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Scaling properties in financial fluctuations are reviewed from the standpoint of statistical physics. We firstly show theoretically that the balance of demand and supply enhances fluctuations due to the underlying phase transition…

Statistical Mechanics · Physics 2008-12-10 H. Takayasu , M. Takayasu , M. P. Okazaki , K. Marumo , T. Shimizu

We introduce a stochastic model to explain a double power-law distribution which exhibits two different Paretian behaviors in the upper and the lower tail and widely exists in social and economic systems. The model incorporates fitness…

Physics and Society · Physics 2011-04-25 D. D. Han , J. H. Qian , Y. G. Ma

We construct a point set in the Euclidean plane that elucidates the relationship between the fine-scale statistics of the fractional parts of $\sqrt n$ and directional statistics for a shifted lattice. We show that the randomly rotated, and…

Number Theory · Mathematics 2024-12-17 Jens Marklof

We consider the conditional galaxy density around each galaxy, and study its fluctuations in the newest samples of the Sloan Digital Sky Survey Data Release 7. Over a large range of scales, both the average conditional density and its…

Cosmology and Nongalactic Astrophysics · Physics 2014-11-20 Tibor Antal , Francesco Sylos Labini , Nikolay L. Vasilyev , Yurij V. Baryshev

The modeling and analysis of lifetimes is an important aspect of statistical work in a wide variety of scientific and technological fields. For the first time, the called Kumaraswamy Pareto distribution is introduced and studied. The new…

Methodology · Statistics 2012-12-05 Marcelo B. Pereira , Rodrigo B. Silva , Luz M. Zea , Gauss M. Cordeiro

The bosonisation technique is used to calculate the resonant Raman spectrum of a quantum wire with two electronic sub-bands occupied. Close to resonance, the cross section at frequencies in the region of the inter sub-band transitions shows…

Strongly Correlated Electrons · Physics 2009-11-07 E. Mariani , M. Sassetti , B. Kramer

This paper considers the ideal gas-like model of trading markets, where each individual is identified as a gas molecule that interacts with others trading in elastic or money-conservative collisions. Traditionally this model introduces…

General Finance · Quantitative Finance 2009-06-13 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

Non-linear Compton scattering in ultra-short intense laser pulses is discussed with the focus on angular distributions of the emitted photon energy. This is an observable which is accessible easily experimentally. Asymmetries of the…

Optics · Physics 2013-07-30 D. Seipt , B. Kampfer

Recent investigations of turbulent circulation fluctuations have uncovered substantial insights into the statistical organization of flow structures and revealed unexpected geometric features of turbulent intermittency. Of particular…

Within the stripe quantum critical point theory for high T_c superconductors, we point out that there is a direct contribution of charge collective fluctuations to the optical absorption and to the Raman spectra. In this latter case, we…

Superconductivity · Physics 2007-05-23 C. Di Castro , M. Grilli , S. Caprara , D. Suppa

A stochastic model for a superposition of uncorrelated pulses with a random distribution of amplitudes, sizes, and velocities is analyzed. The pulses are assumed to move radially with fixed shape and amplitudes decreasing exponentially in…

Plasma Physics · Physics 2024-01-11 J. M. Losada , O. Paikina , O. E. Garcia

We investigate the electronic Raman scattering in pure, quasi-one dimensional conductors with density wave ground state. In particular, we develop the theory of light-scattering on spin and charge density waves, both conventional and…

Strongly Correlated Electrons · Physics 2009-11-10 András Ványolos , Attila Virosztek

The temperature dependence of the asymmetry between Stokes and anti-Stokes Raman scattering can be exploited for self-calibrating, optically-based thermometry. In the context of cavity optomechanics, we observe the cavity-enhanced…

Quantum Physics · Physics 2015-09-16 T. P. Purdy , P. -L. Yu , N. S. Kampel , R. W. Peterson , K. Cicak , R. W. Simmonds , C. A. Regal

We investigate the statistics of the maximal fluctuation of two-dimensional Gaussian interfaces. Its relation to the entropic repulsion between rigid walls and a confined interface is used to derive the average maximal fluctuation $<m> \sim…

Statistical Mechanics · Physics 2007-05-23 Deok-Sun Lee

Using the superstatistics method, we propose an extension of the random matrix theory to cover systems with mixed regular-chaotic dynamics. Unlike most of the other works in this direction, the ensembles of the proposed approach are basis…

Statistical Mechanics · Physics 2007-05-23 A. Y. Abul-Magd

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

A large consensus now seems to take for granted that the distributions of empirical returns of financial time series are regularly varying, with a tail exponent close to 3. We revisit this results and use standard tests as well as develop a…

Physics and Society · Physics 2008-12-10 Y. Malevergne , V. F. Pisarenko , D. Sornette

Dynamical parton densities, generated radiatively from valence-like inputs at some low resolution scale, are confronted with recent small-x data on deep inelastic and other hard scattering processes. It is shown that within theoretical…

High Energy Physics - Phenomenology · Physics 2011-09-13 M. Gl"uck , E. Reya , A. Vogt

Spin glasses are fundamental probability distributions at the core of statistical physics, the theory of average-case computational complexity, and modern high-dimensional statistical inference. In the mean-field setting, we design…

Data Structures and Algorithms · Computer Science 2025-11-07 Ferenc Bencs , Brice Huang , Daniel Z. Lee , Kuikui Liu , Guus Regts

The wavefunction of a collection of identical quantum particles of integer spin (bosons) is even under exchange of the coordinates of any two of them. This symmetrization rule of quantum mechanics leads to stimulation of the scattering rate…

Condensed Matter · Physics 2007-05-23 F. Tassone , R. Huang , Y. Yamamoto