Large-Deviation Principles, Stochastic Effective Actions, Path Entropies
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Large Deviations and Exit Time Asymptotics for Diffusions and Stochastic Resonance
Large deviations and exit time asymptotics for diffusions and stochastic resonance DISSERTATION zur Erlangung des akademischen Grades doctor rerum naturalium (Dr. rer. nat.) im Fach Mathematik eingereicht an der Mathematisch-Naturwissenschaftlichen Fakultät II Humboldt-Universität zu Berlin von Diplom-Mathematiker Dierk Peithmann geboren am 29.06.1972 in Rahden Präsident der Humboldt-Universität zu Berlin: Prof. Dr. Christoph Markschies Dekan der Mathematisch-Naturwissenschaftlichen Fakultät II: Prof. Dr. Wolfgang Coy Gutachter: 1. Prof. Dr. Peter Imkeller 2. Prof. Dr. Ludwig Arnold 3. Prof. Dr. Michael Scheutzow Tag der mündlichen Prüfung: 13. August 2007 Abstract In this thesis, we study the asymptotic behavior of exit and transition times of certain weakly time inhomogeneous diffusion processes. Based on these asymptotics, a prob- abilistic notion of stochastic resonance is investigated. Large deviations techniques play the key role throughout this work. In the first part we recall the large deviations theory for time homogeneous diffusions. Chapter1 gives a brief overview of the classical results due to Freidlin und Wentzell. In Chapter2 we present an extension of their theory to stochastic differential equa- tions with locally Lipschitz coefficients that depend on the noise amplitude. Kramers’ exit time law, which makes up the foundation stone for the results obtained in this thesis, is recalled in Chapter3. The second part deals with the phenomenon of stochastic resonance. That is, we study periodicity properties of diffusion processes. First, in Chapter4 we explain the paradigm of stochastic resonance. Afterwards, physical notions of measuring pe- riodicity properties of diffusion trajectories are discussed, and their drawbacks are pointed out. The latter suggest to follow an alternative probabilistic approach, which is introduced in Section 4.3 and discussed in subsequent chapters. -
Effective Quantum Field Theories Thomas Mannel Theoretical Physics I (Particle Physics) University of Siegen, Siegen, Germany
Generating Functionals Functional Integration Renormalization Introduction to Effective Quantum Field Theories Thomas Mannel Theoretical Physics I (Particle Physics) University of Siegen, Siegen, Germany 2nd Autumn School on High Energy Physics and Quantum Field Theory Yerevan, Armenia, 6-10 October, 2014 T. Mannel, Siegen University Effective Quantum Field Theories: Lecture 1 Generating Functionals Functional Integration Renormalization Overview Lecture 1: Basics of Quantum Field Theory Generating Functionals Functional Integration Perturbation Theory Renormalization Lecture 2: Effective Field Thoeries Effective Actions Effective Lagrangians Identifying relevant degrees of freedom Renormalization and Renormalization Group T. Mannel, Siegen University Effective Quantum Field Theories: Lecture 1 Generating Functionals Functional Integration Renormalization Lecture 3: Examples @ work From Standard Model to Fermi Theory From QCD to Heavy Quark Effective Theory From QCD to Chiral Perturbation Theory From New Physics to the Standard Model Lecture 4: Limitations: When Effective Field Theories become ineffective Dispersion theory and effective field theory Bound Systems of Quarks and anomalous thresholds When quarks are needed in QCD É. T. Mannel, Siegen University Effective Quantum Field Theories: Lecture 1 Generating Functionals Functional Integration Renormalization Lecture 1: Basics of Quantum Field Theory Thomas Mannel Theoretische Physik I, Universität Siegen f q f et Yerevan, October 2014 T. Mannel, Siegen University Effective Quantum -
Comparison Between Quantum and Classical Dynamics in the Effective Action Formalism
