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First, we obtain decay rates of probabilities of tails of polynomials in several independent random variables with heavy tails. Then we derive stable limit theorems for sums of the form \(\sum _{Nt\ge n\ge 1}F\big (X_{q_1(n)},\ldots ,X_{q_\ell (n)}\big )\) where F is a polynomial, \(q_i(n)\) is either \(n-1+i\) or ni and \(X_n,n\ge 0\) is a sequence of independent identically distributed random variables with heavy tails. Our results can be viewed as an extension to the heavy tails case of the nonconventional functional central limit theorem from Kifer and Varadhan (Ann Probab 42:649–688, 2014). 相似文献
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David Ruelle 《Journal of statistical physics》2014,157(2):205-218
The macroscopic study of hydrodynamic turbulence is equivalent, at an abstract level, to the microscopic study of a heat flow for a suitable mechanical system (Ruelle, PNAS 109:20344–20346, 2012). Turbulent fluctuations (intermittency) then correspond to thermal fluctuations, and this allows to estimate the exponents \(\tau _p\) and \(\zeta _p\) associated with moments of dissipation fluctuations and velocity fluctuations. This approach, initiated in an earlier note (Ruelle, 2012), is pursued here more carefully. In particular we derive probability distributions at finite Reynolds number for the dissipation and velocity fluctuations, and the latter permit an interpretation of numerical experiments (Schumacher, Preprint, 2014). Specifically, if \(p(z)dz\) is the probability distribution of the radial velocity gradient we can explain why, when the Reynolds number \(\mathcal{R}\) increases, \(\ln p(z)\) passes from a concave to a linear then to a convex profile for large \(z\) as observed in (Schumacher, 2014). We show that the central limit theorem applies to the dissipation and velocity distribution functions, so that a logical relation with the lognormal theory of Kolmogorov (J. Fluid Mech. 13:82–85, 1962) and Obukhov is established. We find however that the lognormal behavior of the distribution functions fails at large value of the argument, so that a lognormal theory cannot correctly predict the exponents \(\tau _p\) and \(\zeta _p\) . 相似文献
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W. Ebeling 《Annalen der Physik》1983,495(1):25-33
The Klimontovich Theory which yields the effective turbulent viscosity as a linear function of the Reynolds number is compared with experimental data. The new theory seems to be able to describe the observed effective viscosity of hydrodynamic vortices and after introducing some modifications the flow in tubes up to very high Reynold numbers. 相似文献
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Doklady Physics - The Navier–Stokes equation in the presence of external regular and random forces is considered. The statistical solution is described in terms of the characteristic... 相似文献
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We propose a method based on cluster expansion to study the optimal code with a given distance between codewords. Using this approach we find the Gilbert–Varshamov lower bound for the rate of largest code. 相似文献
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We review and further develop a mathematical framework for non-equilibrium quantum statistical mechanics recently proposed in refs. 1–7. In the algebraic formalism of quantum statistical mechanics we introduce notions of non-equilibrium steady states, entropy production and heat fluxes, and study their properties. Our basic paradigm is a model of a small (finite) quantum system coupled to several independent thermal reservoirs. We exhibit examples of such systems which have strictly positive entropy production. 相似文献
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Hisato Shirai 《Foundations of Physics》1998,28(11):1633-1662
I attempt to develop further the statistical interpretation of quantum mechanics proposed by Einstein and developed by Popper, Ballentine, etc. Two ideas are proposed in the present paper. One is to interpret momentum as a property of an ensemble of similarly prepared systems which is not satisfied by any one member of the ensemble of systems. Momentum is regarded as a statistical parameter like temperature in statistical mechanics. The other is the holistic assumption that a probability distribution is determined as a whole as most likely to be realized. This is the same as the chief assumption in statistical mechanics, and maximum likelihood in classical statistics. These ideas enable us to understand statistically (1) the formalism of quantum mechanics, (2) Heisenberg's uncertainty relations, and (3) the origin of quantum equations. They also explain violation of Bell's inequality and the interference of probabilities. 相似文献
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We generalize Aubry-Mather theory for configurations on the line to general sets with a group action. Cocycles on the group
play the role of rotation numbers. The notion of Birkhoff configuration can be generalized to this setting. Under mild conditions
on the group, we show how to find Birkhoff ground states for many-body interactions which are ferromagnetic, invariant under
the group action and having periodic phase space.
