68 research outputs found
Large deviations for clocks of self-similar processes
The Lamperti correspondence gives a prominent role to two random time
changes: the exponential functional of a L\'evy process drifting to
and its inverse, the clock of the corresponding positive self-similar process.
We describe here asymptotical properties of these clocks in large time,
extending the results of Yor and Zani
Subsystem dynamics under random Hamiltonian evolution
We study time evolution of a subsystem's density matrix under unitary
evolution, generated by a sufficiently complex, say quantum chaotic,
Hamiltonian, modeled by a random matrix. We exactly calculate all coherences,
purity and fluctuations. We show that the reduced density matrix can be
described in terms of a noncentral correlated Wishart ensemble for which we are
able to perform analytical calculations of the eigenvalue density. Our
description accounts for a transition from an arbitrary initial state towards a
random state at large times, enabling us to determine the convergence time
after which random states are reached. We identify and describe a number of
other interesting features, like a series of collisions between the largest
eigenvalue and the bulk, accompanied by a phase transition in its distribution
function.Comment: 16 pages, 8 figures; v3: slightly re-structured and an additional
appendi
Combinatorial Markov chains on linear extensions
We consider generalizations of Schuetzenberger's promotion operator on the
set L of linear extensions of a finite poset of size n. This gives rise to a
strongly connected graph on L. By assigning weights to the edges of the graph
in two different ways, we study two Markov chains, both of which are
irreducible. The stationary state of one gives rise to the uniform
distribution, whereas the weights of the stationary state of the other has a
nice product formula. This generalizes results by Hendricks on the Tsetlin
library, which corresponds to the case when the poset is the anti-chain and
hence L=S_n is the full symmetric group. We also provide explicit eigenvalues
of the transition matrix in general when the poset is a rooted forest. This is
shown by proving that the associated monoid is R-trivial and then using
Steinberg's extension of Brown's theory for Markov chains on left regular bands
to R-trivial monoids.Comment: 35 pages, more examples of promotion, rephrased the main theorems in
terms of discrete time Markov chain
Random Convex Hulls and Extreme Value Statistics
In this paper we study the statistical properties of convex hulls of
random points in a plane chosen according to a given distribution. The points
may be chosen independently or they may be correlated. After a non-exhaustive
survey of the somewhat sporadic literature and diverse methods used in the
random convex hull problem, we present a unifying approach, based on the notion
of support function of a closed curve and the associated Cauchy's formulae,
that allows us to compute exactly the mean perimeter and the mean area enclosed
by the convex polygon both in case of independent as well as correlated points.
Our method demonstrates a beautiful link between the random convex hull problem
and the subject of extreme value statistics. As an example of correlated
points, we study here in detail the case when the points represent the vertices
of independent random walks. In the continuum time limit this reduces to
independent planar Brownian trajectories for which we compute exactly, for
all , the mean perimeter and the mean area of their global convex hull. Our
results have relevant applications in ecology in estimating the home range of a
herd of animals. Some of these results were announced recently in a short
communication [Phys. Rev. Lett. {\bf 103}, 140602 (2009)].Comment: 61 pages (pedagogical review); invited contribution to the special
issue of J. Stat. Phys. celebrating the 50 years of Yeshiba/Rutgers meeting
A Pearson-Dirichlet random walk
A constrained diffusive random walk of n steps and a random flight in Rd,
which can be expressed in the same terms, were investigated independently in
recent papers. The n steps of the walk are identically and independently
distributed random vectors of exponential length and uniform orientation.
Conditioned on the sum of their lengths being equal to a given value l,
closed-form expressions for the distribution of the endpoint of the walk were
obtained altogether for any n for d=1, 2, 4 . Uniform distributions of the
endpoint inside a ball of radius l were evidenced for a walk of three steps in
2D and of two steps in 4D. The previous walk is generalized by considering step
lengths which are distributed over the unit (n-1) simplex according to a
Dirichlet distribution whose parameters are all equal to q, a given positive
value. The walk and the flight above correspond to q=1. For any d >= 3, there
exist, for integer and half-integer values of q, two families of
Pearson-Dirichlet walks which share a common property. For any n, the d
components of the endpoint are jointly distributed as are the d components of a
vector uniformly distributed over the surface of a hypersphere of radius l in a
space Rk whose dimension k is an affine function of n for a given d. Five
additional walks, with a uniform distribution of the endpoint in the inside of
a ball, are found from known finite integrals of products of powers and Bessel
functions of the first kind. They include four different walks in R3 and two
walks in R4. Pearson-Liouville random walks, obtained by distributing the total
lengths of the previous Pearson-Dirichlet walks, are finally discussed.Comment: 33 pages 1 figure, the paper includes the content of a recently
submitted work together with additional results and an extended section on
Pearson-Liouville random walk
A propos de l'assistance auriculo-ventriculaire totale.
Journal Articleinfo:eu-repo/semantics/publishe
Essai expérimental d'une méthode simple d'assistance ventriculaire totale.
Journal Articleinfo:eu-repo/semantics/publishe
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