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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…

Cosmology and Nongalactic Astrophysics · Physics 2014-08-18 Anna Ijjas , Paul J. Steinhardt , Abraham Loeb

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…

General Relativity and Quantum Cosmology · Physics 2019-11-13 Z. Haba

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)…

Astrophysics · Physics 2007-05-23 D. Boyanovsky , D. Cormier , H. J. de Vega , R. Holman , S. P. Kumar

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…

General Relativity and Quantum Cosmology · Physics 2014-11-17 Andrew Matacz

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…

Cosmology and Nongalactic Astrophysics · Physics 2025-12-08 Guillermo Ballesteros , Jesús Gambín Egea , Thomas Konstandin , Alejandro Pérez Rodríguez , Mathias Pierre , Julián Rey

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…

Cosmology and Nongalactic Astrophysics · Physics 2023-11-13 Ryodai Kawaguchi , Tomohiro Fujita , Misao Sasaki

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…

Statistical Mechanics · Physics 2009-10-31 Jaume Masoliver , Miquel Montero , Josep M. Porra

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…

Statistical Mechanics · Physics 2009-11-07 Ofer Biham , Zhi-Feng Huang , Ofer Malcai , Sorin Solomon

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…

Statistical Mechanics · Physics 2022-01-26 Marcus V. S. Bonança , Sebastian Deffner

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…

Cosmology and Nongalactic Astrophysics · Physics 2025-09-19 Tomohiro Fujita , Ryodai Kawaguchi , Misao Sasaki , Yuichiro Tada

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…

Mathematical Finance · Quantitative Finance 2019-04-02 Carey Caginalp , Gunduz Caginalp

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…

Statistical Mechanics · Physics 2007-05-23 I. Chang , D. Stauffer , R. B. Pandey

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…

Statistical Mechanics · Physics 2016-08-31 D. Sornette

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…

Statistical Mechanics · Physics 2015-06-25 G. Oshanin , J. Klafter , M. Urbakh

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),…

Probability · Mathematics 2016-03-24 Ron Doney , Claudia Klüppelberg , Ross Maller

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…

Cosmology and Nongalactic Astrophysics · Physics 2018-05-18 Dražen Glavan , Tomislav Prokopec , Alexei A. Starobinsky

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…

Mathematical Physics · Physics 2026-02-13 Noé Cuneo , Vojkan Jakšić , Claude-Alain Pillet , Armen Shirikyan

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…

Statistical Finance · Quantitative Finance 2021-05-11 Geoffrey Ducournau

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…

High Energy Physics - Theory · Physics 2015-06-15 Peter Adshead , Emil Martinec , Mark Wyman

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…

Cosmology and Nongalactic Astrophysics · Physics 2012-09-10 David Seery , David J. Mulryne , Jonathan Frazer , Raquel H. Ribeiro
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