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The behavior of stock market returns over a period of 1-60 days has been investigated for S&P 500 and Nasdaq within the framework of nonextensive Tsallis statistics. Even for such long terms, the distributions of the returns are…

Statistical Finance · Quantitative Finance 2017-09-18 Sandhya Devi

The fission processes of $^{112}$Sn + $^{112}$Sn and $^{116}$Sn + $^{116}$Sn are simulated with the combination of the Langevin equation and the statistical decay model. The masses of two fission fragments are given by assuming the process…

We investigate the quantum diffusion of a periodically kicked particle subjecting to both nonlinearity induced self-interactions and $\mathcal{PT}$-symmetric potentials. We find that, due to the interplay between the nonlinearity and…

Chaotic Dynamics · Physics 2021-01-04 Wen-Lei Zhao , Longwen Zhou , Jie Liu , Peiqing Tong , Kaiqian Huang

A study of persistence dynamics is made for the first time in a quantum system by considering the dynamics of a quantum random walk. For a discrete walk on a line starting at $x=0$ at time $t=0$, the persistence probability $P(x,t)$ that a…

Statistical Mechanics · Physics 2009-08-10 Sanchari Goswami , Parongama Sen

We consider the critical and off-critical properties at the boundary of the random transverse-field Ising spin chain when the distribution of the couplings and/or transverse fields, at a distance $l$ from the surface, deviates from its…

Statistical Mechanics · Physics 2016-08-15 Dragi Karevski , Róbert Juhász , Loïc Turban , Ferenc Iglói

Spectral density of quantum Ising model in two fields for large but finite number of spins $N$, is discussed in detail. When all coupling constants are of the same order, spectral densities in the bulk are well approximated by a Gaussian…

Mathematical Physics · Physics 2014-02-28 Y. Y. Atas , E. Bogomolny

We consider a chain of spin-half particles of a finite length, evolved with the mixed-field Ising Hamiltonian and impose open boundary condition. We simulate the time evolution of entanglement entropy and mutual information following quench…

Statistical Mechanics · Physics 2024-02-22 Surbhi Khetrapal , Emil Tore Mærsk Pedersen

The one-dimensional isotropic quantum Heisenberg spin systems with random couplings and random spin sizes are investigated using a real-space renormalization group scheme. It is demonstrated that these systems belong to a universality class…

Statistical Mechanics · Physics 2009-10-28 E. Westerberg , A. Furusaki , M. Sigrist , P. A. Lee

We investigate the ferromagnetic Ising model on the Erd\H{o}s-R\'enyi random graph $\mathbb{G}(n,m)$ with bounded average degree $d=2m/n$. Specifically, we determine the limiting distribution of $\log Z_{\mathbb{G}(n,m)}(\beta,B)$, where…

Combinatorics · Mathematics 2026-01-21 Amin Coja-Oghlan , Dominik Kaaser , Maurice Rolvien , Pavel Zakharov , Kostas Zampetakis

A random-field Ising model that is capable of exhibiting a rich variety of multicritical phenomena, as well as a smearing of such behavior, is investigated. The model consists of an infinite-range-interaction Ising ferromagnet in the…

Statistical Mechanics · Physics 2009-01-16 Octavio R. Salmon , Nuno Crokidakis , Fernando D. Nobre

We investigate both the local and global persistence behaviour in ANNNI (axial next-nearest neighour Ising) model. We find that when the ratio $\kappa $ of the second neighbour interaction to the first neighbour interaction is less than 1,…

Statistical Mechanics · Physics 2009-11-10 Parongama Sen , Subinay Dasgupta

The two-dimensional Ising model is studied at the boundary of a half-infinite cylinder. The three regular lattices (square, triangular and hexagonal) and the three regimes (sub-, super- and critical) are discussed. The probability of having…

Statistical Mechanics · Physics 2009-09-23 Yvan Saint-Aubin , Louis-Pierre Arguin , Hassan Aurag

Recent investigations of turbulent circulation fluctuations have uncovered substantial insights into the statistical organization of flow structures and revealed unexpected geometric features of turbulent intermittency. Of particular…

We study a one--dimensional Ising spin systems with ferromagnetic, long--range interaction decaying as $n^{-2+\a}$, $\a \in [0,\frac 12]$, in the presence of external random fields. We assume that the random fields are given by a collection…

Probability · Mathematics 2015-05-20 Marzio Cassandro , Enza Orlandi , Pierre Picco

We study the non-equilibrium time evolution of the average transverse magnetisation and end-to-end correlation functions of the random Ising quantum chain. Starting with fully magnetised states, either in the $x$ or $z$ direction, we…

Statistical Mechanics · Physics 2009-11-07 Stéphane Abriet , Dragi Karevski

Using a novel NMR scheme we observed persistence in 1-D gas diffusion. Analytical approximations and numerical simulations have indicated that for an initially random array of spins undergoing diffusion, the probability p(t) that the…

Atomic Physics · Physics 2009-11-06 Glenn P. Wong , Ross W. Mair , Ronald L. Walsworth , David G. Cory

After a zero temperature quench, we study the kinetics of the one-dimensional Ising model with long-range interactions between spins at distance $r$ decaying as $r^{-\alpha}$, with $\alpha \le 1$. As shown in our recent study [SciPost Phys…

Statistical Mechanics · Physics 2023-08-09 Federico Corberi , Manoj Kumar , Eugenio Lippiello , Paolo Politi

We study the long-time behavior of the probability density Q_t of the first exit time from a bounded interval [-L,L] for a stochastic non-Markovian process h(t) describing fluctuations at a given point of a two-dimensional, infinite in both…

Statistical Mechanics · Physics 2008-01-28 G. Oshanin

We obtain a general solution for the probability density function of wave intensities in non-stationary Wave Turbulence. The solution is expressed in terms of the wave action spectrum evolving according the the wave-kinetic equation. We…

Statistical Mechanics · Physics 2017-09-13 Yeontaek Choi , Young-Sam Kwon , Sanggyu Jo , Sergey Nazarenko

The probability distribution of sums of iterates of the logistic map at the edge of chaos has been recently shown [see U. Tirnakli, C. Beck and C. Tsallis, Phys. Rev. E 75, 040106(R) (2007)] to be numerically consistent with a q-Gaussian,…

Statistical Mechanics · Physics 2015-05-13 Ugur Tirnakli , Constantino Tsallis , Christian Beck