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The diffusive transport of particles in anisotropic media is a fundamental phenomenon in computational, medical and biological disciplines. While deterministic models (partial differential equations) of such processes are well established,…

Computational Physics · Physics 2025-10-20 Luke P. Filippini , Adrianne L. Jenner , Elliot J. Carr

We introduce a new method for proving central limit theorems for random walk on nilpotent groups. The method is illustrated in a local central limit theorem on the Heisenberg group, weakening the necessary conditions on the driving measure.…

Probability · Mathematics 2018-11-14 Persi Diaconis , Bob Hough

The modelling of the ultraviolet contributions to the quark determinant in lattice QCD in terms of a small number of Wilson loops is examined. Complete Dirac spectra are obtained for sizeable ensembles of SU(3) gauge fields at $\beta$=5.7…

High Energy Physics - Lattice · Physics 2016-08-25 A. Duncan , E. Eichten , R. Roskies , H. Thacker

The purpose of this paper is to describe asymptotic formulas for determinants of certain operators that are analogues of Wiener-Hopf operators. The determinant formulas yield information about the distribution functions for certain random…

Functional Analysis · Mathematics 2015-06-26 Estelle L. Basor , Harold Widom

This paper is concerned with theories describing spinning particles that are formulated in terms of actions possessing either local world-line supersymmetry or local fermionic {\it kappa} invariance. These classical actions are obtained by…

High Energy Physics - Theory · Physics 2009-10-22 C. M. Hull , J. -L. Vazquez-Bello

In this brief paper the probability density of a random real, complex and quaternion determinant is rederived using singular values. The behaviour of suitably rescaled random determinants is studied in the limit of infinite order of the…

Statistical Mechanics · Physics 2009-10-31 Giovanni M. Cicuta , Madan L. Mehta

A formula expressing the fermionic determinant (a large order polynomial) as an infinite product of smaller determinants is derived and discussed. These smaller determinants are of a fixed size, independent of the size of the lattice and…

High Energy Physics - Lattice · Physics 2016-11-03 Ion-Olimpiu Stamatescu , Erhard Seiler

Let $W$ be a finite Weyl group and $\widetilde W$ the corresponding affine Weyl group. A random element of $\widetilde W$ can be obtained as a reduced random walk on the alcoves of $\widetilde W$. By a theorem of Lam (Ann. Prob. 2015), such…

Probability · Mathematics 2021-12-09 Erik Aas , Arvind Ayyer , Svante Linusson , Samu Potka

In this paper, we derive explicit formulas for the surface averaged first exit time of a discrete random walk on a finite lattice. We consider a wide class of random walks and lattices, including random walks in a non-trivial potential…

Statistical Mechanics · Physics 2009-11-11 S. Condamin , O. Benichou , M. Moreau

A new, recursive method of calculating matrix elements of polynomial hamiltonians is proposed. It is particularly suitable for the recent algebraic studies of the supersymmetric Yang-Mills quantum mechanics in any dimensions. For the D=2…

High Energy Physics - Theory · Physics 2011-07-28 Massimo Campostrini , Jacek Wosiek

In this thesis, several aspects of Yang-Mills theory are studied. It begins with the constrained quantization in the Coulomb gauge, using the Dirac bracket formalism. A nonperturbative analysis of the infrared asymptotics of propagators in…

High Energy Physics - Theory · Physics 2008-09-10 W. Schleifenbaum

Supersymmetric Yang-Mills theories can be characterized by a non-local and non-linear transformation of the bosonic fields (Nicolai map) mapping the interacting functional measure to that of a free theory, such that the Jacobi determinant…

High Energy Physics - Theory · Physics 2021-06-16 Hannes Malcha , Hermann Nicolai

Although the theoretical behavior of one-dimensional random walks in random environments is well understood, the numerical evaluation of various characteristics of such processes has received relatively little attention. This paper develops…

Probability · Mathematics 2014-06-16 Werner R. W. Scheinhardt , Dirk P. Kroese

A sequence of approximations for the determinant and its logarithm of a complex matrixis derived, along with relative error bounds. The determinant approximations are derived from expansions of det(X)=exp(trace(log(X))), and they apply to…

Numerical Analysis · Mathematics 2011-05-04 Ilse C. F. Ipsen , Dean J. Lee

This letter treats the quantum random walk on the line determined by a 2 times 2 unitary matrix U. A combinatorial expression for the mth moment of the quantum random walk is presented by using 4 matrices, P, Q, R and S given by U. The…

Quantum Physics · Physics 2007-05-23 Norio Konno

Trying to enumerate all of the walks in a 2D lattice is a fun combinatorial problem and there are numerous applications, from polymers to sports. Computers provide a wonderful tool for analyzing these walks; we provide a Maple package for…

Combinatorics · Mathematics 2018-04-18 Bryan Ek

We consider random walks in dynamic random environments and propose a criterion which, if satisfied, allows to decompose the random walk trajectory into i.i.d. increments, and ultimately to prove limit theorems. The criterion involves the…

Probability · Mathematics 2024-09-20 Julien Allasia , Rangel Baldasso , Oriane Blondel , Augusto Teixeira

The generalized sequence of numbers is defined by W_{n}=pW_{n-1}+qW_{n-2} with initial conditions W_{0}=a and W_{1}=b for a,b,p,q\inZ and n\geq2, respectively. Let W_{n}=circ(W_{1},W_{2},...,W_{n}). The aim of this paper is to establish…

Numerical Analysis · Mathematics 2012-02-07 Durmuş Bozkurt

Low-dimensional periodic arrays of scatterers with a moving point particle are ideal models for studying deterministic diffusion. For such systems the diffusion coefficient is typically an irregular function under variation of a control…

Chaotic Dynamics · Physics 2009-11-07 R. Klages , N. Korabel

The construction of perturbative quantities on non-linear backgrounds leads to the possibility of incorporating strong field effects in perturbation theory. We continue a programme to construct QFT observables on self-dual backgrounds. The…

High Energy Physics - Theory · Physics 2023-05-15 Giuseppe Bogna , Lionel Mason