On a random walk with memory and its relation to Markovian processes

We study a one-dimensional random walk with memory in which the step lengths to the left and to the right evolve at each step in order to reduce the wandering of the walker. The feedback is quite efficient and lead to a non-diffusive walk. The time evolution of the displacement is given by an equivalent Markovian dynamical process. The probability density for the position of the walker is the same at any time as for a random walk with shrinking steps, although the two-time correlation functions are quite different.Comment: 10 pages, 4 figure

Space-time random walk loop measures

In this work, we investigate a novel setting of Markovian loop measures and introduce a new class of loop measures called Bosonic loop measures. Namely, we consider loop soups with varying intensity $\mu\le 0$ (chemical potential in physics terms), and secondly, we study Markovian loop measures on graphs with an additional "time" dimension leading to so-called space-time random walks and their loop measures and Poisson point loop processes. Interesting phenomena appear when the additional coordinate of the space-time process is on a discrete torus with non-symmetric jump rates. The projection of these space-time random walk loop measures onto the space dimensions is loop measures on the spatial graph, and in the scaling limit of the discrete torus, these loop measures converge to the so-called [Bosonic loop measures]. This provides a natural probabilistic definition of [Bosonic loop measures]. These novel loop measures have similarities with the standard Markovian loop measures only that they give weights to loops of certain lengths, namely any length which is multiple of a given length $\beta> 0$ which serves as an additional parameter. We complement our study with generalised versions of Dynkin's isomorphism theorem (including a version for the whole complex field) as well as Symanzik's moment formulae for complex Gaussian measures. Due to the lacking symmetry of our space-time random walks, the distributions of the occupation time fields are given in terms of complex Gaussian measures over complex-valued random fields ([B92,BIS09]. Our space-time setting allows obtaining quantum correlation functions as torus limits of space-time correlation functions.Comment: 3 figure

Statistics of the Mesoscopic Field

We find in measurements of microwave transmission through quasi-1D dielectric samples for both diffusive and localized waves that the field normalized by the square root of the spatially averaged flux in a given sample configuration is a Gaussian random process with position, polarization, frequency, and time. As a result, the probability distribution of the field in the random ensemble is a mixture of Gaussian functions weighted by the distribution of total transmission, while its correlation function is a product of correlators of the Gaussian field and the square root of the total transmission.Comment: RevTex: 5 pages, 2 figures; to be presented at Aspects of Quantum Chaotic Scattering (Dresden, March 7-12, 2005

Interacting electrons in a one-dimensional random array of scatterers - A Quantum Dynamics and Monte-Carlo study

The quantum dynamics of an ensemble of interacting electrons in an array of random scatterers is treated using a new numerical approach for the calculation of average values of quantum operators and time correlation functions in the Wigner representation. The Fourier transform of the product of matrix elements of the dynamic propagators obeys an integral Wigner-Liouville-type equation. Initial conditions for this equation are given by the Fourier transform of the Wiener path integral representation of the matrix elements of the propagators at the chosen initial times. This approach combines both molecular dynamics and Monte Carlo methods and computes numerical traces and spectra of the relevant dynamical quantities such as momentum-momentum correlation functions and spatial dispersions. Considering as an application a system with fixed scatterers, the results clearly demonstrate that the many-particle interaction between the electrons leads to an enhancement of the conductivity and spatial dispersion compared to the noninteracting case.Comment: 10 pages and 8 figures, to appear in PRB April 1

Local scale-invariance and ageing in noisy systems

The influence of the noise on the long-time ageing dynamics of a quenched ferromagnetic spin system with a non-conserved order parameter and described through a Langevin equation with a thermal noise term and a disordered initial state is studied. If the noiseless part of the system is Galilei-invariant and scale-invariant with dynamical exponent z=2, the two-time linear response function is independent of the noise and therefore has exactly the form predicted from the local scale-invariance of the noiseless part. The two-time correlation function is exactly given in terms of certain noiseless three- and four-point response functions. An explicit scaling form of the two-time autocorrelation function follows. For disordered initial states, local scale-invariance is sufficient for the equality of the autocorrelation and autoresponse exponents in phase-ordering kinetics. The results for the scaling functions are confirmed through tests in the kinetic spherical model, the spin-wave approximation of the XY model, the critical voter model and the free random walk.Comment: Latex2e, 45 pages, no figures, final for

Moments of the Wigner delay times

The Wigner time delay is a measure of the time spent by a particle inside the scattering region of an open system. For chaotic systems, the statistics of the individual delay times (whose average is the Wigner time delay) are thought to be well described by random matrix theory. Here we present a semiclassical derivation showing the validity of random matrix results. In order to simplify the semiclassical treatment, we express the moments of the delay times in terms of correlation functions of scattering matrices at different energies. In the semiclassical approximation, the elements of the scattering matrix are given in terms of the classical scattering trajectories, requiring one to study correlations between sets of such trajectories. We describe the structure of correlated sets of trajectories and formulate the rules for their evaluation to the leading order in inverse channel number. This allows us to derive a polynomial equation satisfied by the generating function of the moments. Along with showing the agreement of our semiclassical results with the moments predicted by random matrix theory, we infer that the scattering matrix is unitary to all orders in the semiclassical approximation.Comment: Refereed version. 18 pages, 5 figure