Some Universal Properties for Restricted Trace Gaussian Orthogonal,Unitary and Symplectic Ensembles

Consider fixed and bounded trace Gaussian orthogonal, unitary and symplectic ensembles, closely related to Gaussian ensembles without any constraint. For three restricted trace Gaussian ensembles, we prove universal limits of correlation functions at zero and at the edge of the spectrum edge. Our argument also applies to restricted trace ensembles with monomial potentials. In addition, by using the universal result in the bulk for fixed trace Gaussian unitary ensemble, which has been obtained by Götze and Gordin, we also prove the universal limits of correlation functions everywhere in the bulk for bounded trace Gaussian unitary ensemble.     

On the Reconstructability of Ensembles by Measurements

A formal division of ensembles into pure ensembles is interpreted in physical terms. If the division of an ensemble can be generated by measurement of all properties, then the ensemble is called reconstructable. It is investigated in which cases an ensemble is reconstructable. Furthermore the hypothesis of random phases is discussed.     

Non-equivalence of Dynamical Ensembles and Emergent Non-ergodicity

Dynamical ensembles have been introduced to study constrained stochastic processes. In the microcanonical ensemble, the value of a dynamical observable is constrained to a given value. In the canonical ensemble a bias is introduced in the process to move the mean value of this observable. The equivalence between the two ensembles means that calculations in one or the other ensemble lead to the same result. In this paper, we study the physical conditions associated with ensemble equivalence and the consequences of non-equivalence. For continuous time Markov jump processes, we show that ergodicity guarantees ensemble equivalence. For non-ergodic systems or systems with emergent ergodicity breaking, we adapt a method developed for equilibrium ensembles to compute asymptotic probabilities while caring about the initial condition. We illustrate our results on the infinite range Ising model by characterizing the fluctuations of magnetization and activity. We discuss the emergence of non-ergodicity by showing that the initial condition can only be forgotten after a time that scales exponentially with the number of spins.

     

Noise induced complexity: from subthreshold oscillations to spiking in coupled excitable systems

We study the stochastic dynamics of an ensemble of N globally coupled excitable elements. Each element is modeled by a FitzHugh-Nagumo oscillator and is disturbed by independent Gaussian noise. In simulations of the Langevin dynamics we characterize the collective behavior of the ensemble in terms of its mean field and show that with the increase of noise the mean field displays a transition from a steady equilibrium to global oscillations and then, for sufficiently large noise, back to another equilibrium. In the course of this transition diverse regimes of collective dynamics ranging from periodic subthreshold oscillations to large-amplitude oscillations and chaos are observed. In order to understand the details and mechanisms of these noise-induced dynamics we consider the thermodynamic limit N-->infinity of the ensemble, and derive the cumulant expansion describing temporal evolution of the mean field fluctuations. In Gaussian approximation this allows us to perform the bifurcation analysis; its results are in good qualitative agreement with dynamical scenarios observed in the stochastic simulations of large ensembles.     

Effects of spin interactions in disordered electronic systems: Loop expansions and exact relations among local gauge invariant models

Spindependent ensembles for disordered electronic systems are examined in the region of extended states. We derive relations between spindependent and previously studied spinless ensembles. We prove that these relations are valid in all orders of a graph theory, on the basis of which we propose them to be exact. These exact relations and supplementary two loop order calculations in 2+ dimensions are used to reveal the existence of universality classes for the critical behaviour at the mobility edges. The mobility edge behaviour of a spindependent ensemble with real (random) hopping agrees with that of the spinless phase invariant ensemble except for a crossover to the real matrix ensemble in the limit of vanishing spinflip amplitudes. Anomalous properties in the band center are also discussed. We derive a transformation which maps arbitrary correlation functions of a complex spindependent ensemble into those of the real matrix ensemble. This relation implies the absence of a mobility edge for the complex spindependent ensemble within the validity region of the theory.     

Self-consistent theory of Bose-condensed systems

In the theory of Bose-condensed systems, there exists the well known problem, the Hohenberg–Martin dilemma of conserving versus gapless approximations. This dilemma is analysed and it is shown that it arises because of the internal inconsistency of the standard grand ensemble, as applied to Bose systems with broken global gauge symmetry. A solution of the problem is proposed, based on the notion of representative statistical ensembles, taking into account all constraints imposed on the system. A general approach for constructing representative ensembles is formulated. Applying a representative ensemble to Bose-condensed systems results in a completely self-consistent theory, both conserving and gapless in any approximation.     

