Related papers: Golden ratio autocorrelation function and the expo…
The configurational de-correlation in an aging system is attributed to irreversible intermittent rearrangements, which are described as a Poisson process with average $\propto \ln(1 + t/t_w)$, where $t$ is the observation time and $t_w$ is…
Nuclear mass autocorrelations are investigated as a function of the number of nucleons. The fluctuating part of these autocorrelations is modeled by a parameter free model in which the nucleons are confined in a rigid sphere. Explicit…
The steady-state turnover of a trading strategy is of clear interest to practitioners and portfolio managers, as is the steady-state Sharpe ratio. In this article, we show that in a convenient Gaussian process model, the steady-state…
Correlation functions in the O(n) models below the critical temperature are considered. Based on Monte Carlo (MC) data, we confirm the fact stated earlier by Engels and Vogt, that the transverse two-plane correlation function of the O(4)…
A novel and readily understandable derivation of the Golden Rule of time dependent perturbation theory is presented. The derivation is based on adiabatic turning on of the perturbation as used, for instance, in some formal developments of…
Canonical methods can be used to construct effective actions from deformed covariance algebras, as implied by quantum-geometry corrections of loop quantum gravity. To this end, classical constructions are extended systematically to…
We study toy aging processes in hierarchically decomposed phase spaces where the equilibrium probability distributions are multifractal. We found that the an auto-correlation function, survival-return probability, shows crossover behavior…
Based on the framework of Kubo formulism, we develop the minimally entangled typical thermal state algorithm to study the temperature and time dependence of current-current correlation function in one-dimensional spinless fermion model,…
We present a Gedankenexperiment that leads to a violation of detailed balance if quantum mechanical transition probabilities are treated in the usual way by applying Fermi's "golden rule". This Gedankenexperiment introduces a collection of…
We study a generic model for self-referential behaviour in financial markets, where agents attempt to use some (possibly fictitious) causal correlations between a certain quantitative information and the price itself. This correlation is…
Fermi's golden rule which describes the transition rates between two electronic levels under external stimulations is used ubiquitously in different fields of physics. The original Fermi's golden rule was derived from perturbative…
This paper proposes a new factor rotation for the context of functional principal components analysis. This rotation seeks to re-represent a functional subspace in terms of directions of decreasing smoothness as represented by a generalized…
It has been recently discovered that the angular autocorrelation function of gamma-ray bursts exhibits sharp peaks at angular separations of $\lesssim 4\deg$ (Quashnock and Lamb 1993), and at $\gtrsim 176\deg$ (Narayan and Piran 1993).…
Energy-dependent Green's functions for the two and three dimensional $\delta$-function plus harmonic oscillator potential systems are derived by incorporating the renormalization and the self-adjoint extension into the Green's function…
Assuming that a function and its Fourier transform are dominated by a Gaussian, Vemuri found a sharp estimate for the decay rate of the Hermite coefficients in terms of the variance of the dominating Gaussian. Here we show that under the…
Financial market dynamics is rigorously studied via the exact generalized Langevin equation. Assuming market Brownian self-similarity, the market return rate memory and autocorrelation functions are derived, which exhibit an…
The existence of measure preserving invertible transformations $T$ with simple spectrum is established possessing the following rate of correlation decay $(f(T^k x), f(x)) = O(|k|^{-1/2+{\epsilon}})$ for a dense family of functions $f$ and…
The Fluctuation Relation (FR) is an asymptotic result on the distribution of certain observables averaged over time intervals T as T goes to infinity and it is a generalization of the fluctuation--dissipation theorem to far from equilibrium…
Starting from a parameterisation of the quantum effective action for gravity we calculate correlation functions for observable quantities. The resulting templates allow to reverse-engineer the couplings describing the effective dynamics…
In this article we study random tower maps driven by an ergodic automorphism. We prove quenched exponential correlations decay for tower maps admitting exponential tails. Our technique is based on constructing suitable cones of functions,…