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We investigate the large-fluctuation dynamics in financial markets, based on the minute-to-minute and daily data of the Chinese Indices and German DAX. The dynamic relaxation both before and after the large fluctuations is characterized by…

General Finance · Quantitative Finance 2013-08-21 X. F. Jiang , T. T. Chen , B. Zheng

Upon excitation by a laser pulse, broken-symmetry phases of a wide variety of solids demonstrate similar order parameter dynamics characterized by a dramatic slowing down of relaxation for stronger pump fluences. Motivated by this recurrent…

Other Condensed Matter · Physics 2020-05-13 Pavel E. Dolgirev , Marios H. Michael , Alfred Zong , Nuh Gedik , Eugene Demler

Zipf's law states that the frequency of an observation with a given value is inversely proportional to the square of that value; Taylor's law, instead, describes the scaling between fluctuations in the size of a population and its mean.…

Physics and Society · Physics 2018-09-26 Charlotte James , Sandro Azaele , Amos Maritan , Filippo Simini

The character of the time-asymptotic evolution of physical systems can have complex, singular behavior with variation of a system parameter, particularly when chaos is involved. A perturbation of the parameter by a small amount $\epsilon$…

Chaotic Dynamics · Physics 2015-06-22 Madhura Joglekar , Edward Ott , James A. Yorke

We derive renormalization group equations which allow us to treat order parameter fluctuations near quantum phase transitions in cases where an expansion in powers of the order parameter is not possible. As a prototypical application, we…

Strongly Correlated Electrons · Physics 2013-05-29 P. Jakubczyk , W. Metzner , H. Yamase

We formulate the transition from decelerated to accelerated expansion as a bounce in connection space and study its quantum cosmology, knowing that reflections are notorious for bringing quantum effects to the fore. We use a formalism for…

General Relativity and Quantum Cosmology · Physics 2023-01-18 Steffen Gielen , João Magueijo

Cooperative behaviors near the disorder-induced critical point in a random field Ising model are numerically investigated by analyzing time-dependent magnetization in ordering processes from a special initial condition. We find that the…

Statistical Mechanics · Physics 2025-01-06 Hiroki Ohta , Shin-ichi Sasa

We explore, for the first time, the effect of double fluctuations on both the diagonal and off-diagonal self-energy. We use the T-Matrix equations below $T_c$, developed recently by the Z\"urich group (M.H. Pedersen et al) for the local…

Strongly Correlated Electrons · Physics 2016-08-31 S. Schafroth , J. J. Rodriguez

Many systems in nature, from ferromagnets to flocks of birds, exhibit ordering phenomena on the large scale. In physical systems order is statistically robust for large enough dimensions, with relative fluctuations due to noise vanishing…

Statistical Mechanics · Physics 2017-04-05 Andrea Cavagna , Irene Giardina , Asja Jelic , Edmondo Silvestri , Massimiliano Viale

In this work, we aim to reconcile several apparently contradictory observations in market microstructure: is the famous "square-root law" of metaorder impact, which decays with time, compatible with the random-walk nature of prices and the…

Trading and Market Microstructure · Quantitative Finance 2026-03-05 Guillaume Maitrier , Jean-Philippe Bouchaud

This paper is concerned with two questions in the decoherent histories approach to quantum mechanics: the emergence of approximate classical predictability, and the fluctuations about it necessitated by the uncertainty principle. We…

General Relativity and Quantum Cosmology · Physics 2009-10-22 J. J. Halliwell

We report on the first results of self-consistent second order metric perturbations produced by a point particle moving in the Schwarzschild spacetime. The second order waveforms satisfy a wave equation with an effective source term build…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Hiroyuki Nakano , Carlos O. Lousto

The Gutenberg-Richter law is identified in the Internet time series. This demonstrates the scale free nature of the Internet.

Statistical Mechanics · Physics 2009-11-07 Sumiyoshi Abe , Norikazu Suzuki

A generalized Wigner matrix perturbed by a finite-rank deterministic matrix is considered. The fluctuations of the largest eigenvalues, which emerge outside the bulk of the spectrum, and the corresponding eigenvectors, are studied. Under…

Probability · Mathematics 2026-01-16 Bishakh Bhattacharya , Arijit Chakrabarty , Rajat Subhra Hazra

It is shown that earthquakes do not know how large they will become, at least from the information collected at seismic catalogs. In other words, the magnitude is independent on previous magnitudes as well as on the waiting time between…

Other Condensed Matter · Physics 2009-11-10 Alvaro Corral

Although a system is described by a well-known set of equations leading to a deterministic behavior, in the real world the value of a measurand obtained by an experiment will mostly scatter. Accordingly, an uncertainty is associated with…

Data Analysis, Statistics and Probability · Physics 2019-06-24 Markus Schiebl

Background properties in experimental particle physics are typically estimated using large data sets. However, different events can exhibit different features because of the quantum mechanical nature of the underlying physics processes.…

Data Analysis, Statistics and Probability · Physics 2014-12-22 Federico Colecchia

The concept of proper time, which is different from universal time, has been introduced into the physics of earthquakes. The global activity of strong earthquakes was chosen as the object of study. We consider the sequence of earthquakes as…

Geophysics · Physics 2022-07-25 A. V. Guglielmi , O. D. Zotov

A characteristic change of seismicity has been recently uncovered when the precursory Seismic Electric Signals activities initiate before an earthquake occurrence. In particular, the fluctuations of the order parameter of seismicity exhibit…

Geophysics · Physics 2017-03-27 Panayiotis A. Varotsos , Nicholas V. Sarlis , Efthimios S. Skordas

We investigate magnetic fluctuations of a mesoscopic critical region at the interface induced by smooth time-independent spacial changes of a control parameter across its critical value. Near the spatial critical point, the order parameter…

Mesoscale and Nanoscale Physics · Physics 2023-09-25 Saikat Banerjee , Nikolai A. Sinitsyn