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Alexander Vladimirov

Publications and source records attributed to Alexander Vladimirov.

6 recordsLinked to original sources

Joint spectral radius and forbidden products

We address the problem of finite products that attain the joint spectral radius of a finite number of square matrices. Up to date the problem of existence of "forbidden products" remained open. We prove that the product $AABABABB$ (together with its circular shifts and their mirror images) never delivers the strict maximum to the joint spectral radius if we restrict consideration to pairs $\{A,B\}$ of real $2\by 2$ matrices. Under this restriction circular shifts and their mirror images constitute the class of isospectral products and hence they all have the same spectral radius for any pair $\{A,B\}$ of $2\by 2$ matrices, even complex. For pairs of complex matrices we have numerical evidence that $AABABABB$ is still a fobidden product. A couple of binary words that encode products from this isospectral class also happen to be the shortest forbidden patterns in the parametric family of double rotations.

math.OC

Brownian flights over a circle

The stationary radial distribution, $P(ρ)$, of the random walk with the diffusion coefficient $D$, which winds with the tangential velocity $V$ around the impenetrable disc of radius $R$ for $R\gg 1$ converges to the distribution involving the Airy function. Typical trajectories are localized in the circular strip $[R, R+ δR^{1/3}]$, where $δ$ is the constant which depends on the parameters $D$ and $V$ and is independent on $R$.

math.PR

Anomalous 1D fluctuations of a simple 2D random walk in a large deviation regime

The following question is the subject of our work: could a two-dimensional random path pushed by some constraints to an improbable "large deviation regime", possess extreme statistics with one-dimensional Kardar-Parisi-Zhang (KPZ) fluctuations? The answer is positive, though non-universal, since the fluctuations depend on the underlying geometry. We consider in details two examples of 2D systems for which imposed external constraints force the underlying stationary stochastic process to stay in an atypical regime with anomalous statistics. The first example deals with the fluctuations of a stretched 2D random walk above a semicircle or a triangle. In the second example we consider a 2D biased random walk along a channel with forbidden voids of circular and triangular shapes. In both cases we are interested in the dependence of a typical span $\left< d(t) \right> \sim t^γ$ of the trajectory of $t$ steps above the top of the semicircle or the triangle. We show that $γ= \frac{1}{3}$, i.e. $\left< d(t) \right>$ shares the KPZ statistics for the semicircle, while $γ=0$ for the triangle. We propose heuristic derivations of scaling exponents $γ$ for different geometries, justify them by explicit analytic computations and compare with numeric simulations. For practical purposes, our results demonstrate that the geometry of voids in a channel might have a crucial impact on the width of the boundary layer and, thus, on the heat transfer in the channel.

cond-mat.stat-mech

Propagation of Chaos and Poisson Hypothesis

We establish the Strong Poisson Hypothesis for symmetric closed networks. In particular, the asymptotic independence of the nodes -- as the size of the system tends to infinity -- is proved.

math.PR

Absence of Breakdown of the Poisson Hypothesis I. Closed Networks at Low Load

We prove that the general mean-field type networks at low load behave in accordance with the Poisson Hypothesis. That means that the network equilibrates in time independent of its size. This is a "high-temperature" counterpart of our earlier result, where we have shown that at high load the relaxation time can diverge with the size of the network ("low-temperature"). In other words, the phase transitions in the networks can happen at high load, but cannot take place at low load.

math-ph

Spontaneous Resonances and the Coherent States of the Queuing Networks

We present an example of a highly connected closed network of servers, where the time correlations do not go to zero in the infinite volume limit. This phenomenon is similar to the continuous symmetry breaking at low temperatures in statistical mechanics. The role of the inverse temperature is played by the average load.

math-ph