arXiv subjects

Michael J. Kozdron

Publications and source records attributed to Michael J. Kozdron.

13 recordsLinked to original sources

arXiv2022

On a quantum martingale convergence theorem

It is well-known in quantum information theory that a positive operator valued measure (POVM) is the most general kind of quantum measurement. Mathematically, a quantum probability is a normalised POVM, namely a function on certain subsets of a (locally compact and Hausdorff) sample space that satisfies the formal requirements for a probability measure and whose values are positive operators acting on a complex Hilbert space. A quantum random variable is an operator valued function which is measurable with respect to a quantum probability. In the present work, we study quantum random variables and generalize several classical limit results to the quantum setting. We prove a quantum analogue of the Lebesgue dominated convergence theorem and use it to prove a quantum martingale convergence theorem. This quantum martingale convergence theorem is of particular interest since it exhibits non-classical behaviour; even though the limit of the martingale exists and is unique, it is not explicitly identifiable. However, we provide a partial classification of the limit through a study of the space of all quantum random variables having quantum expectation zero.

quant-ph↗

arXiv2015

Spectra and Variance of Quantum Random Variables

We study essentially bounded quantum random variables and show that the Gelfand spectrum of such a quantum random variable coincides with the hypoconvex hull of its essential range. Moreover, a notion of operator-valued variance is introduced, leading to a formulation of the moment problem in the context of quantum probability spaces in terms of operator-theoretic properties involving semi-invariant subspaces and spectral theory. As an application of quantum variance, new measures of random and inherent quantum noise are introduced for measurements of quantum systems, modifying some recent ideas of Polterovich.

quant-ph↗

arXiv2013

Determinants, their applications to Markov processes, and a random walk proof of Kirchhoff's matrix tree theorem

Kirchhoff's matrix tree theorem is a well-known result that gives a formula for the number of spanning trees in a finite, connected graph in terms of the graph Laplacian matrix. A closely related result is Wilson's algorithm for putting the uniform distribution on the set of spanning trees. We will show that when one follows Greg Lawler's strategy for proving Wilson's algorithm, Kirchhoff's theorem follows almost immediately after one applies some elementary linear algebra. We also show that the same ideas can be applied to other computations related to general Markov chains and processes on a finite state space.

math.PR↗

arXiv2013

Some partial results on the convergence of loop-erased random walk to SLE(2) in the natural parametrization

We outline a strategy for showing convergence of loop-erased random walk on the Z^2 square lattice to SLE(2), in the supremum norm topology that takes the time parametrization of the curves into account. The discrete curves are parametrized so that the walker moves at a constant speed determined by the lattice spacing, and the SLE(2) curve has the recently introduced natural time parametrization. Our strategy can be seen as an extension of the one used by Lawler, Schramm, and Werner to prove convergence modulo time parametrization. The crucial extra step is showing that the expected occupation measure of the discrete curve, properly renormalized by the chosen time parametrization, converges to the occupation density of the SLE(2) curve, the so-called SLE Green's function. Although we do not prove this convergence, we rigorously establish some partial results in this direction including a new loop-erased random walk estimate.

math.PR↗

arXiv2013

On the rate of convergence of loop-erased random walk to SLE(2)

We derive a rate of convergence of the Loewner driving function for planar loop-erased random walk to Brownian motion with speed 2 on the unit circle, the Loewner driving function for radial SLE(2). The proof uses a new estimate of the difference between the discrete and continuous Green's functions that is an improvement over existing results for the class of domains we consider. Using the rate for the driving process convergence along with additional information about SLE(2), we also obtain a rate of convergence for the paths with respect to the Hausdorff distance.

math.PR↗

arXiv2012

The Green's function for the radial Schramm-Loewner evolution

We prove the existence of the Green's function for radial SLE(k) for k<8. Unlike the chordal case where an explicit formula for the Green's function is known for all values of k<8, we give an explicit formula only for k=4. For other values of k, we give a formula in terms of an expectation with respect to SLE conditioned to go through a point.

math.PR↗

arXiv2012

Conditional expectation and Bayes' rule for quantum random variables and positive operator valued measures

