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arXiv 1406.3573cond-mat.stat-mechmath-phmath.MP
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线性统计量联合大偏差中的凝聚相变

Condensation transition in joint large deviations of linear statistics

Juraj Szavits-Nossan, Martin R. Evans, Satya N. Majumdar

摘要:

实空间凝聚是已知的发生在随机模型中的质量输运的制度,其中全球守恒的质量密度大于一个临界值。它已被证明在模型与因式分解的稳态,凝聚可以理解为独立和相同分布的随机变量的总和:这些表现出凝聚时,他们的条件是一个大偏差的总和。众所周知,只有当潜在的概率分布(模指数)是重尾的,即衰减慢于指数时,才会发生凝聚,其中一个随机变量对总和的贡献是有限的。在这里,我们研究了一个类似的现象,其中凝聚表现为非重尾分布,提供随机变量的条件是在一定的线性统计的大偏差。我们提供了一个详细的理论分析解释的现象,这是支持的蒙特卡罗模拟(的情况下,额外的约束是样本方差),并证明在几个物理系统。我们的研究结果表明,冷凝是一种普遍的现象,涉及到典型和罕见的事件。

英文摘要:

Real space condensation is known to occur in stochastic models of mass transport in the regime in which the globally conserved mass density is greater than a critical value. It has been shown within models with factorised stationary states that the condensation can be understood in terms of sums of independent and identically distributed random variables: these exhibit condensation when they are conditioned to a large deviation of their sum. It is well understood that the condensation, whereby one of the random variables contributes a finite fraction to the sum, occurs only if the underlying probability distribution (modulo exponential) is heavy-tailed, i.e. decaying slower than exponential. Here we study a similar phenomenon in which condensation is exhibited for non-heavy-tailed distributions, provided random variables are additionally conditioned on a large deviation of certain linear statistics. We provide a detailed theoretical analysis explaining the phenomenon, which is supported by Monte Carlo simulations (for the case where the additional constraint is the sample variance) and demonstrated in several physical systems. Our results suggest that the condensation is a generic phenomenon that pertains to both typical and rare events.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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