Related papers: A formula for hidden regular variation behavior fo…
Hidden regular variation is a sub-model of multivariate regular variation and facilitates accurate estimation of joint tail probabilities. We generalize the model of hidden regular variation to what we call hidden domain of attraction. We…
The spectral fluctuations of complex quantum systems, in appropriate limit, are known to be consistent with that obtained from random matrices. However, this relation between the spectral fluctuations of physical systems and random matrices…
We discuss the size of the higher order terms in the NRQCD expansion of the pseudoscalar decay constant. Power law divergences in the matrix elements contributing to the pseudoscalar decay constant are also investigated.
We summarize recently improved results for the pseudoscalar [1,2] and vector [3] meson decay constants and their ratios from QCD spectral sum rules where N2LO + estimate of the N3LO PT and power corrections up to d< 6 dimensions have been…
For purely leptonic decays of pseudoscalar mesons, the decay rates are related to the product of the relevant weak interaction-based CKM matrix element of the constituent quarks on the one hand, and the strong interaction parameter, the…
We study the statistical properties of volatility---a measure of how much the market is likely to fluctuate. We estimate the volatility by the local average of the absolute price changes. We analyze (a) the S&P 500 stock index for the…
Theory of strong decays defines in addition to decay widths, also the channel coupling and the mass shifts of the levels above the decay thresholds. In the standard decay models of the 3P0 type the decay vertex is taken to be a…
A five-parameter expression for a smoothly broken power law is presented. It is used to fit Gamma-Ray Burst (GRB) spectra observed by BATSE. The function is compared to previously used four-parameter functions, such as a sharply broken…
What happens when a continuously evolving stochastic process is interrupted with large changes at random intervals $\tau$ distributed as a power-law $\sim \tau^{-(1+\alpha)};\alpha>0$? Modeling the stochastic process by diffusion and the…
The hydrodynamic part of the velocity autocorrelation function of a granular fluid in the homogeneous cooling state has been calculated by using mode-coupling theory for a finite system with periodic boundary conditions. The existence of…
It is becoming more and more clear that complex networks present remarkable large fluctuations. These fluctuations may manifest differently according to the given model. In this paper we re-consider hidden variable models which turn out to…
Results presented in a recent paper "Which is the Quantum Decay Law of Relativistic particles?", arXiv: 1412.3346v2 [quant--ph]], are analyzed. We show that approximations used therein to derive the main final formula for the survival…
We consider a model of stochastic volatility which combines features of the multiplicative model for large volatilities and of the Heston model for small volatilities. The steady-state distribution in this model is a Beta Prime and is…
We study the connection between transport phenomenon and escape rate statistics in two-dimensional standard map. For the purpose of having an open phase space, we let the momentum co-ordinate vary freely and restrict only angle with…
We consider a solvable model of the decay of scalar variance in a single-scale random velocity field. We show that if there is a separation between the flow scale k_flow^{-1} and the box size k_box^{-1}, the decay rate lambda ~…
The decay constants of pseudoscalar and vector heavy-light mesons are calculated in the framework of the relativistic quark model with the completely relativistic treatment of the light quark. It is argued that relativistic effects play a…
Puzzled or surprised by the almost incredible accuracy occasionally claimed in the literature to be achievable for numerical outcomes of QCD sum-rule analyses, we scrutinized the usual procedure employed for the extraction of the parameters…
This paper takes the so-called probabilistic approach to the Strong Renewal Theorem (SRT) for multivariate distributions in the domain of attraction of a stable law. A version of the SRT is obtained that allows any kind of…
We study the classical decay of unstable scalar solitons in noncommutative field theory in 2+1 dimensions. This can, but does not have to, be viewed as a toy model for the decay of D-branes in string theory. In the limit that the…
It is known that each symmetric stable distribution in $R^d$ is related to a norm on $R^d$ that makes $R^d$ embeddable in $L_p([0,1])$. In case of a multivariate Cauchy distribution the unit ball in this norm corresponds is the polar set to…