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Mean field asymptotic for stochastic processes on graphs

Mean field asymptotic for stochastic processes on graphs
图上随机过程的平均场渐近
批准号:
0806211
负责人:
Amir Dembo
金额:
$36.0万
依托单位:
依托单位国家:
美国
项目类别:
Continuing Grant
财政年份:
2008
资助国家:
美国
项目状态:
已结题
起止时间:
2008-07-15 至 2012-06-30

项目摘要

项目成果

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中文摘要
翻译
在过去的三十年里,物理学家已经开发出复杂的、非严谨的技术来准确预测大型复杂(随机)系统的渐近行为。数学家在发展相应的严谨理论和证明这些预测方面取得了重大进展。概率论处于这种收敛的前沿,它从大偏差理论开始,继续研究相互作用的粒子、大随机矩阵、吉布斯测量和具有共形对称性的平面对象的随机动力学中出现的振动活动。从物理学的角度来看,一个特别成功的例子是平均场(无序)模型,其中通常存在两种随机性,其中一种以依赖图或所产生的随机过程的权重的形式冻结(熄灭),其分布在无序上平均时是可交换的。我们计划追求的具体方向是:(1)严格研究离散变量大系统,这些大系统根据(随机选择的)图集确定的平均场模型进行强相互作用;(2)随机矩阵结构模型的谱的渐近行为与相应的随机图和图嵌入的性质之间的新联系;(3)失去平衡的自旋系统的随机动力学性质,如老化和与其相变相关的有限尺寸标度。该项目有望产生新的数学思想和技术,以解决概率论中具有挑战性的问题,影响其与统计物理的接口,并为分析大型约束满足网络的典型行为提供洞察,从而推动NSF网络支持的发现和创新倡议的核心进展。对研究生和研究生在离散概率和信息论方面的培训也预计会产生长期影响。
英文摘要
Over the past three decades, physicists have developed sophisticated non-rigorous techniques for accurately predicting the asymptotic behavior of large complex(random) systems. Mathematicians are making significant progress in developing the corresponding rigorous theories and proving these predictions. Probability theory is at the forefront of this convergence, starting with the theory of large deviations and continuing with the emerging vibrant activity in the study of stochastic dynamics of interacting particles, large random matrices, Gibbs measures and planar objects with conformal symmetries. A particular success story from a physics point of view are mean field(disordered) models, where two levels of randomness are often present, one of whom frozen (quenched), in the form of dependence graph or weights for the resulting stochastic process, whose distribution is exchangeable when averaged over the disorder. Specific directions we plan to pursue are (1) Rigorous study of large systems of discrete variables that are strongly interacting according to a mean field model determined by an ensemble of (randomly chosen) graphs, (2) novel connections between the asymptotic behavior of the spectrum of structured models of random matrices and properties of the corresponding random graphs and graph embeddings,(3) properties of stochastic dynamics for spin systems out of equilibrium, such as aging and the finite size scaling associated with their phase transitions.This project is expected to yield new mathematical ideas and techniques that resolve challenging problems in probability theory, impact its interface with statistical physics, and provide insight to the analysis of typical behavior of large constraint satisfaction networks, thus advancing progress at the core of the NSF cyber-enabled discovery and innovation initiative. Long-term effects on graduate and post-graduate training of students in discrete probability and information theory are also expected.
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Asymptotics in Probability: Walks and Graphs, Disordered Measures, and Dynamics
  • 批准号:
    1954337
  • 项目类别:
    Continuing Grant
  • 资助金额:
    $48.0万
  • 财政年份:
    2020
  • 负责人:
    Amir Dembo
  • 依托单位:
Combinatorial Optimization, Spin Models, and the Geometry of Sparse Random Graphs
  • 批准号:
    1613091
  • 项目类别:
    Continuing Grant
  • 资助金额:
    $60.0万
  • 财政年份:
    2016
  • 负责人:
    Amir Dembo
  • 依托单位:
Mean Field Asymptotic for Stochastic Processes on Graphs
  • 批准号:
    1106627
  • 项目类别:
    Continuing Grant
  • 资助金额:
    $84.95万
  • 财政年份:
    2011
  • 负责人:
    Amir Dembo
  • 依托单位:
Seminar on Stochastic Processes 2009
  • 批准号:
    0844454
  • 项目类别:
    Standard Grant
  • 资助金额:
    $1.5万
  • 财政年份:
    2009
  • 负责人:
    Amir Dembo
  • 依托单位:
国内基金
海外基金
Graphon mean field games with partial observation and application to failure detection in distributed systems
  • 批准号:
  • 项目类别:
    省市级项目
  • 资助金额:
    --
  • 批准年份:
    2025
  • 负责人:
    MATHIEULOUROCHLAURIERE
  • 依托单位:
Research on Quantum Field Theory without a Lagrangian Description
  • 批准号:
    24ZR1403900
  • 项目类别:
    省市级项目
  • 资助金额:
    --
  • 批准年份:
    2024
  • 负责人:
    SATOSHI NAWATA
  • 依托单位:
基于慧眼-HXMT宽能段观测的X射线吸积脉冲星磁场研究
  • 批准号:
    12373051
  • 项目类别:
    面上项目
  • 资助金额:
    55.00万元
  • 批准年份:
    2023
  • 负责人:
    侯贤
  • 依托单位:
Development of a Linear Stochastic Model for Wind Field Reconstruction from Limited Measurement Data
  • 批准号:
    --
  • 项目类别:
    --
  • 资助金额:
    40万元
  • 批准年份:
    2020
  • 负责人:
    Vikrant Gupta
  • 依托单位: