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We discuss the applications of Random Matrix Theory in the context of financial markets and econometric models, a topic about which a considerable number of papers have been devoted to in the last decade. This mini-review is intended to…

Statistical Finance · Quantitative Finance 2009-10-08 J. P. Bouchaud , M. Potters

This article surveys the application of the representation theory of loop groups to simple models in quantum field theory and to certain integrable systems. The common thread in the discussion is the construction of quantum fields using…

Mathematical Physics · Physics 2010-07-12 Alan L. Carey , Edwin Langmann

Random matrix theory (RMT) provides a common mathematical formulation of distinct physical questions in three different areas: quantum chaos, the 1-d integrable model with the $1/r^2$ interaction (the Calogero-Sutherland-Moser system), and…

High Energy Physics - Theory · Physics 2009-10-30 Sanjay Jain

The energy spectrum of an electron confined to an arbitrary surface of revolution in an external magnetic field, parallel to the symmetry axis, is studied analitycally and numerically. The problem is reduced via conformal mapping to one on…

Mesoscale and Nanoscale Physics · Physics 2009-09-25 P. Malits , A. Kaplunovsky , I. D. Vagner , P. Wyder

We study quantum systems of interacting electrons, magnetic monopoles, and electromagnetic field. We formulate a convenient field theory, in which the electron-photon, monopole-photon, and electron-monopole interactions take simple forms.

High Energy Physics - Theory · Physics 2015-02-19 Zhong Wang

We study "field space entanglement" in certain quantum field theories consisting of N number of free scalar fields interacting with each other via kinetic mixing terms. We present exact analytic expressions for entanglement end Renyi…

High Energy Physics - Theory · Physics 2016-03-23 M. Reza Mohammadi Mozaffar , Ali Mollabashi

The main purpose of this work is to study self-similar branching Markov chains. First we will construct such a process. Then we will establish certain Limit Theorems using the theory of self-similar Markov processes.

Probability · Mathematics 2008-01-24 Nathalie Krell

The Markov Chain Tree Theorem is extended to the max algebra and possible applications to ranking problems are discussed.

Rings and Algebras · Mathematics 2019-03-26 Buket Benek Gursoy , Steve Kirkland , Oliver Mason , Sergei Sergeev

A new approach is developed for evaluating the convergence rate for nonlinear Markov chains (MC) based on the recently developed spectral radius technique of markovian coupling for linear MC and the idea of small nonlinear perturbations of…

Probability · Mathematics 2025-03-27 Alexander Shchegolev , Alexander Veretennikov

We investigate the quantization of a free particle coupled linearly to a harmonic oscillator. This system, whose classical counterpart has clearly separated regular and chaotic regions, provides an ideal framework for studying the…

Chaotic Dynamics · Physics 2009-11-13 Thomas Mainiero , Mason A. Porter

We define and calculate versions of complexity for free fermionic quantum field theories in 1+1 and 3+1 dimensions, adopting Nielsen's geodesic perspective in the space of circuits. We do this both by discretizing and identifying…

High Energy Physics - Theory · Physics 2022-10-19 Rifath Khan , Chethan Krishnan , Sanchita Sharma

Potential theory has important applications in various fields such as physics, finance, and biology. In this paper, we investigate the potentials of two classic types of discrete-time skip-free Markov chains: upward skip-free and downward…

Probability · Mathematics 2025-02-04 Wendi Li , Jinpeng Liu , Yuanyuan Liu

We develop a general theory of Markov chains realizable as random walks on $\mathscr R$-trivial monoids. It provides explicit and simple formulas for the eigenvalues of the transition matrix, for multiplicities of the eigenvalues via…

Combinatorics · Mathematics 2015-03-30 Arvind Ayyer , Anne Schilling , Benjamin Steinberg , Nicolas M. Thiery

The precise equivalence between discretized Euclidean field theories and a certain class of probabilistic graphical models, namely the mathematical framework of Markov random fields, opens up the opportunity to investigate machine learning…

Machine Learning · Computer Science 2022-07-12 Dimitrios Bachtis , Gert Aarts , Biagio Lucini

We examine the circuit complexity of coherent states in a free scalar field theory, applying Nielsen's geometric approach as in [1]. The complexity of the coherent states have the same UV divergences as the vacuum state complexity and so we…

High Energy Physics - Theory · Physics 2018-10-10 Minyong Guo , Juan Hernandez , Robert C. Myers , Shan-Ming Ruan

Effective field theory is considered to provide a highly useful framework for connecting nuclear physics with the symmetries and dynamics of the underlying theory of strong interactions, QCD. Of many issues that are of great current…

Nuclear Theory · Physics 2009-10-31 Kuniharu Kubodera

We extend discrete Morse-Bott theory to the setting of loop-free (or acyclic) categories. First of all, we state a homological version of Quillen's Theorem A in this context and introduce the notion of cellular categories. Second, we…

Algebraic Topology · Mathematics 2021-07-14 Michał Lipiński , David Mosquera-Lois , Mateusz Przybylski

Entanglement constitutes one of the key concepts in quantum mechanics and serves as an indispensable tool in the understanding of quantum many-body systems. In this work, we perform extensive numerical investigations of extensive…

Strongly Correlated Electrons · Physics 2024-05-24 Chengshu Li , Xingyu Li , Yi-Neng Zhou

In this paper, for a henselian valued field $(K, v)$ of arbitrary rank and an extension $w$ of $v$ to $K(X),$ we use abstract key polynomials for $w$ to give a connection between complete sets, saturated distinguished chains and Okutsu…

Commutative Algebra · Mathematics 2022-04-14 Sneha Mavi , Anuj Bishnoi

In this review we discuss the relationship between random matrix theories and symmetric spaces. We show that the integration manifolds of random matrix theories, the eigenvalue distribution, and the Dyson and boundary indices characterizing…

Condensed Matter · Physics 2009-11-10 M. Caselle , U. Magnea