Related papers: Intermittency in Quantitative Finance
The Q^2 dependence of inclusive electron-proton scattering F_2 structure function data in both the nucleon resonance region and the deep inelastic region, at momentum transfers below 5 (GeV/c)^2, is investigated. Moments of F_2 are…
It has been suggested that parton distributions in coordinate space, so called Ioffe-time distributions, provide a more natural object for non-perturbative methods compared to the usual momentum distributions. In this paper we argue that…
Quantum asymmetry is a physical resource which coincides with the amount of coherence between the eigenspaces of a generator responsible for phase encoding in interferometric experiments. We highlight an apparently counter-intuitive…
From the events generated from the MC code of a multi-phase transport (AMPT) model with string melting, the properties of multiplicity fluctuations of charged particles in Pb-Pb collisions at $\sqrt{s_{\mathrm{NN}}}=\rm{~2.76 \,TeV}$ are…
We address the equilibrium and out-of-equilibrium behavior of the particle density in many-body systems undergoing quantum transitions driven by the chemical potential $\mu$. They originate from a nontrivial interplay between noncritical…
Analogies between the price dynamics in the foreign exchange market and 3-dimensional fully developed turbulence were recently presented in Nature vol. 381, 767-769 (1996). Independently, we have carried out a study comparing the parallel…
Chiral pair fluctuation are considered near the phase boundary of the inhomogeneous chiral phase (iCP). The fluctuations are then bosonized and an effective action for the chiral pair fluctuation is basically constructed by considering the…
Fractional moments have been investigated by many authors to represent the density of univariate and bivariate random variables in different contexts. Fractional moments are indeed important when the density of the random variable has…
We discuss price variations distributions in foreign exchange markets, characterizing them both in calendar and business time frameworks. The price dynamics is found to be the result of two distinct processes, a multi-variance diffusion and…
Current fluctuations generated by tunnel junctions are known to be non-Gaussian. However, this property is lost when fluctuations are measured at high frequency and limited bandwidth. We show that the quadratures of the electric field…
Factorial, cumulant and $H_q$-moments in dependence on their rank q for the instanton-induced deep inelastic scattering (DIS) in the frameworks of QCD are calculated and analysed. The obtained correlation moments behaviour has specific…
We formulate quantum mechanics in spacetimes with real-order fractional geometry and more general factorizable measures. In spacetimes where coordinates and momenta span the whole real line, Heisenberg's principle is proven and the…
We study the distribution of fluctuations over a time scale $\Delta t$ (i.e., the returns) of the S&P 500 index by analyzing three distinct databases. Database (i) contains approximately 1 million records sampled at 1 min intervals for the…
New nuclear structure function data from Jefferson Lab covering the higher x and lower Q^2 regime make it possible to extract the higher order F_2 moments for iron and deuterium at low four-momentum transfer squared Q^2. These moments allow…
We use inelastic neutron scattering to measure the magnetic fluctuations in a single crystal of the heavy fermion alloy CeCu_5.9Au_0.1 close to the antiferromagnetic quantum critical point. The energy and temperature-dependent spectra obey…
This paper is concerned with risk-sensitive performance analysis for linear quantum stochastic systems interacting with external bosonic fields. We consider a cost functional in the form of the exponential moment of the integral of a…
Quantum gases with short-range attractive interaction have a tendency to form pairs. For time-dependent interaction we find that the pairing amplitude at small separation satisfies a fractional differential equation (FDE). We derive…
A time-dependent bias voltage on a tunnel junction generates a time-dependent modulation of its current fluctuations, and in particular of its variance. This translates into an excitation at frequency $\tilde{f}$ generating correlations…
The quantum fluctuations of fields can exhibit subtle correlations in space and time. As the interval between a pair of measurements varies, the correlation function can change sign, signaling a shift between correlation and…
In this article, we consider the stochastic wave and heat equations driven by a Gaussian noise which is spatially homogeneous and behaves in time like a fractional Brownian motion with Hurst index $H>1/2$. The solutions of these equations…