Global fluctuations and Gumbel statistics

We explain how the statistics of global observables in correlated systems can be related to extreme value problems and to Gumbel statistics. This relationship then naturally leads to the emergence of the generalized Gumbel distribution G_a(x), with a real index a, in the study of global fluctuations. To illustrate these findings, we introduce an exactly solvable nonequilibrium model describing an energy flux on a lattice, with local dissipation, in which the fluctuations of the global energy are precisely described by the generalized Gumbel distribution.Comment: 4 pages, 3 figures; final version with minor change

Random Time-Scale Invariant Diffusion and Transport Coefficients

Single particle tracking of mRNA molecules and lipid granules in living cells shows that the time averaged mean squared displacement $\overline{\delta^2}$ of individual particles remains a random variable while indicating that the particle motion is subdiffusive. We investigate this type of ergodicity breaking within the continuous time random walk model and show that $\overline{\delta^2}$ differs from the corresponding ensemble average. In particular we derive the distribution for the fluctuations of the random variable $\overline{\delta^2}$. Similarly we quantify the response to a constant external field, revealing a generalization of the Einstein relation. Consequences for the interpretation of single molecule tracking data are discussed.Comment: 4 pages, 4 figures.Article accompanied by a PRL Viewpoint in Physics1, 8 (2008

Dissipation scales and anomalous sinks in steady two-dimensional turbulence

In previous papers I have argued that the \emph{fusion rules hypothesis}, which was originally introduced by L'vov and Procaccia in the context of the problem of three-dimensional turbulence, can be used to gain a deeper insight in understanding the enstrophy cascade and inverse energy cascade of two-dimensional turbulence. In the present paper we show that the fusion rules hypothesis, combined with \emph{non-perturbative locality}, itself a consequence of the fusion rules hypothesis, dictates the location of the boundary separating the inertial range from the dissipation range. In so doing, the hypothesis that there may be an anomalous enstrophy sink at small scales and an anomalous energy sink at large scales emerges as a consequence of the fusion rules hypothesis. More broadly, we illustrate the significance of viewing inertial ranges as multi-dimensional regions where the fully unfused generalized structure functions of the velocity field are self-similar, by considering, in this paper, the simplified projection of such regions in a two-dimensional space, involving a small scale $r$ and a large scale $R$, which we call, in this paper, the $(r, R)$-plane. We see, for example, that the logarithmic correction in the enstrophy cascade, under standard molecular dissipation, plays an essential role in inflating the inertial range in the $(r, R)$ plane to ensure the possibility of local interactions. We have also seen that increasingly higher orders of hyperdiffusion at large scales or hypodiffusion at small scales make the predicted sink anomalies more resilient to possible violations of the fusion rules hypothesis.Comment: 22 pages, resubmitted to Phys. Rev.

Noise-enhanced trapping in chaotic scattering

We show that noise enhances the trapping of trajectories in scattering systems. In fully chaotic systems, the decay rate can decrease with increasing noise due to a generic mismatch between the noiseless escape rate and the value predicted by the Liouville measure of the exit set. In Hamiltonian systems with mixed phase space we show that noise leads to a slower algebraic decay due to trajectories performing a random walk inside Kolmogorov-Arnold-Moser islands. We argue that these noise-enhanced trapping mechanisms exist in most scattering systems and are likely to be dominant for small noise intensities, which is confirmed through a detailed investigation in the Henon map. Our results can be tested in fluid experiments, affect the fractal Weyl's law of quantum systems, and modify the estimations of chemical reaction rates based on phase-space transition state theory.Comment: 5 pages, 5 figure

Critical percolation of free product of groups

In this article we study percolation on the Cayley graph of a free product of groups. The critical probability $p_c$ of a free product $G_1*G_2*...*G_n$ of groups is found as a solution of an equation involving only the expected subcritical cluster size of factor groups $G_1,G_2,...,G_n$. For finite groups these equations are polynomial and can be explicitly written down. The expected subcritical cluster size of the free product is also found in terms of the subcritical cluster sizes of the factors. In particular, we prove that $p_c$ for the Cayley graph of the modular group $\hbox{PSL}_2(\mathbb Z)$ (with the standard generators) is $.5199...$, the unique root of the polynomial $2p^5-6p^4+2p^3+4p^2-1$ in the interval $(0,1)$. In the case when groups $G_i$ can be "well approximated" by a sequence of quotient groups, we show that the critical probabilities of the free product of these approximations converge to the critical probability of $G_1*G_2*...*G_n$ and the speed of convergence is exponential. Thus for residually finite groups, for example, one can restrict oneself to the case when each free factor is finite. We show that the critical point, introduced by Schonmann, $p_{\mathrm{exp}}$ of the free product is just the minimum of $p_{\mathrm{exp}}$ for the factors

