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Random Matrices
In probability theory and mathematical physics, a random matrix is a matrix-valued random variable—that is, a matrix in which some or all elements are random variables. Many important properties of physical systems can be represented mathematically as matrix problems. For example, the thermal conductivity of a lattice can be computed from the dynamical matrix of the particle-particle interactions within the lattice. Applications Physics In nuclear physics, random matrices were introduced by Eugene Wigner to model the nuclei of heavy atoms. Wigner postulated that the spacings between the lines in the spectrum of a heavy atom nucleus should resemble the spacings between the eigenvalues of a random matrix, and should depend only on the symmetry class of the underlying evolution. In solid-state physics, random matrices model the behaviour of large disordered Hamiltonians in the mean-field approximation. In quantum chaos, the Bohigas–Giannoni–Schmit (BGS) conjecture asserts ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Probability Theory
Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space. Any specified subset of the sample space is called an event. Central subjects in probability theory include discrete and continuous random variables, probability distributions, and stochastic processes (which provide mathematical abstractions of non-deterministic or uncertain processes or measured quantities that may either be single occurrences or evolve over time in a random fashion). Although it is not possible to perfectly predict random events, much can be said about their behavior. Two major results in probability ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Quantum Chromodynamics
In theoretical physics, quantum chromodynamics (QCD) is the theory of the strong interaction between quarks mediated by gluons. Quarks are fundamental particles that make up composite hadrons such as the proton, neutron and pion. QCD is a type of quantum field theory called a non-abelian gauge theory, with symmetry group SU(3). The QCD analog of electric charge is a property called ''color''. Gluons are the force carriers of the theory, just as photons are for the electromagnetic force in quantum electrodynamics. The theory is an important part of the Standard Model of particle physics. A large body of experimental evidence for QCD has been gathered over the years. QCD exhibits three salient properties: * Color confinement. Due to the force between two color charges remaining constant as they are separated, the energy grows until a quark–antiquark pair is spontaneously produced, turning the initial hadron into a pair of hadrons instead of isolating a color charge. Although ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Hoeffding's Inequality
In probability theory, Hoeffding's inequality provides an upper bound on the probability that the sum of bounded independent random variables deviates from its expected value by more than a certain amount. Hoeffding's inequality was proven by Wassily Hoeffding in 1963. Hoeffding's inequality is a special case of the Azuma–Hoeffding inequality and McDiarmid's inequality. It is similar to the Chernoff bound, but tends to be less sharp, in particular when the variance of the random variables is small. It is similar to, but incomparable with, one of Bernstein's inequalities. Statement Let be independent random variables such that a_i \leq X_i \leq b_i almost surely. Consider the sum of these random variables, :S_n = X_1 + \cdots + X_n. Then Hoeffding's theorem states that, for all , :\begin \operatorname \left(S_n - \mathrm\left _n \right\geq t \right) &\leq \exp \left(-\frac \right) \\ \operatorname \left(\left , S_n - \mathrm\left _n \right\right , \geq t \right) &\leq 2\ ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Bernstein Inequalities (probability Theory)
In probability theory, Bernstein inequalities give bounds on the probability that the sum of random variables deviates from its mean. In the simplest case, let ''X''1, ..., ''X''''n'' be independent Bernoulli random variables taking values +1 and −1 with probability 1/2 (this distribution is also known as the Rademacher distribution), then for every positive \varepsilon, :\mathbb\left (\left, \frac\sum_^n X_i\ > \varepsilon \right ) \leq 2\exp \left (-\frac \right). Bernstein inequalities were proved and published by Sergei Bernstein in the 1920s and 1930s.J.V.Uspensky, "Introduction to Mathematical Probability", McGraw-Hill Book Company, 1937 Later, these inequalities were rediscovered several times in various forms. Thus, special cases of the Bernstein inequalities are also known as the Chernoff bound, Hoeffding's inequality and Azuma's inequality. Some of the inequalities 1. Let X_1, \ldots, X_n be independent zero-mean random variables. Suppose that , X_i, ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Chernoff Bound
In probability theory, the Chernoff bound gives exponentially decreasing bounds on tail distributions of sums of independent random variables. Despite being named after Herman Chernoff, the author of the paper it first appeared in, the result is due to Herman Rubin. It is a sharper bound than the first- or second-moment-based tail bounds such as Markov's inequality or Chebyshev's inequality, which only yield power-law bounds on tail decay. However, the Chernoff bound requires the variates to be independent, a condition that is not required by either Markov's inequality or Chebyshev's inequality (although Chebyshev's inequality does require the variates to be pairwise independent). The Chernoff bound is related to the Bernstein inequalities, which were developed earlier, and to Hoeffding's inequality. The generic bound The generic Chernoff bound for a random variable is attained by applying Markov's inequality to . This gives a bound in terms of the moment-generating function ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Estimation Of Covariance Matrices
In statistics, sometimes the covariance matrix of a multivariate random variable is not known but has to be estimated. Estimation of covariance matrices then deals with the question of how to approximate the actual covariance matrix on the basis of a sample from the multivariate distribution. Simple cases, where observations are complete, can be dealt with by using the sample covariance matrix. The sample covariance matrix (SCM) is an unbiased and efficient estimator of the covariance matrix if the space of covariance matrices is viewed as an extrinsic convex cone in R''p''×''p''; however, measured using the intrinsic geometry of positive-definite matrices, the SCM is a biased and inefficient estimator. In addition, if the random variable has a normal distribution, the sample covariance matrix has a Wishart distribution and a slightly differently scaled version of it is the maximum likelihood estimate. Cases involving missing data, heteroscedasticity, or autocorrelated residuals ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