Proceedings of the International School of Physics "Enrico Fermi" Course CXLIII. G. Casati, I. Guarneri and U. Smilansky (Eds.) lOS Press, Amsterdam 2000 Comparison between quantum and classical dynamics in the effective action formalism F. CAMETTI Dipartimento di Fisica, Universitd della Calabria - 87036 Arcavacata di Rende, Italy and Istituto Nazionale per la Fisica della Materia, unita di Cosenza - Italy G. JONA-LASINIO Dipartimento di Fisica, Universita di Roma "La Sapienza"- P.le A. Moro 2, 00185 Roma, Italy C. PRESILLA Dipartimento di Fisica, Universita di Roma "La Sapienza"- P.le A. Moro 2, 00185 Roma, Italy and Istituto Nazionale per la Fisica della Materia, unita di Roma "La Sapienza" - Italy F. TONINELLI Dipartimento di Fisica, Universita di Roma "La Sapienza"- P.le A. Moro 2, 00185 Roma, Italy A major difficulty in comparing quantum and classical behavior resides in the struc tural differences between the corresponding mathematical languages. The Heisenberg equations of motion are operator equations only formally identical to the classical equa tions of motion. By taking the expectation of these equations, the well-known Ehrenfest theorem provides identities which, however, are not a closed system of equations which allows to evaluate the time evolution of the system. The formalism of the effective action seems to offer a possibility of comparing quantum and classical evolutions in a system atic and logically consistent way by naturally providing approximation schemes for the expectations of the coordinates which at the zeroth order coincide with the classical evolution [1]. The effective action formalism leads to equations of motion which differ from the classical equations by the addition of terms nonlocal in the time variable. -
Sample Path Large Deviations for Lévy Processes and Random
Sample Path Large Deviations for L´evyProcesses and Random Walks with Regularly Varying Increments Chang-Han Rhee1;3 Jose Blanchet2;4 Bert Zwart1;3 December 10, 2017 Abstract Let X be a L´evyprocess with regularly varying L´evymeasure ν. We ¯ obtain sample-path large deviations for scaled processes Xn(t) , X(nt)=n and obtain a similar result for random walks. Our results yield detailed asymptotic estimates in scenarios where multiple big jumps in the incre- ment are required to make a rare event happen; we illustrate this through detailed conditional limit theorems. In addition, we investigate connec- tions with the classical large deviations framework. In that setting, we show that a weak large deviation principle (with logarithmic speed) holds, but a full large deviation principle does not hold. Keywords Sample Path Large Deviations · Regular Variation · M- convergence · L´evyProcesses Mathematics Subject Classification 60F10 · 60G17 · 60B10 1 Introduction In this paper, we develop sample-path large deviations for one-dimensional L´evy processes and random walks, assuming the jump sizes are heavy-tailed. Specif- ically, let X(t); t ≥ 0; be a centered L´evyprocess with regularly varying L´evy measure ν. Assume that P(X(1) > x) is regularly varying of index −α, and that P(X(1) < −x) is regularly varying of index −β; i.e. there exist slowly varying functions L+ and L− such that −α −β P(X(1) > x) = L+(x)x ; P(X(1) < −x) = L−(x)x : (1.1) Throughout the paper, we assume α; β > 1. We also consider spectrally one- sided processes; in that case only α plays a role. -
Large Deviations for Markov Sequences
Chapter 32 Large Deviations for Markov Sequences This chapter establishes large deviations principles for Markov sequences as natural consequences of the large deviations principles for IID sequences in Chapter 31. (LDPs for continuous-time Markov processes will be treated in the chapter on Freidlin-Wentzell theory.) Section 32.1 uses the exponential-family representation of Markov sequences to establish an LDP for the two-dimensional empirical dis- tribution (“pair measure”). The rate function is a relative entropy. Section 32.2 extends the results of Section 32.1 to other observ- ables for Markov sequences, such as the empirical process and time averages of functions of the state. For the whole of this chapter, let X1, X2, . be a homogeneous Markov se- quence, taking values in a Polish space Ξ, with transition probability kernel µ, and initial distribution ν and invariant distribution ρ. If Ξ is not discrete, we will assume that ν and ρ have densities n and r with respect to some reference measure, and that µ(x, dy) has density m(x, y) with respect to that same ref- erence measure, for all x. (LDPs can be proved for Markov sequences without such density assumptions — see, e.g., Ellis (1988) — but the argument is more complicated.) 32.1 Large Deviations for Pair Measure of Markov Sequences It is perhaps not sufficiently appreciated that Markov sequences form expo- nential families (Billingsley, 1961; Ku¨chler and Sørensen, 1997). Suppose Ξ is 226 CHAPTER 32. LARGE DEVIATIONS FOR MARKOV SEQUENCES 227 discrete. Then t 1 n t − P X1 = x1 = ν(x1) µ(xi, xi+1) (32.1) i=1 ! " #t 1 − log µ(xi,xi+1) = ν(x1)e i=1 (32.2) P t x,y Ξ2 Tx,y (x1) log µ(x,y) = ν(x1)e ∈ (32.3) P t where Tx,y(x1) counts the number of times the state y follows the state x in the t sequence x1, i.e., it gives the transition counts. -
