Miao , Guangyu Yang

In this paper, we consider convergence properties of a second order Markov chain. Similar to a column stochastic matrix is associated to a Markov chain, a so called {\em transition probability tensor} $P$ of order 3 and dimension $n$ is…

Numerical Analysis · Mathematics 2013-07-29 Shenglong Hu , Liqun Qi

A quantitative version of the Oppenheim conjecture for inhomogeneous quadratic forms is proved. We also give an application to eigenvalue spacing on flat 2-tori with Aharonov-Bohm flux.

Dynamical Systems · Mathematics 2019-12-19 G. A. Margulis , A. Mohammadi

We leverage the results of the prequel in combination with a theorem of D. Orlov to yield some results in Hodge theory of derived categories of factorizations and derived categories of coherent sheaves on varieties. In particular, we…

Algebraic Geometry · Mathematics 2014-05-14 Matthew Ballard , David Favero , Ludmil Katzarkov

This paper formalizes connections between stability of polynomials and convergence rates of Markov Chain Monte Carlo (MCMC) algorithms. We prove that if a (multivariate) partition function is nonzero in a region around a real point…

Data Structures and Algorithms · Computer Science 2024-08-07 Zongchen Chen , Kuikui Liu , Eric Vigoda

We consider the presence of oscillations in the primordial bispectrum, inspired by three different cosmological models; features in the primordial potential, resonant type non-Gaussianities and deviation from the standard Bunch Davies…

Cosmology and Nongalactic Astrophysics · Physics 2016-06-03 P. Daniel Meerburg

Multivariate fluctuation relations are established in three stochastic models of transistors, which are electronic devices with three ports and thus two coupled currents. In the first model, the transistor has no internal state variable and…

Statistical Mechanics · Physics 2020-12-02 Jiayin Gu , Pierre Gaspard

Continuity equations associated to continuous-time Markov processes can be considered as Euclidean Schr\"odinger equations, where the non-hermitian quantum Hamiltonian $\bold{H}={\bold{div}}{\bold J}$ is naturally factorized into the…

Statistical Mechanics · Physics 2024-08-19 Cecile Monthus

Let $(\xi_j)_{j\ge1} $, be a non-stationary Markov chain with phase space $X$ and let $\mathfrak{g}_j:\,X\mapsto\mathrm{SL}(m,\mathbb{R})$ be a sequence of functions on $X$ with values in the unimodular group. Set…

Probability · Mathematics 2020-08-26 Ilya Goldsheid

It is shown that Schr\"odinger maximal inequalities over fractals are equivalent to the $L^2$ decay rates of Fourier transforms of fractal measures over the paraboloid. A similar connection is shown between the wave equation and cone…

Analysis of PDEs · Mathematics 2026-03-24 Terence L. J. Harris

A scalar field obeying a Lorentz invariant higher order wave equation, is minimally coupled to the electromagnetic field. The propagator and vertex factors for the Feynman diagrams, are determined. As an example we write down the matrix…

High Energy Physics - Theory · Physics 2015-06-26 C. G. Bollini L. E. Oxman , M. C. Rocca

We study the periods of Markov sequences, which are derived from the continued fraction expression of elements in the Markov spectrum. This spectrum is the set of minimal values of indefinite binary quadratic forms that are specially…

Number Theory · Mathematics 2021-08-06 Matty van-Son

For ${1/2}<\alpha<1$, we propose the MDP analysis for family $$ S^\alpha_n=\frac{1}{n^\alpha}\sum_{i=1}^nH(X_{i-1}), n\ge 1, $$ where $(X_n)_{n\ge 0}$ be a homogeneous ergodic Markov chain, $X_n\in \mathbb{R}^d$, when the spectrum of…

Probability · Mathematics 2016-09-07 B. Delyon , A. Juditsky , R. Liptser

The main purpose of this article is to establish moderate deviation principles for additive functionals of bifurcating Markov chains. Bifurcating Markov chains are a class of processes which are indexed by a regular binary tree. They can be…

Probability · Mathematics 2021-05-21 S. Valère Bitseki Penda , Gorgui Gackou

We consider Markov chain with spectral gap in $L^2$ space. Assume that $f$ is a bounded function. Then the probabilities of large deviations of average along trajectory satisfy Hoeffding's-type inequalities. These bounds depend only on the…

Probability · Mathematics 2013-06-14 Błażej Miasojedow

We provide a comprehensive analysis of matrix-valued Herglotz functions and illustrate their applications in the spectral theory of self-adjoint Hamiltonian systems including matrix-valued Schr\"odinger and Dirac-type operators. Special…

funct-an · Mathematics 2007-05-23 Fritz Gesztesy , Eduard Tsekanovskii