On the almost sure central limit theorem for ARX processes in adaptive tracking

The goal of this paper is to highlight the almost sure central limit theorem for martingales to the control community and to show the usefulness of this result for the system identification of controllable ARX(p,q) process in adaptive tracking. We also provide strongly consistent estimators of the even moments of the driven noise of a controllable ARX(p,q) process as well as quadratic strong laws for the average costs and estimation errors sequences. Our theoretical results are illustrated by numerical experiments

Small deviations of iterated processes in space of trajectories

We derive logarithmic asymptotics of probabilities of small deviations for iterated processes in the space of trajectories. We find conditions under which these asymptotics coincide with those of processes generating iterated processes. When these conditions fail the asymptotics are quite different

Combinatorics of Feynman Diagrams for the Problems with Gaussian Random Field

The algorithm to calculate the generating function for the number of ``skeleton'' diagrams for the irreducible self-energy and vertex parts is derived for the problems with Gaussian random fields. We find an exact recurrence relation determining the number of diagrams for any given order of perturbation theory, as well as its asymptotics for the large order limit. These results are applied to the analysis of the problem of an electron in the Gaussian random field with the ``white-noise'' correlation function. Assuming the equality of all ``skeleton'' diagrams for the self-energy part in the given order of perturbation theory, we construct the closed integral equation for the one-particle Green's function, with its kernel defined by the previously introduced generating function. Our analysis demonstrate that this approximation gives the qualitatively correct form of the localized states ``tail'' in the density of states in the region of negative energies and is apparently quite satisfactory in the most interesting region of strong scattering close to the former band-edge, where we can derive the asymptotics of the Green's function and density of states in the limit of very strong scattering.Comment: 23 pages, 6 figures, RevTeX 3.0, Postscript figures attached, Submitted to JET

Analytical realization of finite-size scaling for Anderson localization. Does the band of critical states exist for d>2?

An analytical realization is suggested for the finite-size scaling algorithm based on the consideration of auxiliary quasi-1D systems. Comparison of the obtained analytical results with the results of numerical calculations indicates that the Anderson transition point is splitted into the band of critical states. This conclusion is supported by direct numerical evidence (Edwards and Thouless, 1972; Last and Thouless, 1974; Schreiber, 1985; 1990). The possibility of restoring the conventional picture still exists but requires a radical reinterpretetion of the raw numerical data.Comment: PDF, 11 page

Divergent Perturbation Series

Various perturbation series are factorially divergent. The behavior of their high-order terms can be found by Lipatov's method, according to which they are determined by the saddle-point configurations (instantons) of appropriate functional integrals. When the Lipatov asymptotics is known and several lowest order terms of the perturbation series are found by direct calculation of diagrams, one can gain insight into the behavior of the remaining terms of the series. Summing it, one can solve (in a certain approximation) various strong-coupling problems. This approach is demonstrated by determining the Gell-Mann - Low functions in \phi^4 theory, QED, and QCD for arbitrary coupling constants. An overview of the mathematical theory of divergent series is presented, and interpretation of perturbation series is discussed. Explicit derivations of the Lipatov asymptotic forms are presented for some basic problems in theoretical physics. A solution is proposed to the problem of renormalon contributions, which hampered progress in this field in the late 1970s. Practical schemes for summation of perturbation series are described for a coupling constant of order unity and in the strong-coupling limit. An interpretation of the Borel integral is given for 'non-Borel-summable' series. High-order corrections to the Lipatov asymptotics are discussed.Comment: Review article, 45 pages, PD

Molecular dynamics simulations of non-equilibrium systems

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