A reduction procedure for stochastic differential equations based on stochastic symmetries including Girsanov random transformations is proposed. In this setting, a new notion of reconstruction is given, involving the expectation values of functionals of solution to the SDE and a reconstruction theorem for general stochastic symmetries is proved. Moreover, the notable case of reduction under the closed subclass of quasi Doob transformations is presented. The theoretical results are applied to stochastic models relevant in the applications.
We give a criterion of the form Q(d)c(M)<1 for the non-reconstructability of tree-indexed q-state Markov chains obtained by broadcasting a signal from the root with a given transition matrix M. Here c(M) is an explicit function, which is convex over the set of Ms with a given invariant distribution, that is defined in terms of a (q-1)-dimensional variational problem over symmetric entropies. Further Q(d) is the expected number of offspring on the Galton-Watson tree. This result is equivalent to proving the extremality of the free boundary condition-Gibbs measure within the corresponding Gibbs-simplex. Our theorem holds for possibly non-reversible M and its proof is based on a general Recursion Formula for expectations of a symmetrized relative entropy function, which invites their use as a Lyapunov function. In the case of the Potts model, the present theorem reproduces earlier results of the authors, with a simplified proof, in the case of the symmetric Ising model (where the argument becomes similar to the approach of Pemantle and Peres) the method produces the correct reconstruction threshold), in the case of the (strongly) asymmetric Ising model where the Kesten-Stigum bound is known to be not sharp the method provides improved numerical bounds.
The derivation of spherical harmonics is the same in nearly every quantum mechanics textbook and classroom. It is found to be difficult to follow, hard to understand, and challenging to reproduce by most students. In this work, we show how one can determine spherical harmonics in a more natural way based on operators and a powerful identity called the exponential disentangling operator identity (known in quantum optics, but little used elsewhere). This new strategy follows naturally after one has introduced Dirac notation, computed the angular momentum algebra, and determined the action of the angular momentum raising and lowering operators on the simultaneous angular momentum eigenstates (under $hat L^2$ and $hat L_z$).
We approach the Torelli problem of recostructing a curve from its Jacobian from a computational point of view. Following Dubrovin, we design a machinery to solve this problem effectively, which builds on methods in numerical algebraic geometry. We verify this methods via numerical experiments with curves up to genus 7.
This paper considers the empirical spectral measure of a power of a random matrix drawn uniformly from one of the compact classical matrix groups. We give sharp bounds on the $L_p$-Wasserstein distances between this empirical measure and the uniform measure on the circle, which show a smooth transition in behavior when the power increases and yield rates on almost sure convergence when the dimension grows. Along the way, we prove the sharp logarithmic Sobolev inequality on the unitary group.