Related papers: Intermittency in Quantitative Finance
We investigate quantum persistence by analyzing amplitude and phase fluctuations of the wave function governed by the time-dependent free-particle Schr\"odinger equation. The quantum system is initialized with local random uncorrelated…
The $k$'th frequency moment of a sequence of integers is defined as $F_k = \sum_j n_j^k$, where $n_j$ is the number of times that $j$ occurs in the sequence. Here we study the quantum complexity of approximately computing the frequency…
Both three- and one-dimensional studies of local multiplicity fluctuations in hadronic Z decay are performed using data of the L3 experiment at LEP. The normalized factorial moments in three dimensions exhibit power-law scaling, indicating…
Fractional Dirac materials (FDMs) feature a fractional energy-momentum relation $E(\vec{k}) \sim |\vec{k}|^{\alpha}$, where $\alpha \; (<1)$ is a real noninteger number, in contrast to that in conventional Dirac materials with $\alpha=1$.…
This study makes the first attempt to use the 2/3-order fractional Laplacian modeling of enhanced diffusing movements of random turbulent particle resulting from nonlinear inertial interactions. A combined effect of the inertial…
We use lattice simulations to examine the detailed dynamics of inflaton fragmentation during and after preheating in $\lambda \phi^4$ chaotic inflation. The dynamics are qualitatively similar to preheating after $m^2 \phi^2$ inflation,…
We consider the fractional stochastic heat type equation \begin{align*} \frac{\partial}{\partial t} u_t(x)=-(-\Delta)^{\alpha/2}u_t(x)+\xi\sigma(u_t(x))\dot{F}(t,x),\ \ \ x\in D, \ \ t>0, \end{align*} with nonnegative bounded initial…
Slow fluctuations of a qubit frequency are one of the major problems faced by quantum computers. To understand their origin it is necessary to go beyond the analysis of their spectra. We show that characteristic features of the fluctuations…
A simple model is used to explore issues related to self-similarity, intermittency and scaling behavior in nuclear collisions. Both scaled factorial moments and power moments are considered in the investigation of these features. The…
In this manuscript we present a comprehensive study on the multifractal properties of high-frequency price fluctuations and instantaneous volatility of the equities that compose Dow Jones Industrial Average. The analysis consists about…
We study the volatility time series of 1137 most traded stocks in the US stock markets for the two-year period 2001-02 and analyze their return intervals $\tau$, which are time intervals between volatilities above a given threshold $q$. We…
Previous numerical investigations of gravitational particle production during the coherent oscillation period of inflation displayed unexplained fluctuations in the spectral density of the produced particles. We argue that these features…
We discuss the structure of the parton quasi-distributions (quasi-PDFs) $Q(y, P_3)$ outside the "canonical" $-1 \leq y \leq 1$ support region of the usual parton distribution functions (PDFs). Writing the $y^n$ moments of $Q(y, P_3)$ in…
We show that time-correlation functions of arbitrary order for any random variable in a statistical dynamical system can be calculated as higher-order response functions of the mean history of the variable. The response is to a ``control…
We show that the interparticle friction coefficient significantly influences the flow and jamming behavior of granular materials exiting through the orifice of a two-dimensional silo in the presence of another orifice located in its…
Following the thermodynamic formulation of multifractal measure that was shown to be capable of detecting large fluctuations at an early stage, here we propose a new index which permits us to distinguish events like financial crisis in real…
We analyze the fundamental solution of a time-fractional problem, establishing existence and uniqueness in an appropriate functional space. We also focus on the one-dimensional spatial setting in the case in which the time-fractional…
Time crystals are quantum systems which are able to reveal condensed matter behavior in the time domain. It is known that crystalization in time can be observed in a periodically driven many-body system when interactions between particles…
Factorial and cumulant moments in a simple cascade models are considered. Their characteristic features are shown to be similar to those observed in QCD jets.
The Quantum Decision Theory, developed recently by the authors, is applied to clarify the role of risk and uncertainty in decision making and in particular in relation to the phenomenon of dynamic inconsistency. By formulating this notion…