Exact Occupation Time Distribution in a Non-Markovian Sequence and Its Relation to Spin Glass Models

We compute exactly the distribution of the occupation time in a discrete {\em non-Markovian} toy sequence which appears in various physical contexts such as the diffusion processes and Ising spin glass chains. The non-Markovian property makes the results nontrivial even for this toy sequence. The distribution is shown to have non-Gaussian tails characterized by a nontrivial large deviation function which is computed explicitly. An exact mapping of this sequence to an Ising spin glass chain via a gauge transformation raises an interesting new question for a generic finite sized spin glass model: at a given temperature, what is the distribution (over disorder) of the thermally averaged number of spins that are aligned to their local fields? We show that this distribution remains nontrivial even at infinite temperature and can be computed explicitly in few cases such as in the Sherrington-Kirkpatrick model with Gaussian disorder.Comment: 10 pages Revtex (two-column), 1 eps figure (included

Persistence in higher dimensions : a finite size scaling study

We show that the persistence probability $P(t,L)$, in a coarsening system of linear size $L$ at a time $t$, has the finite size scaling form $P(t,L)\sim L^{-z\theta}f(\frac{t}{L^{z}})$ where $\theta$ is the persistence exponent and $z$ is the coarsening exponent. The scaling function $f(x)\sim x^{-\theta}$ for $x \ll 1$ and is constant for large $x$. The scaling form implies a fractal distribution of persistent sites with power-law spatial correlations. We study the scaling numerically for Glauber-Ising model at dimension $d = 1$ to 4 and extend the study to the diffusion problem. Our finite size scaling ansatz is satisfied in all these cases providing a good estimate of the exponent $\theta$.Comment: 4 pages in RevTeX with 6 figures. To appear in Phys. Rev.

Large-Deviation Functions for Nonlinear Functionals of a Gaussian Stationary Markov Process

We introduce a general method, based on a mapping onto quantum mechanics, for investigating the large-T limit of the distribution P(r,T) of the nonlinear functional r[V] = (1/T)\int_0^T dT' V[X(T')], where V(X) is an arbitrary function of the stationary Gaussian Markov process X(T). For T tending to infinity at fixed r we find that P(r,T) behaves as exp[-theta(r) T], where theta(r) is a large deviation function. We present explicit results for a number of special cases, including the case V(X) = X \theta(X) which is related to the cooling and the heating degree days relevant to weather derivatives.Comment: 8 page

Exact Phase Diagram of a model with Aggregation and Chipping

We revisit a simple lattice model of aggregation in which masses diffuse and coalesce upon contact with rate 1 and every nonzero mass chips off a single unit of mass to a randomly chosen neighbour with rate $w$. The dynamics conserves the average mass density $\rho$ and in the stationary state the system undergoes a nonequilibrium phase transition in the $(\rho-w)$ plane across a critical line $\rho_c(w)$. In this paper, we show analytically that in arbitrary spatial dimensions, $\rho_c(w) = \sqrt{w+1}-1$ exactly and hence, remarkably, independent of dimension. We also provide direct and indirect numerical evidence that strongly suggest that the mean field asymptotic answer for the single site mass distribution function and the associated critical exponents are super-universal, i.e., independent of dimension.Comment: 11 pages, RevTex, 3 figure

Persistence in a Stationary Time-series

We study the persistence in a class of continuous stochastic processes that are stationary only under integer shifts of time. We show that under certain conditions, the persistence of such a continuous process reduces to the persistence of a corresponding discrete sequence obtained from the measurement of the process only at integer times. We then construct a specific sequence for which the persistence can be computed even though the sequence is non-Markovian. We show that this may be considered as a limiting case of persistence in the diffusion process on a hierarchical lattice.Comment: 8 pages revte

Random Walks in Logarithmic and Power-Law Potentials, Nonuniversal Persistence, and Vortex Dynamics in the Two-Dimensional XY Model

The Langevin equation for a particle (`random walker') moving in d-dimensional space under an attractive central force, and driven by a Gaussian white noise, is considered for the case of a power-law force, F(r) = - Ar^{-sigma}. The `persistence probability', P_0(t), that the particle has not visited the origin up to time t, is calculated. For sigma > 1, the force is asymptotically irrelevant (with respect to the noise), and the asymptotics of P_0(t) are those of a free random walker. For sigma < 1, the noise is (dangerously) irrelevant and the asymptotics of P_0(t) can be extracted from a weak noise limit within a path-integral formalism. For the case sigma=1, corresponding to a logarithmic potential, the noise is exactly marginal. In this case, P_0(t) decays as a power-law, P_0(t) \sim t^{-theta}, with an exponent theta that depends continuously on the ratio of the strength of the potential to the strength of the noise. This case, with d=2, is relevant to the annihilation dynamics of a vortex-antivortex pair in the two-dimensional XY model. Although the noise is multiplicative in the latter case, the relevant Langevin equation can be transformed to the standard form discussed in the first part of the paper. The mean annihilation time for a pair initially separated by r is given by t(r) \sim r^2 ln(r/a) where a is a microscopic cut-off (the vortex core size). Implications for the nonequilibrium critical dynamics of the system are discussed and compared to numerical simulation results.Comment: 10 pages, 1 figur

