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Option pricing formulas are derived from a non-Gaussian model of stock returns. Fluctuations are assumed to evolve according to a nonlinear Fokker-Planck equation which maximizes the Tsallis nonextensive entropy of index $q$. A generalized…

Statistical Mechanics · Physics 2008-12-10 Lisa Borland

We introduce a theory of twisted simplicial distributions on simplicial principal bundles, which allow us to capture Bell's non-locality, and the more general notion of quantum contextuality. We leverage the classical theory of simplicial…

Quantum Physics · Physics 2024-04-01 Cihan Okay , Walker H. Stern

We show that within classical statistical mechanics it is possible to naturally derive power law distributions which are of Tsallis type. The only assumption is that microcanonical distributions have to be separable from of the total system…

Statistical Mechanics · Physics 2009-11-10 Rudolf Hanel , Stefan Thurner

The "marginal" distributions for measurable coordinate and spin projection is introduced. Then, the analog of the Pauli equation for spin-1/2 particle is obtained for such probability distributions instead of the usual wave functions. That…

Quantum Physics · Physics 2009-11-06 S. Mancini , O. V. Man'ko , V. I. Man'ko , P. Tombesi

A precise lattice determination of the equation of state in SU(3) Yang-Mills theory is carried out by means of a simulation algorithm, based on Jarzynski's theorem, that allows one to compute physical quantities in thermodynamic…

High Energy Physics - Lattice · Physics 2018-09-24 Michele Caselle , Alessandro Nada , Marco Panero

In this paper we provide a new efficient algorithm for approximately computing the profile maximum likelihood (PML) distribution, a prominent quantity in symmetric property estimation. We provide an algorithm which matches the previous best…

Data Structures and Algorithms · Computer Science 2020-11-06 Nima Anari , Moses Charikar , Kirankumar Shiragur , Aaron Sidford

We explain the concepts of computational statistical physics which have proven very helpful in the study of Yang-Mills integrals, an ubiquitous new class of matrix models. Issues treated are: Absolute convergence versus Monte Carlo…

Statistical Mechanics · Physics 2007-05-23 Werner Krauth , Matthias Staudacher

Odd-even effects, also known as "staggering" effects, are a common feature observed in the yield distributions of fragments produced in different types of nuclear reactions. We review old methods, and we propose new ones, for a quantitative…

Nuclear Experiment · Physics 2016-04-12 Alessandro Olmi , Silvia Piantelli

We evaluate the twisted partition function of four-dimensional $\mathcal{N} = 1$ supersymmetric Yang--Mills theory reduced to a point for all simple gauge groups. The partition function is expressed as a sum of residues. The types of…

High Energy Physics - Theory · Physics 2019-10-01 Richard Eager

We provide an update of the overview of imprints of Tsallis nonextensive statistics seen in a multiparticle production processes. They reveal an ubiquitous presence of power law distributions of different variables characterized by the…

High Energy Physics - Phenomenology · Physics 2015-05-30 Grzegorz Wilk , Zbigniew Wlodarczyk

The yields of strange particles are calculated with the UrQMD model for p,Pb(158 AGeV)Pb collisions and compared to experimental data. The yields are enhanced in central collisions if compared to proton induced or peripheral Pb+Pb…

For a SU(N) Yang-Mills theory, we present variational calculations using gaussian wave functionals combined with an approximate projection on gauge invariant states. The projection amounts to correcting the energy of the gaussian states by…

High Energy Physics - Phenomenology · Physics 2009-10-31 C. Heinemann , E. Iancu , C. Martin , D. Vautherin

Using some knowledge of multiplicity disributions for high energy reactions, it is possible to propose a simple analytical model of particle production by strong external sources. The model describes qualitatively most peculiar properties…

High Energy Physics - Phenomenology · Physics 2008-11-26 I. M. Dremin

We study the non-extensive Tsallis statistics and its applications to QCD and high energy physics, and analyze the possible connections of this statistics with a fractal structure of hadrons. Then, we describe how scaling properties of…

High Energy Physics - Phenomenology · Physics 2020-11-19 Airton Deppman , Eugenio Megias , Debora P. Menezes

We present the results of our calculations for the relative yields of neutron-rich fission fragments emitted in $^{208}$Pb ($^{18}$O, fission) reaction by using the concept of the conservation of isospin and compare with the experimental…

Nuclear Theory · Physics 2017-08-18 Swati Garg , Ashok Kumar Jain

Fission yield has been calculated notoriously by two calculations approach, macroscopic approach and microscopic approach. This work will proposes another calculation approach which the nucleus is treated as a toy model. The toy model of…

Computational Physics · Physics 2015-10-02 R. Kurniadi , A. Waris , S. Viridi

We present the particle method for simulating the solution to the path-dependent McKean-Vlasov equation, in which both the drift and the diffusion coefficients depend on the whole trajectory of the process up to the current time t, as well…

Probability · Mathematics 2024-06-18 Armand Bernou , Yating Liu

We analyze the connection between $p_T$ and multiplicity distributions in a statistical framework. We connect the Tsallis parameters, $T$ and $q$, to physical properties like average energy per particle and the second scaled factorial…

High Energy Physics - Phenomenology · Physics 2017-03-08 Tamas S Biro , Gergely G Barnafoldi , Gabor Biro , Ke Ming Shen

The current form of Tsallis distribution for a Hamiltonian system with an arbitrary potential is found to represent a simple isothermal situation. In this letter, the q-exponential of a sum can be applied as the product of the q-exponential…

Statistical Mechanics · Physics 2015-08-10 Jiulin Du

Conventional approaches for simulating steady-state distributions of particles under diffusive and advective transport at high P\'eclet numbers involve solving the diffusion and advection equations in at least two dimensions. Here, we…