A quantum probability measure is a function on a sigma-algebra of subsets of a (locally compact and Hausdorff) sample space that satisfies the formal requirements for a measure, but whose values are positive operators acting on a complex Hilbert space, and a quantum random variable is a measurable operator valued function. Although quantum probability measures and random variables are used extensively in quantum mechanics, some of the fundamental probabilistic features of these structures remain to be determined. In this paper we take a step toward a better mathematical understanding of quantum random variables and quantum probability measures by introducing a quantum analogue for the expected value of a quantum random variable relative to a quantum probability measure. In so doing we are led to theorems for a change of quantum measure and a change of quantum variables. We also introduce a quantum conditional expectation which results in quantum versions of some standard identities for Radon-Nikodym derivatives. This allows us to formulate and prove a quantum analogue of Bayes' rule.

math.PR↗

arXiv2009

Using the Schramm-Loewner evolution to explain certain non-local observables in the 2d critical Ising model

We present a mathematical proof of theoretical predictions made by Arguin and Saint-Aubin, as well as by Bauer, Bernard, and Kytola, about certain non-local observables for the two-dimensional Ising model at criticality by combining Smirnov's recent proof of the fact that the scaling limit of critical Ising interfaces can be described by chordal SLE(3) with Kozdron and Lawler's configurational measure on mutually avoiding chordal SLE paths. As an extension of this result, we also compute the probability that an SLE(k) path, k in (0,4], and a Brownian motion excursion do not intersect.

math-ph↗

arXiv2008

Intersection probabilities for a chordal SLE path and a semicircle

We derive a number of estimates for the probability that a chordal SLE path in the upper half plane H intersects a semicircle centred on the real line. We prove that if 0 0 of radius rx, 0 0. For 4<kappa<8, we also estimate the probability that an entire semicircle on the real line is swallowed at once by a chordal SLE path in H from 0 to infinity.

math.PR↗

arXiv2008

The scaling limit of Fomin's identity for two paths in the plane

We review some recently completed research that establishes the scaling limit of Fomin's identity for loop-erased random walk on Z^2 in terms of the chordal Schramm-Loewner evolution (SLE) with parameter 2. In the case of two paths, we provide a simplified proof of the identity for loop-erased random walk and simple random walk, and prove directly that the corresponding identity holds for chordal SLE(2) and Brownian motion. We also include a brief introduction to SLE and discussion of the relationship between SLE(2) and loop-erased random walk.

math.PR↗

arXiv2006

The configurational measure on mutually avoiding SLE paths

We define multiple chordal SLEs in a simply connected domain by considering a natural configurational measure on paths. We show how to construct these measures so that they are conformally covariant and satisfy certain boundary perturbation and Markov properties, as well as a cascade relation. As an example of our construction, we derive the scaling limit of Fomin's identity in the case of two paths directly; that is, we prove that the probability that an SLE(2) and a Brownian excursion do not intersect can be given in terms of the determinant of the excursion hitting matrix. Finally, we define the lambda-SAW, a one-parameter family of measures on self-avoiding walks on Z^2.

math.PR↗

arXiv2005

On the scaling limit of simple random walk excursion measure in the plane

The Brownian excursion measure is a conformally invariant infinite measure on curves. It figured prominently in one of the first major applications of SLE, namely the explicit calculations of the planar Brownian intersection exponents from which the Hausdorff dimension of the frontier of the Brownian path could be computed (Lawler, Schramm, and Werner, 2001). In this paper we define the simple random walk excursion measure and show that for any bounded, simply connected Jordan domain D, the simple random walk excursion measure on D converges in the scaling limit to the Brownian excursion measure on D.

math.PR↗

arXiv2005

Estimates of random walk exit probabilities and application to loop-erased random walk

We prove an estimate for the probability that a simple random walk in a simply connected subset A of Z^2 starting on the boundary exits A at another specified boundary point. The estimates are uniform over all domains of a given inradius. We apply these estimates to prove a conjecture of S. Fomin in 2001 concerning a relationship between crossing probabilities of loop-erased random walk and Brownian motion.

math.PR↗