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Many studies assume stock prices follow a random process known as geometric Brownian motion. Although approximately correct, this model fails to explain the frequent occurrence of extreme price movements, such as stock market crashes. Using…

Statistical Finance · Quantitative Finance 2015-05-14 Miguel A. Fuentes , Austin Gerig , Javier Vicente

The paper describes the means to reveal and characterize slow periodic modulation of qubit frequency. Such modulation can come from different sources and can impact qubit stability. We show that the modulation leads to very sharp peaks in…

Quantum Physics · Physics 2024-08-16 Filip Wudarski , Yaxing Zhang , Juan Atalaya , M. I. Dykman

We study non-stationary stochastic processes arising from sequential dynamical systems built on maps with a neutral fixed points and prove the existence of Extreme Value Laws for such processes. We use an approach developed in \cite{FFV16},…

Dynamical Systems · Mathematics 2017-07-17 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Sandro Vaienti

We theoretically and numerically investigate the spin fluctuations induced in a thermal atomic ensemble by an external fluctuating uniaxial magnetic field, in the context of a standard spin noise spectroscopy (SNS) experiment. We show that…

Quantum Physics · Physics 2023-10-05 J. Delpy , S. Liu , P. Neveu , C. Roussy , Th. Jolicoeur , F. Bretenaker , F. Goldfarb

We consider the extremal shot noise defined by $$M(y)=\sup\{mh(y-x);(x,m)\in\Phi\},$$ where $\Phi$ is a Poisson point process on $\bbR^d\times (0,+\infty)$ with intensity $\lambda dxG(dm)$ and $h:\bbR^d\to [0,+\infty]$ is a measurable…

Probability · Mathematics 2010-06-01 Clément Dombry

In environmental applications of extreme value statistics, the underlying stochastic process is often modeled either as a max-stable process in continuous time/space or as a process in the domain of attraction of such a max-stable process.…

Statistics Theory · Mathematics 2018-02-13 Holger Drees , Laurens de Haan , Feridun Turkman

In plasma-based backward Raman amplifiers, the output pulse intensity increases with the input pump pulse intensity, as long as the Langmuir wave mediating energy transfer from the pump to the seed pulse remains intact. However, at high…

Plasma Physics · Physics 2015-06-22 Z. Toroker , V. M. Malkin , N. J. Fisch

The Raman gain of a probe light in a three-state $\Lambda $-scheme placed into a defect of a one-dimensional photonic crystal is studied theoretically. We show that there exists a pump intensity range, where the transmission and reflection…

Quantum Physics · Physics 2015-05-14 V. G. Arkhipkin , S. A. Myslivets

Experimental configuration for investigating the dynamics and the statistics of the phase locking level of coupled lasers that have no common frequency is presented. The results reveal that the probability distribution of the phase locking…

Optics · Physics 2015-03-17 Moti Fridman , Rami Pugatch , Micha Nixon , Asher A. Friesem , Nir Davidson

Resonant Raman excitation by ultrafast vacuum ultraviolet laser pulses is a powerful means to study electron dynamics in molecules, but experiments must contend with linear background ionization: frequencies high enough to reach resonant…

Chemical Physics · Physics 2015-06-23 S. Miyabe , P. Bucksbaum

A very recent article [(1) E. Zakka-Bajjani et al., PRL104, 206802 (2010)] has addressed the problem of how the statistics of electrons crossing a quantum conductor influences that of the photons they emit. It is however not clear that the…

Mesoscale and Nanoscale Physics · Physics 2010-06-23 B. Reulet , J. Gabelli

Timing noise in the data on accretion-powered millisecond pulsars (AMP) appears as irregular pulse phase jumps on timescales from hours to weeks. A large systematic phase drift is also observed in the first discovered AMP SAX J1808.4-3658.…

High Energy Astrophysical Phenomena · Physics 2014-11-20 Juri Poutanen , Askar Ibragimov , Marja Annala

We discuss the effects of noise on the timing and strength of superradiant Raman scattering from a small dense sample of atoms. We demonstrate a genuine quantum stochastic resonance effect, where the atomic response is largest for an…

Quantum Physics · Physics 2013-01-29 D. Witthaut

In this paper we discuss the problem of the estimation of extreme event occurrence probability for data drawn from some multifractal process. We also study the heavy (power-law) tail behavior of probability density function associated with…

Statistical Mechanics · Physics 2009-11-11 Jean-Francois Muzy , Emmanuel Bacry , Alexey Kozhemyak

The effect of the charge fluctuations on the electronic spectrum and the Raman spectrum of high temperature superconductors is examined within the slave boson approach. Instead of using the saddle point approximation for slave bosons, we…

Condensed Matter · Physics 2016-08-31 H. Niksic , E. Tutis , S. Barisic

Raman amplification in plasma has been promoted as a means of compressing picosecond optical laser pulses to femtosecond duration to explore the intensity frontier. Here we show for the first time that it can be used, with equal success, to…

Plasma Physics · Physics 2015-05-27 R. Trines , F. Fiuza , R. Bingham , R. A. Fonseca , L. O. Silva , R. A. Cairns , P. A. Norreys

We perform an analysis of preliminary data on strange particles yields and fluctuations within the Statistical hadronization model. We begin by describing the theoretical disagreements between different statistical models currently on the…

Nuclear Theory · Physics 2009-11-11 Giorgio Torrieri

Coherent excitation of materials via ultrafast laser pulses can have interesting, observable dynamics in time-resolved photoemission measurements. The broad spectral width of ultrafast pump pulses can coherently excite multiple exciton…

Mesoscale and Nanoscale Physics · Physics 2019-03-27 Avinash Rustagi , Alexander F. Kemper

Extreme events appear in many physics phenomena, whenever the probability distribution has a ''heavy tail'', differing very much from the equilibrium one. Most unusual are the cases of power-law (Pareto) probability distributions. Among…

Quantum Physics · Physics 2019-09-25 Mathieu Manceau , Kirill Yu. Spasibko , Gerd Leuchs , Radim Filip , Maria V. Chekhova

Several types of Silicon Photomultipliers were exposed to short pulsed laser light (~ 30 ps FWHM) with its intensity varying from single photon to well above the number of microcells of the device. We observed a significant deviation of the…

Instrumentation and Detectors · Physics 2013-11-25 L. Gruber , S. E. Brunner , J. Marton , K. Suzuki