John Wishart (statistician)
John Wishart (28 November 1898 – 14 July 1956) was a Scottish mathematician and agricultural statistician. He gave his name to the Wishart distribution in statistics. Life Wishart was born in Perth, Scotland on 28 November 1898, the son of Elizabeth and John Wishart of Montrose. His father was a bootmaker. The family moved from Montrose to Perth around 1903, living at 36 Robertsons Buildings on Barrack Street. He was educated at Perth Academy. In the First World War he was conscripted into the Black Watch in 1917 and served two years in France. He studied Mathematics at Edinburgh University under Edmund Taylor Whittaker, graduating MA BSc before winning a place at Cambridge University where he gained a further MA. He then gained a doctorate (DSc) at the University College London under Karl Pearson. After a year of teacher training at Moray College of Education in Edinburgh he then worked for some years as a Mathematics Teacher at West Leeds High School. In 1927 he join ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Multivariate Statistics
Multivariate statistics is a subdivision of statistics encompassing the simultaneous observation and analysis of more than one outcome variable. Multivariate statistics concerns understanding the different aims and background of each of the different forms of multivariate analysis, and how they relate to each other. The practical application of multivariate statistics to a particular problem may involve several types of univariate and multivariate analyses in order to understand the relationships between variables and their relevance to the problem being studied. In addition, multivariate statistics is concerned with multivariate probability distributions, in terms of both :*how these can be used to represent the distributions of observed data; :*how they can be used as part of statistical inference, particularly where several different quantities are of interest to the same analysis. Certain types of problems involving multivariate data, for example simple linear regression an ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Superconductors
Superconductivity is a set of physical properties observed in certain materials where electrical resistance vanishes and magnetic flux fields are expelled from the material. Any material exhibiting these properties is a superconductor. Unlike an ordinary metallic conductor, whose resistance decreases gradually as its temperature is lowered even down to near absolute zero, a superconductor has a characteristic critical temperature below which the resistance drops abruptly to zero. An electric current through a loop of superconducting wire can persist indefinitely with no power source. The superconductivity phenomenon was discovered in 1911 by Dutch physicist Heike Kamerlingh Onnes. Like ferromagnetism and atomic spectral lines, superconductivity is a phenomenon which can only be explained by quantum mechanics. It is characterized by the Meissner effect, the complete ejection of magnetic field lines from the interior of the superconductor during its transitions into the sup ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Quantum Dots
Quantum dots (QDs) are semiconductor particles a few nanometres in size, having optical and electronic properties that differ from those of larger particles as a result of quantum mechanics. They are a central topic in nanotechnology. When the quantum dots are illuminated by UV light, an electron in the quantum dot can be excited to a state of higher energy. In the case of a semiconducting quantum dot, this process corresponds to the transition of an electron from the valence band to the conductance band. The excited electron can drop back into the valence band releasing its energy as light. This light emission ( photoluminescence) is illustrated in the figure on the right. The color of that light depends on the energy difference between the conductance band and the valence band, or the transition between discrete energy states when band structure is no longer a good definition in QDs. In the language of materials science, nanoscale semiconductor materials tightly confine eith ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Anderson Localization
In condensed matter physics, Anderson localization (also known as strong localization) is the absence of diffusion of waves in a ''disordered'' medium. This phenomenon is named after the American physicist P. W. Anderson, who was the first to suggest that electron localization is possible in a lattice potential, provided that the degree of randomness (disorder) in the lattice is sufficiently large, as can be realized for example in a semiconductor with impurities or defects. Anderson localization is a general wave phenomenon that applies to the transport of electromagnetic waves, acoustic waves, quantum waves, spin waves, etc. This phenomenon is to be distinguished from weak localization, which is the precursor effect of Anderson localization (see below), and from Mott localization, named after Sir Nevill Mott, where the transition from metallic to insulating behaviour is ''not'' due to disorder, but to a strong mutual Coulomb repulsion of electrons. Introduction In the or ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Fractional Quantum Hall Effect
The fractional quantum Hall effect (FQHE) is a physical phenomenon in which the Hall conductance of 2-dimensional (2D) electrons shows precisely quantized plateaus at fractional values of e^2/h. It is a property of a collective state in which electrons bind magnetic flux lines to make new quasiparticles, and excitations have a fractional elementary charge and possibly also fractional statistics. The 1998 Nobel Prize in Physics was awarded to Robert Laughlin, Horst Störmer, and Daniel Tsui "for their discovery of a new form of quantum fluid with fractionally charged excitations" Laughlin's explanation only applies to fillings \nu = 1/m where m is an odd integer. The microscopic origin of the FQHE is a major research topic in condensed matter physics. Introduction The fractional quantum Hall effect (FQHE) is a collective behavior in a 2D system of electrons. In particular magnetic fields, the electron gas condenses into a remarkable liquid state, which is very delicate, requ ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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