No Arabic abstract
We study a class of Markov chains that model the evolution of a quantum system subject to repeated measurements. Each Markov chain in this class is defined by a measure on the space of matrices. It is then given by a random product of correlated matrices taken from the support of the defining measure. We give natural conditions on this support that imply that the Markov chain admits a unique invariant probability measure. We moreover prove the geometric convergence towards this invariant measure in the Wasserstein metric. Standard techniques from the theory of products of random matrices cannot be applied under our assumptions, and new techniques are developed, such as maximum likelihood-type estimations.
Given an ensemble of NxN random matrices, a natural question to ask is whether or not the empirical spectral measures of typical matrices converge to a limiting spectral measure as N --> oo. While this has been proved for many thin patterned ensembles sitting inside all real symmetric matrices, frequently there is no nice closed form expression for the limiting measure. Further, current theorems provide few pictures of transitions between ensembles. We consider the ensemble of symmetric m-block circulant matrices with entries i.i.d.r.v. These matrices have toroidal diagonals periodic of period m. We view m as a dial we can turn from the thin ensemble of symmetric circulant matrices, whose limiting eigenvalue density is a Gaussian, to all real symmetric matrices, whose limiting eigenvalue density is a semi-circle. The limiting eigenvalue densities f_m show a visually stunning convergence to the semi-circle as m tends to infinity, which we prove. In contrast to most studies of patterned matrix ensembles, our paper gives explicit closed form expressions for the densities. We prove that f_m is the product of a Gaussian and a degree 2m-2 polynomial; the formula equals that of the m x m Gaussian Unitary Ensemble (GUE). The proof is by the moments. The new feature, which allows us to obtain closed form expressions, is converting the central combinatorial problem in the moment calculation into an equivalent counting problem in algebraic topology. We end with a generalization of the m-block circulant pattern, dropping the assumption that the m random variables be distinct. We prove that the limiting spectral distribution exists and is determined by the pattern of the independent elements within an m-period, depending on not only the frequency at which each element appears, but also the way the elements are arranged.
We consider the quantum (trajectories) filtering equation for the case when the system is driven by Bose field inputs prepared in an arbitrary non-zero mean Gaussian state. The a posteriori evolution of the system is conditioned by the results of a single or double homodyne measurements. The system interacting with the Bose field is a single cavity mode taken initially in a Gaussian state. We show explicit solutions using the method of characteristic functions to the filtering equations exploiting the linear Gaussian nature of the problem.
We consider the free boundary condition Gibbs measure of the Potts model on a random tree. We provide an explicit temperature interval below the ferromagnetic transition temperature for which this measure is extremal, improving older bounds of Mossel and Peres. In information theoretic language extremality of the Gibbs measure corresponds to non-reconstructability for symmetric q-ary channels. The bounds are optimal for the Ising model and appear to be close to what we conjecture to be the true values up to a factor of 0.0150 in the case q = 3 and 0.0365 for q = 4. Our proof uses an iteration of random boundary entropies from the outside of the tree to the inside, along with a symmetrization argument.
A new construction of non-Gaussian, rotation-invariant and reflection positive probability measures $mu$ associated with the $varphi ^4_3$-model of quantum field theory is presented. Our construction uses a combination of semigroup methods, and methods of stochastic partial differential equations (SPDEs) for finding solutions and stationary measures of the natural stochastic quantization associated with the $varphi ^4_3$-model. Our starting point is a suitable approximation $mu_{M,N}$ of the measure $mu$ we intend to construct. $mu_{M,N}$ is parametrized by an $M$-dependent space cut-off function $rho_M: {mathbb R}^3rightarrow {mathbb R}$ and an $N$-dependent momentum cut-off function $psi_N: widehat{mathbb R}^3 cong {mathbb R}^3 rightarrow {mathbb R}$, that act on the interaction term (nonlinear term and counterterms). The corresponding family of stochastic quantization equations yields solutions $(X_t^{M,N}, tgeq 0)$ that have $mu_{M,N}$ as an invariant probability measure. By a combination of probabilistic and functional analytic methods for singular stochastic differential equations on negative-indices weighted Besov spaces (with rotation invariant weights) we prove the tightness of the family of continuous processes $(X_t^{M,N},t geq 0)_{M,N}$. Limit points in the sense of convergence in law exist, when both $M$ and $N$ diverge to $+infty$. The limit processes $(X_t; tgeq 0)$ are continuous on the intersection of suitable Besov spaces and any limit point $mu$ of the $mu_{M,N}$ is a stationary measure of $X$. $mu$ is shown to be a rotation-invariant and non-Gaussian probability measure and we provide results on its support. It is also proven that $mu$ satisfies a further important property belonging to the family of axioms for Euclidean quantum fields, it is namely reflection positive.
In this paper, utilizing Wangs Harnack inequality with power and the Banach fixed point theorem, the weak well-posedness for distribution dependent SDEs with integrable drift is investigated. In addition, using a trick of decoupled method, some regularity such as relative entropy and Sobolevs estimate of invariant probability measure are proved. Furthermore, by comparing two stationary Fokker-Planck-Kolmogorov equations, the existence and uniqueness of invariant probability measure for McKean-Vlasov SDEs are obtained by log-Sobolevs inequality and Banachs fixed theorem. Finally, some examples are presented.