Bessel Integrals, Periods and Zeta Numbers
We present a summary of recent and older results on Bessel integrals and their relation with zeta numbers.
math-ph↗
arXiv subjects
Jean Desbois
Publications and source records attributed to Jean Desbois.
Arithmetic area for m planar Brownian paths
We pursue the analysis made in [1] on the arithmetic area enclosed by m closed Brownian paths. We pay a particular attention to the random variable S{n1,n2, ...,n} (m) which is the arithmetic area of the set of points, also called winding sectors, enclosed n1 times by path 1, n2 times by path 2, ...,nm times by path m. Various results are obtained in the asymptotic limit m->infinity. A key observation is that, since the paths are independent, one can use in the m paths case the SLE information, valid in the 1-path case, on the 0-winding sectors arithmetic area.
math-ph↗
Algebraic and arithmetic area for $m$ planar Brownian paths
The leading and next to leading terms of the average arithmetic area $< S(m)>$ enclosed by $m\to\infty$ independent closed Brownian planar paths, with a given length $t$ and starting from and ending at the same point, is calculated. The leading term is found to be $< S(m) > \sim {πt\over 2}\ln m$ and the $0$-winding sector arithmetic area inside the $m$ paths is subleading in the asymptotic regime. A closed form expression for the algebraic area distribution is also obtained and discussed.
math-ph↗
Statistical Curse of the Second Half Rank
In competitions involving many participants running many races the final rank is determined by the score of each participant, obtained by adding its ranks in each individual race. The "Statistical Curse of the Second Half Rank" is the observation that if the score of a participant is even modestly worse than the middle score, then its final rank will be much worse (that is, much further away from the middle rank) than might have been expected. We give an explanation of this effect for the case of a large number of races using the Central Limit Theorem. We present exact quantitative results in this limit and demonstrate that the score probability distribution will be gaussian with scores packing near the center. We also derive the final rank probability distribution for the case of two races and we present some exact formulae verified by numerical simulations for the case of three races. The variant in which the worst result of each boat is dropped from its final score is also analyzed and solved for the case of two races.
cond-mat.stat-mech↗
Numerical studies of planar closed random walks
Lattice numerical simulations for planar closed random walks and their winding sectors are presented. The frontiers of the random walks and of their winding sectors have a Hausdorff dimension $d_H=4/3$. However, when properly defined by taking into account the inner 0-winding sectors, the frontiers of the random walks have a Hausdorff dimension $d_H\approx 1.77$.
cond-mat.stat-mech↗
Functionals of the Brownian motion, localization and metric graphs
We review several results related to the problem of a quantum particle in a random environment. In an introductory part, we recall how several functionals of the Brownian motion arise in the study of electronic transport in weakly disordered metals (weak localization). Two aspects of the physics of the one-dimensional strong localization are reviewed : some properties of the scattering by a random potential (time delay distribution) and a study of the spectrum of a random potential on a bounded domain (the extreme value statistics of the eigenvalues). Then we mention several results concerning the diffusion on graphs, and more generally the spectral properties of the Schrödinger operator on graphs. The interest of spectral determinants as generating functions characterizing the diffusion on graphs is illustrated. Finally, we consider a two-dimensional model of a charged particle coupled to the random magnetic field due to magnetic vortices. We recall the connection between spectral properties of this model and winding functionals of the planar Brownian motion.
cond-mat.dis-nn↗
The Last Passage Problem on Graphs
We consider a Brownian motion on a general graph, that starts at time t=0 from some vertex O and stops at time t somewhere on the graph. Denoting by g the last time when O is reached, we establish a simple expression for the Laplace Transform, L, of the probability density of g. We discuss this result for some special graphs like star, ring, tree or square lattice. Finally, we show that L can also be expressed in terms of primitive orbits when, for any vertex, all the exit probabilities are equal.
cond-mat.stat-mech↗
Brownian Motion in wedges, last passage time and the second arc-sine law
We consider a planar Brownian motion starting from $O$ at time $t=0$ and stopped at $t=1$ and a set $F= \{OI_i ; i=1,2,..., n\}$ of $n$ semi-infinite straight lines emanating from $O$. Denoting by $g$ the last time when $F$ is reached by the Brownian motion, we compute the probability law of $g$. In particular, we show that, for a symmetric $F$ and even $n$ values, this law can be expressed as a sum of $\arcsin $ or $(\arcsin)^2 $ functions. The original result of Levy is recovered as the special case $n=2$. A relation with the problem of reaction-diffusion of a set of three particles in one dimension is discussed.
cond-mat.dis-nn↗
The Local Time Distribution of a Particle Diffusing on a Graph
We study the local time distribution of a Brownian particle diffusing along the links on a graph. In particular, we derive an analytic expression of its Laplace transform in terms of the Green's function on the graph. We show that the asymptotic behavior of this distribution has non-Gaussian tails characterized by a nontrivial large deviation function.