Introduction to Effective Field Theory
Effective Field Theories 1 Introduction to Effective Field Theory C.P. Burgess Department of Physics & Astronomy, McMaster University, 1280 Main Street West, Hamilton, Ontario, Canada, L8S 4M1 and Perimeter Institute, 31 Caroline Street North, Waterloo, Ontario, Canada, N2L 2Y5 Key Words Effective field theory; Low-energy approximation; Power-counting Abstract This review summarizes Effective Field Theory techniques, which are the modern theoretical tools for exploiting the existence of hierarchies of scale in a physical problem. The general theoretical framework is described, and explicitly evaluated for a simple model. Power- counting results are illustrated for a few cases of practical interest, and several applications to arXiv:hep-th/0701053v2 18 Jan 2007 Quantum Electrodynamics are described. CONTENTS Introduction ....................................... 2 A toy model .......................................... 3 General formulation ................................... 6 The 1PI and 1LPI actions .................................. 6 The Wilson action ...................................... 20 Ann. Rev. Nucl. Part. Sci. 2000 1056-8700/97/0610-00 Power counting ...................................... 28 A class of effective interactions ............................... 28 Power-counting rules ..................................... 29 The Effective-Lagrangian Logic ............................... 32 Applications ....................................... 34 Quantum Electrodynamics .................................. 34 Power-counting examples: QCD and Gravity ....................... 46 1 Introduction It is a basic fact of life that Nature comes to us in many scales. Galaxies, planets, aardvarks, molecules, atoms and nuclei are very different sizes, and are held together with very different binding energies. Happily enough, it is another fact of life that we don’t need to understand what is going on at all scales at once in order to figure out how Nature works at a particular scale. Like good musicians, good physicists know which scales are relevant for which compositions. -
Large Deviations of Poisson Cluster Processes 1
Stochastic Models, 23:593–625, 2007 Copyright © Taylor & Francis Group, LLC ISSN: 1532-6349 print/1532-4214 online DOI: 10.1080/15326340701645959 LARGE DEVIATIONS OF POISSON CLUSTER PROCESSES Charles Bordenave INRIA/ENS, Départment d’Informatique, Paris, France Giovanni Luca Torrisi Istituto per le Applicazioni del Calcolo “Mauro Picone” (IAC), Consiglio Nazionale delle Ricerche (CNR), Roma, Italia In this paper we prove scalar and sample path large deviation principles for a large class of Poisson cluster processes. As a consequence, we provide a large deviation principle for ergodic Hawkes point processes. Keywords Hawkes processes; Large deviations; Poisson cluster processes; Poisson processes. Mathematics Subject Classification 60F10; 60G55. 1. INTRODUCTION Poisson cluster processes are one of the most important classes of point process models (see Daley and Vere-Jones[7] and Møller; Waagepetersen[24]). They are natural models for the location of objects in the space, and are widely used in point process studies whether theoretical or applied. Very popular and versatile Poisson cluster processes are the so-called self-exciting or Hawkes processes (Hawkes[12,13]; Hawkes and Oakes[14]). From a theoretical point of view, Hawkes processes combine both a Poisson cluster process representation and a simple stochastic intensity representation. Poisson cluster processes found applications in cosmology, ecology and epidemiology; see, respectively, Neyman and Scott[25], Brix and Chadoeuf[5], and Møller[19,20]. Hawkes processes are particularly appealing for seismological applications. Indeed, they are widely used as statistical models for the standard activity of earthquake series; see the papers by Received October 2006; Accepted August 2007 Address correspondence to Charles Bordenave, INRIA/ENS, Départment d’Informatique, 45 rue d’Ulm, F-75230 Paris Cedex 05, France; E-mail: [email protected] 594 Bordenave and Torrisi Ogata and Akaike[28], Vere-Jones and Ozaki[32], and Ogata[26,27]. -
Large Deviations Theory and Emergent Landscapes in Biological Dynamics
