One of Feynman's early applications of path integrals was to superfluid $^{4}\mathrm{He}$. He showed that the thermodynamic properties of Bose systems are exactly equivalent to those of a peculiar type of interacting classical "ring polymer." Using this mapping, one can generalize Monte Carlo simulation techniques commonly used for classical systems to simulate boson systems. In this review, the author introduces this picture of a boson superfluid and shows how superfluidity and Bose condensation manifest themselves. He shows the excellent agreement between simulations and experimental measurements on liquid and solid helium for such quantities as pair correlations, the superfluid density, the energy, and the momentum distribution. Major aspects of computational techniques developed for a boson superfluid are discussed: the construction of more accurate approximate density matrices to reduce the number of points on the path integral, sampling techniques to move through the space of exchanges and paths quickly, and the construction of estimators for various properties such as the energy, the momentum distribution, the superfluid density, and the exchange frequency in a quantum crystal. Finally the path-integral Monte Carlo method is compared to other quantum Monte Carlo methods.

Path integrals in the theory of condensed helium

Preliminaries.- Bell polynomials, composite structures and Gibbs partitions.- Exchangeable random partitions.- Sequential constructions of random partitions.- Poisson constructions of random partitions.- Coagulation and fragmentation processes.- Random walks and random forests.- The Brownian forest.- Brownian local times, branching and Bessel processes.- Brownian bridge asymptotics for random mappings.- Random forests and the additive coalescent.

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Combinatorial Stochastic Processes

The two-parameter Poisson-Dirichlet distribution, denoted $\mathsf{PD}(\alpha, \theta)$ is a probability distribution on the set of decreasing positive sequences with sum 1. The usual Poisson-Dirichlet distribution with a single parameter $\theta$, introduced by Kingman, is $\mathsf{PD}(0, \theta)$. Known properties of $\mathsf{PD}(0, \theta)$, including the Markov chain description due to Vershik, Shmidt and Ignatov, are generalized to the two-parameter case. The size-biased random permutation of $\mathsf{PD}(\alpha, \theta)$ is a simple residual allocation model proposed by Engen in the context of species diversity, and rediscovered by Perman and the authors in the study of excursions of Brownian motion and Bessel processes. For $0 < \alpha < 1, \mathsf{PD}(\alpha, 0)$ is the asymptotic distribution of ranked lengths of excursions of a Markov chain away from a state whose recurrence time distribution is in the domain of attraction of a stable law of index $\alpha$. Formulae in this case trace back to work of Darling, Lamperti and Wendel in the 1950s and 1960s. The distribution of ranked lengths of excursions of a one-dimensional Brownian motion is $\mathsf{PD}(1/2, 0)$, and the corresponding distribution for a Brownian bredge is $\mathsf{PD}(1/2, 1/2)$. The $\mathsf{PD}(\alpha, 0)$ and $\mathsf{PD}(\alpha, \alpha)$ distributions admit a similar interpretation in terms of the ranked lengths of excursions of a semistable Markov process whose zero set is the range of a stable subordinator of index $\alpha$.

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The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator

Symbolic Dynamics II. Sturmian Trajectories

In this review we discuss the persistence and the related first-passage properties in extended many-body nonequilibrium systems. Starting with simple systems with one or few degrees of freedom, such as random walk and random acceleration problems, we progressively discuss the persistence properties in systems with many degrees of freedom. These systems include spins models undergoing phase ordering dynamics, diffusion equation, fluctuating interfaces etc. Persistence properties are nontrivial in these systems as the effective underlying stochastic process is non-Markovian. Several exact and approximate methods have been developed to compute the persistence of such non-Markov processes over the last two decades, as reviewed in this article. We also discuss various generalisations of the local site persistence probability. Persistence in systems with quenched disorder is discussed briefly. Although the main emphasis of this review is on the theoretical developments on persistence, we briefly touch upon various experimental systems as well.

Persistence and First-Passage Properties in Non-equilibrium Systems

© Foundation Compositio Mathematica, 1940, tous droits réservés. L’accès aux archives de la revue « Compositio Mathematica » (http: //http://www.compositio.nl/) implique l’accord avec les conditions générales d’utilisation (http://www.numdam.org/legal.php). Toute utilisation commerciale ou impression systématique est constitutive d’une infraction pénale. Toute copie ou impression de ce fichier doit contenir la présente mention de copyright.

http://www.numdam.org/item/CM_1940__7__283_0.pdf

Sur certains processus stochastiques homogènes

© Foundation Compositio Mathematica, 1936, tous droits réservés. L’accès aux archives de la revue « Compositio Mathematica » (http: //http://www.compositio.nl/) implique l’accord avec les conditions générales d’utilisation (http://www.numdam.org/legal.php). Toute utilisation commerciale ou impression systématique est constitutive d’une infraction pénale. Toute copie ou impression de ce fichier doit contenir la présente mention de copyright.

/pdf/sur-le-developpement-en-fraction-continue-d-un-nombre-choisi-2vvuxlxkba.pdf

Sur le développement en fraction continue d'un nombre choisi au hasard

/pdf/sur-la-convergence-absolue-des-series-de-fourier-2kh3aox0p2.pdf

Sur la convergence absolue des séries de Fourier

© Foundation Compositio Mathematica, 1951, tous droits réservés. L’accès aux archives de la revue « Compositio Mathematica » (http: //http://www.compositio.nl/) implique l’accord avec les conditions générales d’utilisation (http://www.numdam.org/conditions). Toute utilisation commerciale ou impression systématique est constitutive d’une infraction pénale. Toute copie ou impression de ce fichier doit contenir la présente mention de copyright.

Paul Lévy

Papers

Sur certains processus stochastiques homogènes

Sur le développement en fraction continue d'un nombre choisi au hasard

Sur la convergence absolue des séries de Fourier

Sur quelques classes de permutations