The Generalized Canonical Ensemble and Its Universal Equivalence with the Microcanonical Ensemble

This paper shows for a general class of statistical mechanical models that when the microcanonical and canonical ensembles are nonequivalent on a subset of values of the energy, there often exists a generalized canonical ensemble that satisfies a strong form of equivalence with the microcanonical ensemble that we call universal equivalence. The generalized canonical ensemble that we consider is obtained from the standard canonical ensemble by adding an exponential factor involving a continuous function g of the Hamiltonian. For example, if the microcanonical entropy is C², then universal equivalence of ensembles holds with g taken from a class of quadratic functions, giving rise to a generalized canonical ensemble known in the literature as the Gaussian ensemble. This use of functions g to obtain ensemble equivalence is a counterpart to the use of penalty functions and augmented Lagrangians in global optimization. linebreak Generalizing the paper by Ellis et al. [J. Stat. Phys. 101:999–1064 (2000)], we analyze the equivalence of the microcanonical and generalized canonical ensembles both at the level of equilibrium macrostates and at the thermodynamic level. A neat but not quite precise statement of one of our main results is that the microcanonical and generalized canonical ensembles are equivalent at the level of equilibrium macrostates if and only if they are equivalent at the thermodynamic level, which is the case if and only if the generalized microcanonical entropy s–g is concave. This generalizes the work of Ellis et al., who basically proved that the microcanonical and canonical ensembles are equivalent at the level of equilibrium macrostates if and only if they are equivalent at the thermodynamic level, which is the case if and only if the microcanonical entropy s is concave.     

Gibbs ensembles in relativistic classical and quantum mechanics

Classical and quantum Gibbs ensembles are constructed for equilibrium statistical mechanics in the framework of an extension to many-body theory of a relativistic mechanics proposed by Stueckelberg. In addition to the usual chemical potential in the grand canonical ensemble, there is a new potential corresponding to the mass degree of freedom of relativistic systems. It is shown that in the nonrelativistic limit the relativistic ensembles we have obtained reduce to the usual ones, and mass fluctuations for the free-particle gas approach the fluctuations in N. The ultrarelativistic limit of the canonical ensemble for the free-particle gas differs from the corresponding limit of the ensemble proposed by Jüttner and Pauli. Due to the mass degree of freedom, the quantum counting of states is different from that of the nonrelativistic theory. If the mass distribution is sufficiently sharp, the thermodynamical effects of this multiplicity will not be large. There may, however, be detectable effects such as a shift in the Fermi level and the critical temperature for Bose-Einstein condensation, and some change in specific heats.     

A Framework for Non-Equilibrium Statistical Ensemble Theory

Since Gibbs synthesized a general equilibrium statistical ensemble theory, many theorists have attempted to generalized the Gibbsian theory to
non-equilibrium phenomena domain, however the status of the theory of non-equilibrium phenomena can not be said as firm as well established as the
Gibbsian ensemble theory. In this work, we present a framework for the non-equilibrium statistical ensemble formalism based on a subdynamic kinetic
equation (SKE) rooted from the Brussels-Austin school and followed by some up-to-date works. The constructed key is to use a similarity transformation between Gibbsian ensembles formalism based on Liouville equation and the subdynamic ensemble formalism based on the SKE. Using this formalism, we study the spin-Boson system, as cases of weak coupling or strongly coupling, and obtain the reduced density operators for the Canonical ensembles easily.     

A Real Ensemble Interpretation of Quantum Mechanics

A new ensemble interpretation of quantum mechanics is proposed according to which the ensemble associated to a quantum state really exists: it is the ensemble of all the systems in the same quantum state in the universe. Individual systems within the ensemble have microscopic states, described by beables. The probabilities of quantum theory turn out to be just ordinary relative frequencies probabilities in these ensembles. Laws for the evolution of the beables of individual systems are given such that their ensemble relative frequencies evolve in a way that reproduces the predictions of quantum mechanics.     