The mathematical theory of large deviations provides a nonequilibrium thermodynamic description of complex biological systems that consist of heterogeneous individuals. In terms of the notions of stochastic elementary reactions and pure kinetic species, the continuous-time, integer- valued Markov process dictates a thermodynamic structure that generalizes (i) Gibbs’ macroscopic chemical thermodynamics of equilibrium matters to nonequilibrium small systems such as living cells and tissues; and (ii) Gibbs’ potential function to the landscapes for biological dynamics, such as that of C. H. Waddington’s and S. Wright’s. Large Deviations Theory and Emergent Landscapes in Biological Dynamics Hong Qian Department of Applied Mathematics University of Washington The biological world is stochastic The maximum entropy principle (MEP) is a consequence of the theory of large deviations (Cover and van Campenhout, 1981). It is a twin of the Gibbs’ statistical mechanics, which applies to only thermodynamic equilibrium. How to represent (e.g., describe) a biochemical or a biological system that consists of populations of individuals? (i) classifying biochemical (or biological) individuals into populations of kinetic species; (ii) counting the number of individuals in each and every “pure kinetic species”; (iii) representing changes in terms of “stochastic elementary processes”. A stochastic elementary process + + + + + = , , … , 2 3 ( + ) = + | = + ∆, = = 1 + , = 0, ∆ . � − ∆ 표 instantaneous rate function stoichiometric coefficients -
Out of Time Ordered Effective Dynamics of a Quartic Oscillator
SciPost Phys. 7, 013 (2019) Out of time ordered effective dynamics of a quartic oscillator Bidisha Chakrabarty? and Soumyadeep Chaudhuri† International Centre for Theoretical Sciences (ICTS-TIFR), Tata Institute of Fundamental Research, Shivakote, Hesaraghatta, Bangalore 560089, India ? [email protected],† [email protected] Abstract We study the dynamics of a quantum Brownian particle weakly coupled to a thermal bath. Working in the Schwinger-Keldysh formalism, we develop an effective action of the particle up to quartic terms. We demonstrate that this quartic effective theory is dual to a stochastic dynamics governed by a non-linear Langevin equation. The Schwinger- Keldysh effective theory, or the equivalent non-linear Langevin dynamics, is insufficient to determine the out of time order correlators (OTOCs) of the particle. To overcome this limitation, we construct an extended effective action in a generalised Schwinger-Keldysh framework. We determine the additional quartic couplings in this OTO effective action and show their dependence on the bath’s 4-point OTOCs. We analyse the constraints imposed on the OTO effective theory by microscopic reversibility and thermality of the bath. We show that these constraints lead to a generalised fluctuation-dissipation rela- tion between the non-Gaussianity in the distribution of the thermal noise experienced by the particle and the thermal jitter in its damping coefficient. The quartic effective theory developed in this work provides extension of several results previously obtained for the cubic OTO dynamics of a Brownian particle. Copyright B. Chakrabarty and S. Chaudhuri. Received 14-06-2019 This work is licensed under the Creative Commons Accepted 17-07-2019 Check for Attribution 4.0 International License. -
Advanced Quantum Field Theory
Advanced Quantum Field Theory Doctoral School in Physics, EPFL Prof. Claudio Scrucca Contents 1 Basic formalism for interacting theories 4 1.1 Perturbativeapproach . 4 1.2 Correlationfunctions. ... 5 1.3 Diagrammatics .................................. 6 1.4 AsymptoticstatesandS-matrix. .... 6 1.5 Renormalization ................................. 9 1.6 Vacuum amplitude and generating functional . ....... 11 1.7 Vacuum energy and connected generating functional . ......... 12 1.8 Effective action and 1PI generating functional . ........ 13 1.9 Path-integral representation . ...... 14 2 Path integral and quantum effective action 16 2.1 Saddle-point evaluation of the effective action . ......... 16 2.2 Effective vertices and effective potential . ...... 19 2.3 Symmetry breaking and Goldstone theorem . ..... 19 2.4 Leading quantum corrections and determinants . ........ 21 2.5 World-lineformalism. 23 3 Renormalization group and running couplings 28 3.1 Renormalization at an arbitrary scale . ...... 28 3.2 Dimensionlesscouplings . 29 3.3 Computation of the renormalization group functions . .......... 31 3.4 Runningcouplings ................................ 33 3.5 Schemedependence................................ 36 3.6 Effectofmassparameters . .. .. .. .. .. .. .. 37 3.7 Minimalsubtractionschemes . 38 3.8 Resummation of leading logarithms . ..... 39 3.9 Effectiveaction .................................. 42 1 4 Symmetry breaking and quantum corrections 43 4.1 The O(N)sigmamodel ............................. 43 4.2 Diagrammatic computation of β, γ and γm .................. 44 4.3 Effectivepotential ................................ 45 4.4 Renormalization and counter-terms . ...... 46 4.5 Renormalization group analysis . ..... 47 4.6 Radiativesymmetrybreaking . 48 5 Yang-Mills gauge theories 51 5.1 Gauge-fixing, ghosts and Feynman rules . ..... 51 5.2 BRSTsymmetry ................................. 56 5.3 Diagrammatic computation of β. ........................ 58 5.4 Effectiveaction .................................. 61 6 Effective theories 67 6.1 Low-energy effective theories . -
