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In this thesis, we review and examine the replica method from several viewpoints. The replica method is a mathematical technique to calculate general moments of stochastic variables. This method provides a systematic way to evaluate…

Statistical Mechanics · Physics 2015-08-24 Tomoyuki Obuchi

In this paper, we study the high temperature or low connectivity phase of the Viana-Bray model. This is a diluted version of the well known Sherrington-Kirkpatrick mean field spin glass. In the whole replica symmetric region, we obtain a…

Disordered Systems and Neural Networks · Physics 2007-05-23 Francesco Guerra , Fabio Lucio Toninelli

We present here a general iterative formula which gives a (formal) series expansion for the time autocorrelation of smooth dynamical variables, for all Hamiltonian systems endowed with an invariant measure. We add some criteria, theoretical…

Mathematical Physics · Physics 2015-06-03 Alberto Mario Maiocchi , Andrea Carati , Antonio Giorgilli

The behavior of the nonlinear susceptibility $\chi_3$ and its relation to the spin-glass transition temperature $T_f$, in the presence of random fields, are investigated. To accomplish this task, the Sherrington-Kirkpatrick model is studied…

Statistical Mechanics · Physics 2016-06-29 C. V. Morais , F. M. Zimmer , M. J. Lazo , S. G. Magalhães , F. D. Nobre

Within the framework of V-T theory of monatomic liquid dynamics, an exact equation is derived for a general equilibrium time correlation function. The purely vibrational contribution to such a function expresses the system's motion in one…

Soft Condensed Matter · Physics 2007-05-23 Eric D. Chisolm , Giulia De Lorenzi-Venneri , Duane C. Wallace

Fine resolution of the discrete eigenvalues at the spectral edge of an $N\times N$ random matrix is required in many applications. Starting from a finite-size scaling ansatz for the Stieltjes transform of the maximum likelihood spectrum, we…

Disordered Systems and Neural Networks · Physics 2024-10-09 Ding Wang , Lei-Han Tang

We present a diagrammatic formulation of a theory for the time dependence of density fluctuations in equilibrium systems of interacting Brownian particles. To facilitate derivation of the diagrammatic expansion we introduce a basis that…

Soft Condensed Matter · Physics 2009-11-13 Grzegorz Szamel

The dynamics of the equal-time cross-correlation matrix of multivariate financial time series is explored by examination of the eigenvalue spectrum over sliding time windows. Empirical results for the S&P 500 and the Dow Jones Euro Stoxx 50…

Statistical Finance · Quantitative Finance 2010-02-02 Thomas Conlon , Heather J. Ruskin , Martin Crane

We study a multi-species spin glass system where the density of each species is kept fixed at increasing volumes. The model reduces to the Sherrington-Kirkpatrick one for the single species case. The existence of the thermodynamic limit is…

Mathematical Physics · Physics 2014-04-14 Adriano Barra , Pierluigi Contucci , Emanuele Mingione , Daniele Tantari

We consider a multi-layer Sherrington-Kirkpatrick spin-glass as a model for deep restricted Boltzmann machines and we solve for its quenched free energy, in the thermodynamic limit and allowing for a first step of replica symmetry breaking.…

Disordered Systems and Neural Networks · Physics 2022-02-21 Elena Agliari , Linda Albanese , Francesco Alemanno , Alberto Fachechi

Results of extensive Monte-Carlo simulations that investigate the out-of-equilibrium dynamics of the one-dimensional Ising spin glass model with a Gaussian bond-distribution are presented. At low enough temperatures a typical (interrupted)…

Condensed Matter · Physics 2007-05-23 H. Rieger J. Kisker , M. Schreckenberg

This lecture deals with glassy dynamics and aging in disordered systems. Special emphasis is put on dynamic mean field theory. In the first part I present some of the systems of interest, in particular spin-glasses, supercooled liquids and…

Disordered Systems and Neural Networks · Physics 2007-05-23 Heinz Horner

The slow non-equilibrium dynamics of the Edwards-Anderson spin glass model on a hierarchical lattice is studied by means of a coarse-grained description based on renormalization concepts. We evaluate the isothermal aging properties and show…

Disordered Systems and Neural Networks · Physics 2009-11-10 Falk Scheffler , Hajime Yoshino , Philipp Maass

An approach to the description of subdynamics inside non-relativistic quantum field theory is presented, in which the notions of relevant observable, time scale and complete positivity of the time evolution are stressed. A scattering theory…

Quantum Physics · Physics 2009-11-07 Ludovico Lanz , Bassano Vacchini

A number of spatial statistic measurements such as Moran's I and Geary's C can be used for spatial autocorrelation analysis. Spatial autocorrelation modeling proceeded from the 1-dimension autocorrelation of time series analysis, with time…

Physics and Society · Physics 2021-12-30 Yanguang Chen

Aging in a two-dimensional Ising spin model with both ferromagnetic exchange and antiferromagnetic dipolar interactions is established and investigated via Monte Carlo simulations. The behaviour of the autocorrelation function $C(t,t_w)$ is…

Statistical Mechanics · Physics 2009-10-31 Julio H. Toloza , Francisco A. Tamarit , Sergio A. Cannas

The hard-disk model plays a role of touchstone for testing and developing the transport theory. By large scale molecular dynamics simulations of this model, three important autocorrelation functions, and as a result the corresponding…

Statistical Mechanics · Physics 2016-05-24 Hanqing Zhao , Hong Zhao

We propose a path-integral variant of the DMRG method to calculate real-time correlation functions at arbitrary finite temperatures. To illustrate the method we study the longitudinal autocorrelation function of the $XXZ$-chain. By…

Strongly Correlated Electrons · Physics 2007-05-23 J. Sirker , A. Klümper

We explore the joint behavior of a finite number of multi-overlaps in the high temperature phase of the SK model. Extending work by M. Talagrand, we show that, when these objects are scaled to have non-trivial limiting distributions, the…

Probability · Mathematics 2009-11-13 Nicholas Crawford

This paper investigates dynamics of axial reflection symmetric model in self-interacting Brans-Dicke gravity for anisotropic fluid. We formulate hydrodynamical equations and discuss oscillations using time-dependent perturbation for both…

General Relativity and Quantum Cosmology · Physics 2016-07-22 M. Sharif , Rubab Manzoor