Dobrushin–Lanford–Ruelle Equations
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Dobrushin–Lanford–Ruelle Equations
In mathematics, the Gibbs measure, named after Josiah Willard Gibbs, is a probability measure frequently seen in many problems of probability theory and statistical mechanics. It is a generalization of the canonical ensemble to infinite systems. The canonical ensemble gives the probability of the system ''X'' being in state ''x'' (equivalently, of the random variable ''X'' having value ''x'') as :P(X=x) = \frac \exp ( - \beta E(x)). Here, is a function from the space of states to the real numbers; in physics applications, is interpreted as the energy of the configuration ''x''. The parameter is a free parameter; in physics, it is the inverse temperature. The normalizing constant is the partition function. However, in infinite systems, the total energy is no longer a finite number and cannot be used in the traditional construction of the probability distribution of a canonical ensemble. Traditional approaches in statistical physics studied the limit of intensive properties ...
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Mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics with the major subdisciplines of number theory, algebra, geometry, and analysis, respectively. There is no general consensus among mathematicians about a common definition for their academic discipline. Most mathematical activity involves the discovery of properties of abstract objects and the use of pure reason to prove them. These objects consist of either abstractions from nature orin modern mathematicsentities that are stipulated to have certain properties, called axioms. A ''proof'' consists of a succession of applications of deductive rules to already established results. These results include previously proved theorems, axioms, andin case of abstraction from naturesome basic properties that are considered true starting points of t ...
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Hammersley–Clifford Theorem
The Hammersley–Clifford theorem is a result in probability theory, mathematical statistics and statistical mechanics that gives necessary and sufficient conditions under which a strictly positive probability distribution (of events in a probability space) can be represented as events generated by a Markov network (also known as a Markov random field). It is the fundamental theorem of random fields. It states that a probability distribution that has a strictly positive mass or density satisfies one of the Markov properties with respect to an undirected graph ''G'' if and only if it is a Gibbs random field, that is, its density can be factorized over the cliques (or complete subgraphs) of the graph. The relationship between Markov and Gibbs random fields was initiated by Roland Dobrushin and Frank Spitzer in the context of statistical mechanics. The theorem is named after John Hammersley and Peter Clifford, who proved the equivalence in an unpublished paper in 1971. Simple ...
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Convex Combination
In convex geometry and vector algebra, a convex combination is a linear combination of points (which can be vectors, scalars, or more generally points in an affine space) where all coefficients are non-negative and sum to 1. In other words, the operation is equivalent to a standard weighted average, but whose weights are expressed as a percent of the total weight, instead of as a fraction of the ''count'' of the weights as in a standard weighted average. More formally, given a finite number of points x_1, x_2, \dots, x_n in a real vector space, a convex combination of these points is a point of the form :\alpha_1x_1+\alpha_2x_2+\cdots+\alpha_nx_n where the real numbers \alpha_i satisfy \alpha_i\ge 0 and \alpha_1+\alpha_2+\cdots+\alpha_n=1. As a particular example, every convex combination of two points lies on the line segment between the points. A set is convex if it contains all convex combinations of its points. The convex hull of a given set of points is ident ...
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Ergodic
In mathematics, ergodicity expresses the idea that a point of a moving system, either a dynamical system or a stochastic process, will eventually visit all parts of the space that the system moves in, in a uniform and random sense. This implies that the average behavior of the system can be deduced from the trajectory of a "typical" point. Equivalently, a sufficiently large collection of random samples from a process can represent the average statistical properties of the entire process. Ergodicity is a property of the system; it is a statement that the system cannot be reduced or factored into smaller components. Ergodic theory is the study of systems possessing ergodicity. Ergodic systems occur in a broad range of systems in physics and in geometry. This can be roughly understood to be due to a common phenomenon: the motion of particles, that is, geodesics on a hyperbolic manifold are divergent; when that manifold is compact, that is, of finite size, those orbits return to the ...
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Phase Transition
In chemistry, thermodynamics, and other related fields, a phase transition (or phase change) is the physical process of transition between one state of a medium and another. Commonly the term is used to refer to changes among the basic states of matter: solid, liquid, and gas, and in rare cases, plasma. A phase of a thermodynamic system and the states of matter have uniform physical properties. During a phase transition of a given medium, certain properties of the medium change as a result of the change of external conditions, such as temperature or pressure. This can be a discontinuous change; for example, a liquid may become gas upon heating to its boiling point, resulting in an abrupt change in volume. The identification of the external conditions at which a transformation occurs defines the phase transition point. Types of phase transition At the phase transition point for a substance, for instance the boiling point, the two phases involved - liquid and vapor, have id ...
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Symmetry Breaking
In physics, symmetry breaking is a phenomenon in which (infinitesimally) small fluctuations acting on a system crossing a critical point decide the system's fate, by determining which branch of a bifurcation is taken. To an outside observer unaware of the fluctuations (or "noise"), the choice will appear arbitrary. This process is called symmetry "breaking", because such transitions usually bring the system from a symmetric but disorderly state into one or more definite states. The phenomenon is part of most theories of everything. Symmetry breaking is thought to play a major role in pattern formation. In his 1972 ''Science'' paper titled "More is different" Nobel laureate P.W. Anderson used the idea of symmetry breaking to show that even if reductionism is true, its converse, constructionism, which is the idea that scientists can easily predict complex phenomena given theories describing their components, is not. Symmetry breaking can be distinguished into two types, ...