Received: 15 May 1996 / Accepted: 22 July 1997 相似文献
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We construct a stochastic mechanics by replacing Bohm‧s first-order ordinary differential equation of motion with a stochastic
differential equation where the stochastic process is defined by the set of Bohmian momentum time histories from an ensemble
of particles. We show that, if the stochastic process is a purely random process with n-th order joint probability density in the form of products of delta functions, then the stochastic mechanics is equivalent
to quantum mechanics in the sense that the former yields the same position probability density as the latter. However, for
a particular non-purely random process, we show that the stochastic mechanics is not equivalent to quantum mechanics. Whether
the equivalence between the stochastic mechanics and quantum mechanics holds for all purely random processes but breaks down for all non-purely random processes remains an open question. 相似文献
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No Heading We show that the Dirac-von Neumann formalism for quantum mechanics can be obtained as an approximation of classical statistical
field theory. This approximation is based on the Taylor expansion (up to terms of the second order) of classical physical
variables – maps f : Ω → R, where Ω is the infinite-dimensional Hilbert space. The space of classical statistical states consists of Gaussian measures
ρ on Ω having zero mean value and dispersion σ2(ρ) ≈ h. This viewpoint to the conventional quantum formalism gives the possibility to create generalized quantum formalisms based
on expansions of classical physical variables in the Taylor series up to terms of nth order and considering statistical states ρ having dispersion σ2(ρ) = hn (for n = 2 we obtain the conventional quantum formalism). 相似文献
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A Closure for Isotropic Turbulence Based on Extended Scale Similarity Theory in Physical Space
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The closure of a turbulence field is a longstanding fundamental problem, while most closure models are introduced in spectral space. Inspired by Chou's quasi-normal closure method in spectral space, we propose an analytical closure model for isotropic turbulence based on the extended scale similarity theory of the velocity structure function in physical space. The assumptions and certain approximations are justified with direct numerical simulation. The asymptotic scaling properties are reproduced by this new closure method, in comparison to the classical Batchelor model. 相似文献
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We focus the problem of establishing when a statistical mechanics system is determined by its free energy. A lattice system,
modelled by a directed and weighted graph (whose vertices are the spins and its adjacency matrix M will be given by the system transition rules), is considered. For a matrix A(q), depending on the system interactions, with entries which are in the ring Z[a
q
:a∈R
+] and such that A(0) equals the integral matrix M, the system free energy β
A
(q) will be defined as the spectral radius of A(q). This kind of free energy will be related with that normally introduced in Statistical Mechanics as proportional to the
logarithm of the partition function. Then we analyze under what conditions the following statement could be valid: if two
systems have respectively matrices A,B and β
A
= β
B
then the matrices are equivalent in some sense. Issues of this nature receive the name of rigidity problems. Our scheme,
for finite interactions, closely follows that developed, within a dynamical context, by Pollicott and Weiss but now emphasizing
their statistical mechanics aspects and including a classification for Gibbs states associated to matrices A(q). Since this procedure is not applicable for infinite range interactions, we discuss a way to obtain also some rigidity results
for long range potentials. 相似文献
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We present an alternative formulation of Equilibrium Statistical Mechanics which follows the method based on the maximum statistical entropy principle in Information Theory combined with the use of Massieu–Planck functions. The different statistical ensembles are obtained by a suitable restriction of the whole set of available microstates. The main advantage is that all of the equations that relate the average values with derivatives of the partition function are formally identical in the different ensembles. Moreover, Einstein's fluctuation formula is also derived within the same framework. This provides a suitable starting point for the calculation of fluctuations of extensive and intensive variables in any statistical ensemble. 相似文献