cond-mat.stat-mech↗
Spectral determinant on graphs with generalized boundary conditions
The spectral determinant of the Schrödinger operator ($ - Δ+ V(x) $) on a graph is computed for general boundary conditions. ($Δ$ is the Laplacian and $V(x)$ is some potential defined on the graph). Applications to restricted random walks on graphs are discussed.
cond-mat.mes-hall↗
Statistical properties of the 2D attached Rouse chain
We study various dynamical properties (winding angles, areas) of a set of harmonically bound Brownian particles (monomers), one endpoint of this chain being kept fixed at the origin 0. In particular, we show that, for long times t, the areas {A_i} enclosed by the monomers scale like t^{1/2}, with correlated gaussian distributions. This is at variance with the winding angles {θ_i} around fixed points that scale like t and are distributed according to independent Cauchy laws.
cond-mat.stat-mech↗
Windings of the 2D free Rouse chain
We study long time dynamical properties of a chain of harmonically bound Brownian particles. This chain is allowed to wander everywhere in the plane. We show that the scaling variables for the occupation times T_j, areas A_j and winding angles θ_j (j=1,...,n labels the particles) take the same general form as in the usual Brownian motion. We also compute the asymptotic joint laws P({T_j}), P({A_j}), P({θ_j}) and discuss the correlations occuring in those distributions.
cond-mat.stat-mech↗
Spectral determinant on quantum graphs
We study the spectral determinant of the Laplacian on finite graphs characterized by their number of vertices V and of bonds B. We present a path integral derivation which leads to two equivalent expressions of the spectral determinant of the Laplacian either in terms of a V x V vertex matrix or a 2B x 2B link matrix that couples the arcs (oriented bonds) together. This latter expression allows us to rewrite the spectral determinant as an infinite product of contributions of periodic orbits on the graph. We also present a diagrammatic method that permits us to write the spectral determinant in terms of a finite number of periodic orbit contributions. These results are generalized to the case of graphs in a magnetic field. Several examples illustrating this formalism are presented and its application to the thermodynamic and transport properties of weakly disordered and coherent mesoscopic networks is discussed.
cond-mat.mes-hall↗
Hall Conductivity in the presence of repulsive magnetic impurities
The Hall conductivity of disordered magnetic systems consisting of hard-core point vortices randomly dropped on the plane with a Poissonian distribution, has a behavior analogous to the one observed experimentally by R.~J.~Haug, R.~R.~Gerhardts, K.~v.~Klitzling and K.~Ploog, with repulsive scatterers \cite {1}. We also argue that models of homogeneous magnetic field with disordered potential, have necessarily vanishing Hall conductivities when their Hilbert space is restricted to a given Landau level subspace.
cond-mat↗
Persistent Currents and Magnetization in two-dimensional Magnetic Quantum Systems
Persistent currents and magnetization are considered for a two-dimensional electron (or gas of electrons) coupled to various magnetic fields. Thermodynamic formulae for the magnetization and the persistent current are established and the ``classical'' relationship between current and magnetization is shown to hold for systems invariant both by translation and rotation. Applications are given, including the point vortex superposed to an homogeneous magnetic field, the quantum Hall geometry (an electric field and an homogeneous magnetic field) and the random magnetic impurity problem (a random distribution of point vortices).
cond-mat↗
Statistics of reduced words in locally free and braid groups: Abstract studies and application to ballistic growth model
We study numerically and analytically the average length of reduced (primitive) words in so-called locally free and braid groups. We consider the situations when the letters in the initial words are drawn either without or with correlations. In the latter case we show that the average length of the reduced word can be increased or lowered depending on the type of correlation. The ideas developed are used for analytical computation of the average number of peaks of the surface appearing in some specific ballistic growth model
cond-mat.stat-mech↗
Hall Conductivity for Two Dimensional Magnetic Systems
A Kubo inspired formalism is proposed to compute the longitudinal and transverse dynamical conductivities of an electron in a plane (or a gas of electrons at zero temperature) coupled to the potential vector of an external local magnetic field, with the additional coupling of the spin degree of freedom of the electron to the local magnetic field (Pauli Hamiltonian). As an example, the homogeneous magnetic field Hall conductivity is rederived. The case of the vortex at the origin is worked out in detail. This system happens to display a transverse Hall conductivity ($P$ breaking effect) which is subleading in volume compared to the homogeneous field case, but diverging at small frequency like $1/ω^2$. A perturbative analysis is proposed for the conductivity in the random magnetic impurity problem (Poissonian vortices in the plane). At first order in perturbation theory, the Hall conductivity displays oscillations close to the classical straight line conductivity of the mean magnetic field.
cond-mat.mes-hall↗
Density Correlations of Magnetic Impurities and Disorder
We consider an electron coupled to a random distribution of point vortices in the plane (magnetic impurities). We analyze the effect of the magnetic impurities on the density of states of the test particle, when the magnetic impurities have a spatial probability distribution governed by Bose or Fermi statistic at a given temperature. Comparison is made with the Poisson distribution, showing that the zero temperature Fermi distribution corresponds to less disorder. A phase diagram describing isolated impurities versus Landau level oscillations is proposed.
cond-mat↗