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We derive an explicit asymptotic approximation for the implied volatilities of Call options written on bonds assuming the short-rate is described by an affine short-rate model. For specific affine short-rate models, we perform numerical…

Mathematical Finance · Quantitative Finance 2021-06-09 Matthew Lorig , Natchanon Suaysom

We derive exact relations between the Potts model partition function, or equivalently the Tutte polynomial, for a network (graph) $G$ and a network obtained from $G$ by (i) by replacing each edge (i.e., bond) of $G$ by two or more edges…

Statistical Mechanics · Physics 2011-02-01 Robert Shrock

The generalised random Fibonacci chain is a stochastic extension of the classical Fibonacci substitution and is defined as the rule mapping $0\mapsto 1$ and $1 \mapsto 1^i01^{m-i}$ with probability $p_i$, where $p_i\geq 0$ with…

Combinatorics · Mathematics 2012-03-12 Johan Nilsson

We perform renormalization group transformations to construct optimally local perfect lattice actions for free scalar fields of any mass. Their couplings decay exponentially. The spectrum is identical to the continuum spectrum, while…

High Energy Physics - Lattice · Physics 2016-12-28 W. Bietenholz

We study the power spectra of f(R) inflation using a new technique in which the norm-squared of the mode functions is evolved. Our technique results in excellent analytic approximations for how the spectra depend upon the function $f(R)$.…

General Relativity and Quantum Cosmology · Physics 2016-09-08 D. J. Brooker , S. D. Odintsov , R. P. Woodard

In this study, we delve into the intricate mathematical frameworks essential for the renormalization of effective elastic models within complex physical systems. By integrating advanced tools such as Laurent series, residue theorem, winding…

General Physics · Physics 2024-09-24 Wen-Xiang Chen

If the inflaton is a pseudo-scalar axion, the axion shift symmetry can protect the flatness of its potential from too large radiative corrections. This possibility, known as natural inflation, requires an axion scale which is greater than…

High Energy Physics - Phenomenology · Physics 2009-11-10 Jihn E. Kim , Hans Peter Nilles , Marco Peloso

Although inflationary models generically predict a flat spectrum of gravitational waves, we point out a general process that produces a sharply peaked spectrum of gravitational radiation. This process is generic for inflationary models with…

High Energy Physics - Phenomenology · Physics 2010-10-28 Anupam Mazumdar , Ian M. Shoemaker

A new mechanism to control Planck-scale corrections to the inflationary eta parameter is proposed. A common approach to the eta problem is to impose a shift symmetry on the inflaton field. However, this symmetry has to remain unbroken by…

High Energy Physics - Theory · Physics 2014-11-20 Daniel Baumann , Daniel Green

In this paper, we study the theory of the harmonic and the hyperharmonic Fibonacci numbers. Also, we get some combinatoric identities like as harmonic and hyperharmonic numbers and we obtain some useful formulas for $\mathbb{F}_{n}$, which…

Number Theory · Mathematics 2016-03-28 Naim Tuglu , Can Kızılateş , Seyhun Kesim

We compute the exact gravitational quasinormal frequencies for massless topological black holes in d-dimensional anti-de Sitter space. Using the gauge invariant formalism for gravitational perturbations derived by Kodama and Ishibashi, we…

High Energy Physics - Theory · Physics 2008-11-26 Danny Birmingham , Susan Mokhtari

An ill-defined integral equation for modeling the mass-spectrum of mesons is regulated with an additional but unphysical parameter. This parameter dependance is removed by renormalization. Illustrative graphical examples are given.

High Energy Physics - Phenomenology · Physics 2009-11-07 Michael Frewer , Tobias Frederico , Hans-Christian Pauli

An exact series representation of the even frequency moments of the dynamic structure factor is derived. Truncations are proposed that allow to evaluate the explicitly unknown second, fourth and fifth frequency moments for the finite…

Plasma Physics · Physics 2025-06-13 Panagiotis Tolias , Jan Vorberger , Tobias Dornheim

I consider a specially designed simple mechanical problem where "particle acceleration" due to an external force creates sound waves. Theoretical description of this phenomenon should provide the total energy conservation. To introduce…

General Physics · Physics 2013-08-06 Vladimir Kalitvianski

A careful analysis of differential renormalization shows that a distinguished choice of renormalization constants allows for a mathematically more fundamental interpretation of the scheme. With this set of a priori fixed integration…

High Energy Physics - Theory · Physics 2009-10-30 Oliver Schnetz

In the early Universe matter can be described as a conformal invariant ultra-relativistic perfect fluid, which does not contribute, on classical level, to the evolution of the isotropic and homogeneous metric. If we suppose that there is…

High Energy Physics - Theory · Physics 2009-10-31 J. C. Fabris , A. M. Pelinson , I. L. Shapiro

The relationship between mappings of sets and renormalization group transformations is established, and renormalization group invariants of such mappings are found. These results are valid both for continuous and discrete mappings and for…

Mathematical Physics · Physics 2007-05-23 Gennady N. Nikolaev

A class of exact infinitesimal renormalization group transformations is proposed and studied. These transformations are pure changes of variables (i.e., no integration or elimination of some degrees of freedom is required) such that a…

High Energy Physics - Theory · Physics 2017-11-08 Ariel Caticha

The exact or Wilson renormalization group equations can be formulated as a functional Fokker-Planck equation in the infinite-dimensional configuration space of a field theory, suggesting a stochastic process in the space of couplings.…

High Energy Physics - Theory · Physics 2008-11-26 Jose Gaite

The exact renormalization group is applied to the world sheet theory describing bosonic open string backgrounds to obtain the equations of motion for the fields of the open string. Using loop variable techniques the equations can be…

High Energy Physics - Theory · Physics 2008-11-26 B. Sathiapalan