Related papers: Return probability and scaling exponents in the cr…
We study the long time behaviour of a nonlinear oscillator subject to a random multiplicative noise with a spectral density (or power-spectrum) that decays as a power law at high frequencies. When the dissipation is negligible, physical…
We combine the finite size scaling method with the meshfree spectral method to calculate quantum critical parameters for a given Hamiltonian. The basic idea is to expand the exact wave function in a finite exponential basis set and…
The distribution of the return intervals $\tau$ between volatilities above a threshold $q$ for financial records has been approximated by a scaling behavior. To explore how accurate is the scaling and therefore understand the underlined…
We investigate the wave-packet dynamics of the power-law bond disordered one-dimensional Anderson model with hopping amplitudes decreasing as $H_{nm}\propto |n-m|^{-\alpha}$. We consider the critical case ($\alpha=1$). Using an exact…
We consider critical site percolation ($p=p_c=1/2$) on the triangular lattice $\mathbf{T}$ in two dimensions. We show that the simple random walk on the clusters of open vertices converges in the scaling limit to a continuous diffusion…
We present a theoretical framework for understanding the wavefunctions and spectrum of an extensively studied paradigm for quasiperiodic systems, namely the Fibonacci chain. Our analytical results, which are obtained in the limit of strong…
This paper considers estimation of large dynamic factor models with common and idiosyncratic trends by means of the Expectation Maximization algorithm, implemented jointly with the Kalman smoother. We show that, as the cross-sectional…
Crackling noise is observed in many disordered non-equilibrium systems in response to slowly changing external conditions. Examples range from Barkhausen noise in magnets to acoustic emission in martensites to earthquakes. Using the…
Feedback effects due to spin fluctuation induced precursors in the fermionic quasiparticle spectrum are taken into account in the description of a quantum critical point of itinerant spin systems. A correlation length dependent spin damping…
We present analytical results for the finite-size scaling in d--dimensional O(N) systems with strong anisotropy where the critical exponents (e.g. \nu_{||} and \nu_{\perp}) depend on the direction. Prominent examples are systems with…
Percolation is a cornerstone concept in physics, providing crucial insights into critical phenomena and phase transitions. In this study, we adopt a kinetic perspective to reveal the scaling behaviors of higher-order gaps in the largest…
The kicked rotator model is an essential paradigm in nonlinear dynamics, helping us understand the emergence of chaos and bifurcations in dynamical systems. In this study, we analyze a two-dimensional kicked rotator model considering a…
Extreme-value fluctuations at quantum critical points remain poorly understood in the presence of strong correlations and openness. At the integer quantum Hall transition in the open Chalker--Coddington network, we show that the maximal…
In this paper we propose a novel method to study critical systems numerically by a combined collective-mode algorithm and Renormalization Group on the lattice. This method is an improved version of MCRG in the sense that it has all the…
Using Monte Carlo methods, the short-time dynamic scaling behaviour of two-dimensional critical XY systems is investigated. Our results for the XY model show that there exists universal scaling behaviour already in the short-time regime,…
We study the dynamical response of a system to a sudden change of the tuning parameter $\lambda$ starting (or ending) at the quantum critical point. In particular we analyze the scaling of the excitation probability, number of excited…
We apply the Principle of Maximum Entropy to the study of a general class of deterministic fractal sets. The scaling laws peculiar to these objects are accounted for by means of a constraint concerning the average content of information in…
The search for remnants of the QCD chiral critical point is a central objective of current and future high-energy ion collision experiments. Previous studies suggest that a scaling law relating higher-order factorial moments of hadron…
The jamming transition of particles with finite-range interactions is characterized by a variety of critical phenomena, including power law distributions of marginal contacts. We numerically study a recently proposed simple model of…
Several works have observed heavy-tailed behavior in the distributions of returns in different markets, which are observable indicators of underlying complex dynamics. Such prior works study return distributions that are marginalized across…