Using Classical Probability To Guarantee Properties of Infinite Quantum Sequences

We consider the product of infinitely many copies of a spin-$1\over 2$ system. We construct projection operators on the corresponding nonseparable Hilbert space which measure whether the outcome of an infinite sequence of $\sigma^x$ measurements has any specified property. In many cases, product states are eigenstates of the projections, and therefore the result of measuring the property is determined. Thus we obtain a nonprobabilistic quantum analogue to the law of large numbers, the randomness property, and all other familiar almost-sure theorems of classical probability.Comment: 7 pages in LaTe

Edgeworth expansions for slow-fast systems with finite time scale separation

We derive Edgeworth expansions that describe corrections to the Gaussian limiting behaviour of slow-fast systems. The Edgeworth expansion is achieved using a semi-group formalism for the transfer operator, where a Duhamel-Dyson series is used to asymptotically determine the corrections at any desired order of the time scale parameter ε. The corrections involve integrals over higher-order auto-correlation functions. We develop a diagrammatic representation of the series to control the combinatorial wealth of the asymptotic expansion in ε and provide explicit expressions for the first two orders. At a formal level, the expressions derived are valid in the case when the fast dynamics is stochastic as well as when the fast dynamics is entirely deterministic. We corroborate our analytical results with numerical simulations and show that our method provides an improvement on the classical homogenization limit which is restricted to the limit of infinite time scale separation

The delayed uncoupled continuous-time random walks do not provide a model for the telegraph equation

It has been alleged in several papers that the so called delayed continuous-time random walks (DCTRWs) provide a model for the one-dimensional telegraph equation at microscopic level. This conclusion, being widespread now, is strange, since the telegraph equation describes phenomena with finite propagation speed, while the velocity of the motion of particles in the DCTRWs is infinite. In this paper we investigate how accurate are the approximations to the DCTRWs provided by the telegraph equation. We show that the diffusion equation, being the correct limit of the DCTRWs, gives better approximations in $L_2$ norm to the DCTRWs than the telegraph equation. We conclude therefore that, first, the DCTRWs do not provide any correct microscopic interpretation of the one-dimensional telegraph equation, and second, the kinetic (exact) model of the telegraph equation is different from the model based on the DCTRWs.Comment: 12 pages, 9 figure

The Critical Exponent of the Fractional Langevin Equation is αc≈0.402\alpha_c\approx 0.402

We investigate the dynamical phase diagram of the fractional Langevin equation and show that critical exponents mark dynamical transitions in the behavior of the system. For a free and harmonically bound particle the critical exponent $\alpha_c= 0.402\pm 0.002$ marks a transition to a non-monotonic under-damped phase. The critical exponent $\alpha_{R}=0.441...$ marks a transition to a resonance phase, when an external oscillating field drives the system. Physically, we explain these behaviors using a cage effect, where the medium induces an elastic type of friction. Phase diagrams describing the under-damped, the over-damped and critical frequencies of the fractional oscillator, recently used to model single protein experiments, show behaviors vastly different from normal.Comment: 5 pages, 3 figure

A Random Walk to a Non-Ergodic Equilibrium Concept

Random walk models, such as the trap model, continuous time random walks, and comb models exhibit weak ergodicity breaking, when the average waiting time is infinite. The open question is: what statistical mechanical theory replaces the canonical Boltzmann-Gibbs theory for such systems? In this manuscript a non-ergodic equilibrium concept is investigated, for a continuous time random walk model in a potential field. In particular we show that in the non-ergodic phase the distribution of the occupation time of the particle on a given lattice point, approaches U or W shaped distributions related to the arcsin law. We show that when conditions of detailed balance are applied, these distributions depend on the partition function of the problem, thus establishing a relation between the non-ergodic dynamics and canonical statistical mechanics. In the ergodic phase the distribution function of the occupation times approaches a delta function centered on the value predicted based on standard Boltzmann-Gibbs statistics. Relation of our work with single molecule experiments is briefly discussed.Comment: 14 pages, 6 figure