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Thermodynamic Free Energy
The thermodynamic free energy is a concept useful in the thermodynamics of chemical or thermal processes in engineering and science. The change in the free energy is the maximum amount of work that a thermodynamic system can perform in a process at constant temperature, and its sign indicates whether the process is thermodynamically favorable or forbidden. Since free energy usually contains potential energy, it is not absolute but depends on the choice of a zero point. Therefore, only relative free energy values, or changes in free energy, are physically meaningful. The free energy is a thermodynamic state function, like the internal energy, enthalpy, and entropy. The free energy is the portion of any first-law energy that is available to perform thermodynamic work at constant temperature, ''i.e.'', work mediated by thermal energy. Free energy is subject to irreversible loss in the course of such work. Since first-law energy is always conserved, it is evident that free energ ...
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Energy Density
In physics, energy density is the amount of energy stored in a given system or region of space per unit volume. It is sometimes confused with energy per unit mass which is properly called specific energy or . Often only the ''useful'' or extractable energy is measured, which is to say that inaccessible energy (such as rest mass energy) is ignored. In cosmological and other general relativistic contexts, however, the energy densities considered are those that correspond to the elements of the stress–energy tensor and therefore do include mass energy as well as energy densities associated with pressure. Energy per unit volume has the same physical units as pressure and in many situations is synonymous. For example, the energy density of a magnetic field may be expressed as and behaves like a physical pressure. Likewise, the energy required to compress a gas to a certain volume may be determined by multiplying the difference between the gas pressure and the external pressure b ...
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Entropy (general Concept)
Entropy is a scientific concept, as well as a measurable physical property, that is most commonly associated with a state of disorder, randomness, or uncertainty. The term and the concept are used in diverse fields, from classical thermodynamics, where it was first recognized, to the microscopic description of nature in statistical physics, and to the principles of information theory. It has found far-ranging applications in chemistry and physics, in biological systems and their relation to life, in cosmology, economics, sociology, weather science, climate change, and information systems including the transmission of information in telecommunication. The thermodynamic concept was referred to by Scottish scientist and engineer William Rankine in 1850 with the names ''thermodynamic function'' and ''heat-potential''. In 1865, German physicist Rudolf Clausius, one of the leading founders of the field of thermodynamics, defined it as the quotient of an infinitesimal amount of heat ...
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Econophysics
Econophysics is a heterodox interdisciplinary research field, applying theories and methods originally developed by physicists in order to solve problems in economics, usually those including uncertainty or stochastic processes and nonlinear dynamics. Some of its application to the study of financial markets has also been termed statistical finance referring to its roots in statistical physics. Econophysics is closely related to social physics. History Physicists' interest in the social sciences is not new (see e.g.,); Daniel Bernoulli, as an example, was the originator of utility-based preferences. One of the founders of neoclassical economic theory, former Yale University Professor of Economics Irving Fisher, was originally trained under the renowned Yale physicist, Josiah Willard Gibbs. Likewise, Jan Tinbergen, who won the first Nobel Memorial Prize in Economic Sciences in 1969 for having developed and applied dynamic models for the analysis of economic processes, studied physi ...
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Markov Logic Network
A Markov logic network (MLN) is a probabilistic logic which applies the ideas of a Markov network to first-order logic, enabling uncertain inference. Markov logic networks generalize first-order logic, in the sense that, in a certain limit, all unsatisfiable statements have a probability of zero, and all tautologies have probability one. History Work in this area began in 2003 by Pedro Domingos and Matt Richardson, and they began to use the term MLN to describe it. Description Briefly, it is a collection of formulas from first-order logic, to each of which is assigned a real number, the weight. Taken as a Markov network, the vertices of the network graph are atomic formulas, and the edges are the logical connectives used to construct the formula. Each formula is considered to be a clique, and the Markov blanket is the set of formulas in which a given atom appears. A potential function is associated to each formula, and takes the value of one when the formula is true, and zero ...
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Markov Network
In the domain of physics and probability, a Markov random field (MRF), Markov network or undirected graphical model is a set of random variables having a Markov property described by an undirected graph. In other words, a random field is said to be a Markov random field if it satisfies Markov properties. The concept originates from the Sherrington–Kirkpatrick model. A Markov network or MRF is similar to a Bayesian network in its representation of dependencies; the differences being that Bayesian networks are directed and acyclic, whereas Markov networks are undirected and may be cyclic. Thus, a Markov network can represent certain dependencies that a Bayesian network cannot (such as cyclic dependencies ); on the other hand, it can't represent certain dependencies that a Bayesian network can (such as induced dependencies ). The underlying graph of a Markov random field may be finite or infinite. When the joint probability density of the random variables is strictly positive, ...
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