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The correlation matrix formalism is used to study temporal aspects of the stock market evolution. This formalism allows to decompose the financial dynamics into noise as well as into some coherent repeatable intraday structures. The present…

Soft Condensed Matter · Physics 2009-11-07 J. Kwapien , S. Drozdz , F. Gruemmer , F. Ruf , J. Speth

We prove that for evolution problems with normally hyperbolic trapping in phase space, correlations decay exponentially in time. Normal hyperbolic trapping means that the trapped set is smooth and symplectic and that the flow is hyperbolic…

Mathematical Physics · Physics 2014-09-16 Stephane Nonnenmacher , Maciej Zworski

We consider pairs of toral automorphisms (A,B) satisfying an invariant cone property. At each iteration, A acts with probability p and B with probability 1-p. We prove exponential decay of correlations for a class of Holder continuous…

Dynamical Systems · Mathematics 2011-10-18 Arvind Ayyer , Mikko Stenlund

We study kth order systems of two rational difference equations $$x_n=\frac{\alpha+\sum^{k}_{i=1}\beta_{i}x_{n-i} + \sum^{k}_{i=1}\gamma_{i}y_{n-i}}{A+\sum^{k}_{j=1}B_{j}x_{n-j} + \sum^{k}_{j=1}C_{j}y_{n-j}},\quad n\in\mathbb{N},$$…

Dynamical Systems · Mathematics 2009-09-30 Gabriel Lugo , Frank J. Palladino

We provide bounds on temporal fluctuations around the infinite-time average of out-of-time-ordered and time-ordered correlators of many-body quantum systems without energy gap degeneracies. For physical initial states, our bounds predict…

Strongly Correlated Electrons · Physics 2023-12-20 Talía L. M. Lezama , Yevgeny Bar Lev , Lea F. Santos

We present two approaches to establish the exponential decay of correlation functions of Euclidean quantum field theories (EQFTs) via stochastic quantization (SQ). In particular we consider the elliptic stochastic quantization of the…

Mathematical Physics · Physics 2024-04-16 Massimiliano Gubinelli , Martina Hofmanová , Nimit Rana

A class of generalized exclusion processes parametrized by the maximal occupancy, $k\geq 1$, is investigated. For these processes with symmetric nearest-neighbor hopping, we compute the diffusion coefficient and show that it is independent…

Statistical Mechanics · Physics 2014-11-14 Chikashi Arita , P. L. Krapivsky , Kirone Mallick

We study ergodic properties of certain piecewise smooth two-dimensional systems by constructing countable Markov partitions. Using thermodynamic formalism we prove exponential decay of correleations.

Dynamical Systems · Mathematics 2016-01-25 Michael Jakobson

We establish the decay of the solutions of the damped wave equations in one dimensional space for the Dirichlet, Neumann, and dynamic boundary conditions where the damping coefficient is a function of space and time. The analysis is based…

Optimization and Control · Mathematics 2022-12-20 Yacine Chitour , Hoai-Minh Nguyen

We analyze the possibility of experimental investigation of new low-energy relations between the values of resonance masses in the meson form factors and the differential rate of radiative kaon decay $K^+\to \pi^+ e^+e^-(\mu^+\mu^- )$ at…

High Energy Physics - Phenomenology · Physics 2008-11-26 A. Z. Dubnickova , S. Dubnicka , E. Goudzovski , V. N. Pervushin , M. Secansky

The relation between the degree of entanglement and time scale of time-irreversible behavior is investigated for classically chaotic quantum coupled kicked rotors by comparing the entanglement entropy (EE) and the lifetime of correspondence…

Statistical Mechanics · Physics 2016-08-24 Fumihiro Matsui , Hiroaki S. Yamada , Kensuke S. Ikeda

The paper investigates how correlations can completely specify a uniformly discrete point process. The setting is that of uniformly discrete point sets in real space for which the corresponding dynamical hull is ergodic. The first result is…

Mathematical Physics · Physics 2015-05-13 Daniel Lenz , Robert V. Moody

We present a closed-form solution for n-th term of a general three-term recurrence relation with arbitrary given n-dependent coefficients. The derivation and corresponding proof are based on two approaches, which we develop and describe in…

Classical Analysis and ODEs · Mathematics 2013-11-20 Ivan Gonoskov

We investigate the coefficients generated by expressing the falling factorial $(xy)_k$ as a linear combination of falling factorial products $(x)_l (y)_m$ for $l,m =1,...,k$. Algebraic and combinatoric properties of these coefficients are…

Combinatorics · Mathematics 2009-12-01 Brad Osgood , William Wu

Exotic stochastic processes are shown to emerge in the quantum evolution of complex systems. Using influence function techniques, we consider the dynamics of a system coupled to a chaotic subsystem described through random matrix theory. We…

chao-dyn · Physics 2009-10-31 Dimitri Kusnezov , Aurel Bulgac , Giu Do Dang

Consider an ergodic measure preserving dynamical system $(T,X,\mu)$, and an observable $\phi:X\to\mathbb{R}$. For the time series $X_n(x)=\phi(T^{n}(x))$, we establish limit laws for the maximum process $M_n=\max_{k\leq n}X_k$ in the case…

Dynamical Systems · Mathematics 2020-05-13 Meagan Carney , Mark Holland , Matthew Nicol

Available experimental data on decay rate and polarization are used to investigate non-factorization contribution to processes of the kind $B \rightarrow K \psi$, and $B \rightarrow K^* \psi$ using five theoretical models for the…

High Energy Physics - Phenomenology · Physics 2008-02-03 A. N. Kamal , F. M. Al-Shamali

We study isolated finite interacting quantum systems after an instantaneous perturbation and show three scenarios in which the probability for finding the initial state later in time (fidelity) decays nonexponentially, often all the way to…

Statistical Mechanics · Physics 2015-06-22 E. J. Torres-Herrera , Lea F. Santos

We study in detail the time behavior of classical fidelity for chaotic systems. We show in particular that the asymptotic decay, depending on system dynamical properties, can be either exponential, with a rate determined by the gap in the…

Chaotic Dynamics · Physics 2007-05-23 Giuliano Benenti , Giulio Casati , Gregor Veble

We train a neural network as the universal exchange-correlation functional of density-functional theory that simultaneously reproduces both the exact exchange-correlation energy and potential. This functional is extremely non-local, but…

Computational Physics · Physics 2019-10-10 Jonathan Schmidt , Carlos L. Benavides-Riveros , Miguel A. L. Marques