Related papers: Friction in Stochastic Inflation
Classic inflation, the theory described in textbooks, is based on the idea that, beginning from typical initial conditions and assuming a simple inflaton potential with a minimum of fine-tuning, inflation can create exponentially large…
We consider the classical wave equation with a thermal and Starobinsky-Vilenkin noise which in a slow-roll and long wave approximation describes the quantum fluctuations of the graviton-inflaton system in an expanding metric. We investigate…
The physics of the inflationary universe requires the study of the out of equilibrium evolution of quantum fields in curved spacetime. We present the evolution for both the geometry and the matter (described by the quantum inflaton field)…
The stochastic inflation program is a framework for understanding the dynamics of a quantum scalar field driving an inflationary phase. Though widely used and accepted, there have over recent years been serious criticisms of this theory. In…
We study the non-Gaussian tail of the curvature fluctuation, $\zeta$, in an inflationary scenario with a transient ultra slow-roll phase that generates a localized large enhancement of the spectrum of $\zeta$. To do so, we implement a…
We study a single-field inflation model in which the inflaton potential has an upward step between two slow-roll regimes by taking into account the finite width of the step. We calculate the probability distribution function (PDF) of the…
High frequency data in finance have led to a deeper understanding on probability distributions of market prices. Several facts seem to be well stablished by empirical evidence. Specifically, probability distributions have the following…
Financial time series typically exhibit strong fluctuations that cannot be described by a Gaussian distribution. In recent empirical studies of stock market indices it was examined whether the distribution P(r) of returns r(tau) after some…
Linear, irreversible thermodynamics predicts that the entropy production rate can become negative. We demonstrate this prediction for metals under AC-driving whose conductivity is well-described by the Drude-Sommerfeld model. We then show…
We consider models of inflation that contain a transient non-slow-roll stage and investigate the conditions under which a dip appears in the power spectrum of the curvature perturbation. Using the $\delta N$ formalism, we derive a general…
Implementing a set of microeconomic criteria, we develop price dynamics equations using a function of demand/supply with key symmetry properties. The function of demand/supply can be linear or nonlinear. The type of function determines the…
Modifications of the Cont-Bouchaud percolation model for price fluctuations give an asymmetry for time-reversal, an asymmetry between high and low prices, volatility clustering, effective multifractality, correlations between volatility and…
We propose a formulation of the term structure of interest rates in which the forward curve is seen as the deformation of a string. We derive the general condition that the partial differential equations governing the motion of such string…
Dynamics of a classical particle in a one-dimensional, randomly driven potential is analysed both analytically and numerically. The potential considered here is composed of two identical spatially-periodic saw-tooth-like components, one of…
We consider the passage time problem for L\'evy processes, emphasising heavy tailed cases. Results are obtained under quite mild assumptions, namely, drift to $-\infty$ a.s. of the process, possibly at a linear rate (the finite mean case),…
We study the quantum backreaction from inflationary fluctuations of a very light, non-minimally coupled spectator scalar and show that it is a viable candiate for dark energy. The problem is solved by suitably adapting the formalism of…
We study the Fluctuation Theorem (FT) for entropy production in chaotic discrete-time dynamical systems on compact metric spaces, and extend it to empirical measures, all continuous potentials, and all weak Gibbs states. In particular, we…
One of the standardized features of financial data is that log-returns are uncorrelated, but absolute log-returns or their squares namely the fluctuating volatility are correlated and is characterized by heavy tailed in the sense that some…
Chromo-Natural Inflation is the first worked example of a model of inflation in which slow-roll inflation is achieved by "magnetic drift" as opposed to Hubble friction. In this work, we give an account of the perturbations at linear order…
A pressing problem in comparing inflationary models with observation is the accurate calculation of correlation functions. One approach is to evolve them using ordinary differential equations ("transport equations"), analogous to the…