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Quantum theory provides a comprehensive framework for quantifying uncertainty, often applied in quantum finance to explore the stochastic nature of asset returns. This perspective likens returns to microscopic particle motion, governed by…

Mathematical Finance · Quantitative Finance 2024-01-12 Li Lin

Weak measurements performed between quantum state preparation and post-selection result in complex values for self-adjoint operators, corresponding to complex conditional probabilities for the projections on specific eigenstates. In this…

Quantum Physics · Physics 2011-10-14 Holger F. Hofmann

Intermittency analysis of factorial moments is a promising method used for the detection of power-law scaling in high-energy collision data. In particular, it has been employed in the search of fluctuations characteristic of the critical…

Data Analysis, Statistics and Probability · Physics 2025-07-03 Nikolaos Davis

A simple lattice gas model in one dimension is constructed in which each site can be occupied by at most one particle of any one of $D$ species. Particles interact with a randomly drawn nearest neighbor interaction. This model is capable of…

High Energy Physics - Phenomenology · Physics 2007-05-23 A. D. Jackson , T. Wettig , N. L. Balazs

Many financial variables are found to exhibit multifractal nature, which is usually attributed to the influence of temporal correlations and fat-tailedness in the probability distribution (PDF). Based on the partition function approach of…

Statistical Finance · Quantitative Finance 2012-01-13 Wei-Xing Zhou

Two main features of the observable distribution of visible matter are the space correlations of galaxy positions and the mass function of galaxies. As discussed in Pietronero and Sylos Labini on this issue ([1], see also [2],[3]), the…

Astrophysics · Physics 2016-08-30 F. Sylos Labini , L. Pietronero

We report on the successful operation of an analogue computer designed to factor numbers. Our device relies solely on the interference of classical light and brings together the field of ultrashort laser pulses with number theory. Indeed,…

Colloidal clusters consist of small numbers of colloidal particles bound by weak, short-range attractions. The equilibrium probability of observing a cluster in a particular geometry is well-described by a statistical mechanical model…

Soft Condensed Matter · Physics 2018-10-03 Ellen D. Klein , Rebecca W. Perry , Vinothan N. Manoharan

Moment closure methods appear in myriad scientific disciplines in the modelling of complex systems. The goal is to achieve a closed form of a large, usually even infinite, set of coupled differential (or difference) equations. Each equation…

Statistical Mechanics · Physics 2018-12-24 Christian Kuehn

QCD equations for generating functionals are solved at coinciding momenta of particles. As a result, the relations for $q$-particle correlation functions at equal momenta are obtained. They are directly connected to previously derived…

High Energy Physics - Phenomenology · Physics 2016-09-01 I. M. DREMIN

We investigate fractional moments and expectations of power means of complex-valued random variables by using fractional calculus. We deal with both negative and positive orders of the fractional derivatives. The one-dimensional…

Probability · Mathematics 2024-10-07 Kazuki Okamura , Yoshiki Otobe

We analyze here in details the probability to find a given number of particles in a finite volume inside a normal or superfluid finite system. This probability, also known as counting statistics, is obtained using projection operator…

Nuclear Theory · Physics 2020-01-22 Denis Lacroix , Sakir Ayik

The dynamics of a quantum mechanical particle in a time-independent potential are found to contain many interesting phenomena. These are direct consequences of the (typical) existence of more than one time scale governing the problem. This…

Quantum Physics · Physics 2007-05-23 Ross C. O'Connell

We study processes with unstable particles in intermediate time-like states. It is shown that the amplitudes squared of such processes factor exactly in the framework of the model of unstable particles with continuous masses. Decay widths…

High Energy Physics - Phenomenology · Physics 2013-03-22 V. Kuksa , N. Volchanskiy

Recent progress in the study of QCD phenomena with energy correlators motivates novel approaches to explore the information contained in the QCD radiation spectrum. Fox-Wolfram moments are a set of observables that characterize the angular…

High Energy Physics - Phenomenology · Physics 2025-12-29 Mithila Mangedarage , Keith Pedersen , Zack Sullivan

We discuss the probabilistic properties of the variation based third and fourth moments of financial returns as estimators of the actual moments of the return distributions. The moment variations are defined under non-parametric assumptions…

Statistical Finance · Quantitative Finance 2019-08-15 Kyungsub Lee

We find all factorized duality functions for a class of interacting particle systems. The functions we recover are self-duality functions for interacting particle systems such as zero-range processes, symmetric inclusion and exclusion…

Probability · Mathematics 2018-08-01 Frank Redig , Federico Sau

Data series generated by complex systems exhibit fluctuations on many time scales and/or broad distributions of the values. In both equilibrium and non-equilibrium situations, the natural fluctuations are often found to follow a scaling…

Data Analysis, Statistics and Probability · Physics 2008-04-07 Jan W. Kantelhardt

The solution of QCD equations for generating functions of multiplicity distributions reveals new peculiar features of cumulant moments oscillating as functions of their rank. This prediction is supported by experimental data on $e^{+}e^{-},…

High Energy Physics - Phenomenology · Physics 2009-09-25 I. M. Dremin

Different relativistic quantum mechanics approaches have recently been used to calculate properties of various systems, form factors in particular. It is known that predictions, which most often rely on a single-particle current…

Nuclear Theory · Physics 2008-11-26 Bertrand Desplanques , Yu Bing Dong