A new family of matrix product states with Dzyaloshinski-Moriya interactions

We define a new family of matrix product states which are exact ground states of spin 1/2 Hamiltonians on one dimensional lattices. This class of Hamiltonians contain both Heisenberg and Dzyaloshinskii-Moriya interactions but at specified and not arbitrary couplings. We also compute in closed forms the one and two-point functions and the explicit form of the ground state. The degeneracy structure of the ground state is also discussed.Comment: 15 pages, 1 figur

Neutrino Decays over Cosmological Distances and the Implications for Neutrino Telescopes

We discuss decays of ultra-relativistic neutrinos over cosmological distances by solving the decay equation in terms of its redshift dependence. We demonstrate that there are significant conceptual differences compared to more simplified treatments of neutrino decay. For instance, the maximum distance the neutrinos have traveled is limited by the Hubble length, which means that the common belief that longer neutrino lifetimes can be probed by longer distances does not apply. As a consequence, the neutrino lifetime limit from supernova 1987A cannot be exceeded by high-energy astrophysical neutrinos. We discuss the implications for neutrino spectra and flavor ratios from gamma-ray bursts as one example of extragalactic sources, using up-to-date neutrino flux predictions. If the observation of SN 1987A implies that \nu_1 is stable and the other mass eigenstates decay with rates much smaller than their current bounds, the muon track rate can be substantially suppressed compared to the cascade rate in the region IceCube is most sensitive to. In this scenario, no gamma-ray burst neutrinos may be found using muon tracks even with the full scale experiment, whereas reliable information on high-energy astrophysical sources can only be obtained from cascade measurements. As another consequence, the recently observed two cascade event candidates at PeV energies will not be accompanied by corresponding muon tracks.Comment: 20 pages, 6 figures, 1 table. Matches published versio

Real Roots of Random Polynomials and Zero Crossing Properties of Diffusion Equation

We study various statistical properties of real roots of three different classes of random polynomials which recently attracted a vivid interest in the context of probability theory and quantum chaos. We first focus on gap probabilities on the real axis, i.e. the probability that these polynomials have no real root in a given interval. For generalized Kac polynomials, indexed by an integer d, of large degree n, one finds that the probability of no real root in the interval [0,1] decays as a power law n^{-\theta(d)} where \theta(d) > 0 is the persistence exponent of the diffusion equation with random initial conditions in spatial dimension d. For n \gg 1 even, the probability that they have no real root on the full real axis decays like n^{-2(\theta(2)+\theta(d))}. For Weyl polynomials and Binomial polynomials, this probability decays respectively like \exp{(-2\theta_{\infty}} \sqrt{n}) and \exp{(-\pi \theta_{\infty} \sqrt{n})} where \theta_{\infty} is such that \theta(d) = 2^{-3/2} \theta_{\infty} \sqrt{d} in large dimension d. We also show that the probability that such polynomials have exactly k roots on a given interval [a,b] has a scaling form given by \exp{(-N_{ab} \tilde \phi(k/N_{ab}))} where N_{ab} is the mean number of real roots in [a,b] and \tilde \phi(x) a universal scaling function. We develop a simple Mean Field (MF) theory reproducing qualitatively these scaling behaviors, and improve systematically this MF approach using the method of persistence with partial survival, which in some cases yields exact results. Finally, we show that the probability density function of the largest absolute value of the real roots has a universal algebraic tail with exponent {-2}. These analytical results are confirmed by detailed numerical computations.Comment: 32 pages, 16 figure

Evidence for geometry-dependent universal fluctuations of the Kardar-Parisi-Zhang interfaces in liquid-crystal turbulence

We provide a comprehensive report on scale-invariant fluctuations of growing interfaces in liquid-crystal turbulence, for which we recently found evidence that they belong to the Kardar-Parisi-Zhang (KPZ) universality class for 1+1 dimensions [Phys. Rev. Lett. 104, 230601 (2010); Sci. Rep. 1, 34 (2011)]. Here we investigate both circular and flat interfaces and report their statistics in detail. First we demonstrate that their fluctuations show not only the KPZ scaling exponents but beyond: they asymptotically share even the precise forms of the distribution function and the spatial correlation function in common with solvable models of the KPZ class, demonstrating also an intimate relation to random matrix theory. We then determine other statistical properties for which no exact theoretical predictions were made, in particular the temporal correlation function and the persistence probabilities. Experimental results on finite-time effects and extreme-value statistics are also presented. Throughout the paper, emphasis is put on how the universal statistical properties depend on the global geometry of the interfaces, i.e., whether the interfaces are circular or flat. We thereby corroborate the powerful yet geometry-dependent universality of the KPZ class, which governs growing interfaces driven out of equilibrium.Comment: 31 pages, 21 figures, 1 table; references updated (v2,v3); Fig.19 updated & minor changes in text (v3); final version (v4); J. Stat. Phys. Online First (2012