Equilibrium ensemble approach to disordered systems I: general theory,exact results

An outline of Morita? equilibrium ensemble approach to disordered systems is given, and hitherto unnoticed relations to other, more conventional approaches in the theory of disordered systems are pointed out. It is demonstrated to constitute a generalization of the idea of grand ensembles and to be intimately related also to conventional low-concentration expansions as well as to perturbation expansions about ordered reference systems. Moreover, we draw attention to the variational content of the equilibrium ensemble formulation. A number of exact results are presented, among them general solutions for site- and bond- diluted systems in one dimension, both for uncorelated, and for correlated disorder.     

Statistical properties of many-particle spectra: III. Ergodic behavior in random-matrix ensembles

The ergodic problem is defined for random-matrix ensembles and some conditions for ergodicity given. Ergodic properties are demonstrated for the orthogonal, unitary and symplectic cases of the Gaussian and circular ensembles, and also for the Poisson ensemble. The one-point measures, viz., the eigenvalue density, the number statistic and the k'thnearest-neighbor spacings are shown to be ergodic and the ensemble variances of the corresponding spectral averages are explicitly calculated. It is moreover shown, by using Dyson's cluster functions, that all the k-point correlation functions are themselves ergodic as are therefore the fluctuation measures which follow from them. It is proved also that the local fluctuation properties of the Gaussian ensembles are stationary over the spectrum.     

A universal scaling theory for complexity of analog computation

We discuss the computational complexity of solving linear programming problems by means of an analog computer. The latter is modeled by a dynamical system which converges to the optimal vertex solution. We analyze various probability ensembles of linear programming problems. For each one of these we obtain numerically the probability distribution functions of certain quantities which measure the complexity. Remarkably, in the asymptotic limit of very large problems, each of these probability distribution functions reduces to a universal scaling function, depending on a single scaling variable and independent of the details of its parent probability ensemble. These functions are reminiscent of the scaling functions familiar in the theory of phase transitions. The results reported here extend analytical and numerical results obtained recently for the Gaussian ensemble.     

Novel collective effects in integrated photonics

Superradiance, the enhanced collective emission of energy from a coherent ensemble of quantum systems, has been typically studied in atomic ensembles. In this work we study theoretically the enhanced emission of energy from coherent ensembles of harmonic oscillators. We show that it should be possible to observe harmonic oscillator superradiance for the first time in waveguide arrays in integrated photonics. Furthermore, we describe how pairwise correlations within the ensemble can be measured with this architecture. These pairwise correlations are an integral part of the phenomenon of superradiance and have never been observed in experiments to date.     

The displacement correlation tensor: microstructure, ensemble anisotropy and curving fibers

Experiments with multiple diffusion wave vectors are known to carry more information than what is available from standard diffusion experiments. Here we consider a special case of this class of pulse sequences, the double wave vector diffusion experiment, and use the cumulant expansion of the signal to introduce the displacement correlation tensor. We discuss its physical interpretation and properties, noting in particular that its short time behavior allows determination of the surface to volume ratio of the pore space. We present a general expression for the displacement correlation tensor, and provide explicit expressions for a few model geometries. We then show that the scatter matrix characterizing the orientation distribution of an ensemble of cylinders is simply related to the displacement correlation tensor. This result is generalized to ensembles of pores with arbitrary shapes allowing a precise formulation of the influence of microstructural and ensemble anisotropy on the double wave vector diffusion signal in the Gaussian phase approximation. Finally, as a new application of the double wave vector diffusion signal, we analyze its behavior in a curving fiber, and suggest that the displacement correlation tensor may be used to estimate sub-voxel fiber curvature and deflection angle. The theoretical results are corroborated by computer simulations.     

Mesoscopic systems with fixed number of electrons

In this paper, we study the physics of mesoscopic systems with noninteracting electrons of fixed number. From a technical point of view, this means a discussion of the differences between the canonical and the grand canonical ensemble (fixed versus fluctuating number of particles). Such a discussion is not trivial since the grand canonical ensemble is the most convenient basis for the statistics of identical particles and one has to spend labour in order to retrieve the canonical ensemble. Specifically, we are considering ensembles of mesoscopic systems with disorder, either by atomic defects or by fluctuations in their geometric definitions and we discuss various forms of disorder averages.     

Connection between the local Maxwell and local grand canonical distributions

The one-particle distribution corresponding to the local grand canonical ensemble is calculated rigorously. It is shown to coincide with the local Maxwell distribution provided the macroscopic parameters characterizing the ensembles are chosen properly. Their physical meaning is discussed.