On the Form of the Large Deviation Rate Function for the Empirical Measures
Bernoulli 20(4), 2014, 1765–1801 DOI: 10.3150/13-BEJ540 On the form of the large deviation rate function for the empirical measures of weakly interacting systems MARKUS FISCHER Department of Mathematics, University of Padua, via Trieste 63, 35121 Padova, Italy. E-mail: fi[email protected] A basic result of large deviations theory is Sanov’s theorem, which states that the sequence of em- pirical measures of independent and identically distributed samples satisfies the large deviation principle with rate function given by relative entropy with respect to the common distribution. Large deviation principles for the empirical measures are also known to hold for broad classes of weakly interacting systems. When the interaction through the empirical measure corresponds to an absolutely continuous change of measure, the rate function can be expressed as relative entropy of a distribution with respect to the law of the McKean–Vlasov limit with measure- variable frozen at that distribution. We discuss situations, beyond that of tilted distributions, in which a large deviation principle holds with rate function in relative entropy form. Keywords: empirical measure; Laplace principle; large deviations; mean field interaction; particle system; relative entropy; Wiener measure 1. Introduction Weakly interacting systems are families of particle systems whose components, for each fixed number N of particles, are statistically indistinguishable and interact only through the empirical measure of the N-particle system. The study of weakly interacting systems originates in statistical mechanics and kinetic theory; in this context, they are often referred to as mean field systems. arXiv:1208.0472v4 [math.PR] 16 Oct 2014 The joint law of the random variables describing the states of the N-particle system of a weakly interacting system is invariant under permutations of components, hence determined by the distribution of the associated empirical measure. -
Density Functional Theory from Effective Actions
Density Functional Theory from Effective Actions Dick Furnstahl Department of Physics Ohio State University September, 2005 Collaborators: A. Bhattacharyya, S. Bogner, H.-W. Hammer, S. Puglia, S. Ramanan, A. Schwenk, B. Serot Outline Overview Action Topics Summary Outline Overview: Microscopic DFT Effective Actions and DFT Issues and Ideas and Open Problems Summary Dick Furnstahl DFT from Effective Actions Outline Overview Action Topics Summary Intro Vlowk Philosophy ChPT NM Plan Outline Overview: Microscopic DFT Effective Actions and DFT Issues and Ideas and Open Problems Summary Dick Furnstahl DFT from Effective Actions Outline Overview Action Topics Summary Intro Vlowk Philosophy ChPT NM Plan DFT from Microscopic NN··· N Interactions What? Constructive density functional theory (DFT) for nuclei Why now? Progress in chiral EFT Application of RG (e.g., low-momentum interactions) Advances in computational tools and methods How? Use framework of effective actions with EFT principles EFT interactions and operators evolved to low-momentum Few-body input not enough (?) =⇒ input from many-body Merge with other energy functional developments Dick Furnstahl DFT from Effective Actions Outline Overview Action Topics Summary Intro Vlowk Philosophy ChPT NM Plan Density Functional Theory (DFT) with Coulomb Dominant application: inhomogeneous Atomization Energies of Hydrocarbon Molecules electron gas 20 Interacting point electrons 0 in static potential of -20 atomic nuclei -40 “Ab initio” calculations of -60 Hartree-Fock DFT Local Spin Density Approximation atoms, molecules, crystals, DFT Generalized Gradient Approximation surfaces, . % deviation from experiment -80 -100 H C C H CH C H C H C H HF is good starting point, 2 2 2 2 4 2 4 2 6 6 6 molecule DFT/LSD is better, DFT/GGA is better still, .