Related papers: Uncertainty relations in models of market microstr…
Following on from our recent work, we investigate a stochastic approach to non-equilibrium quantum spin systems. We show how the method can be applied to a variety of physical observables and for different initial conditions. We provide…
A small system in contact with a macroscopic environment usually approaches an asymptotic state, determined only by some macroscopic properties of the environment such as the temperature or the chemical potential. In the long-time limit,…
Equation of state and electric (isospin) charge fluctuations are studied for matter composed of interacting pions. The pion matter is described by self interacting scalar fields via a $\phi^4-\phi^6$ type Lagrangian. The mean-field…
The formation of price in a financial market is modelled as a chain of Ising spin with three fundamental figures of trading. We investigate the time behaviour of the model, and we compare the results with the real EURO/USD change rate. By…
We present a new microscopic model of granular medium to study the role of dynamical correlations and the onset of spatial order induced by the inelasticity of the interactions. In spite of its simplicity, it features several different…
This Thesis explores how tools from Statistical Physics and Information Theory can help us describe and understand complex systems. In the first part, we study the interplay between internal interactions, environmental changes, and…
We study fluctuations of the empirical processes of a non-equilibrium interacting particle system consisting of two species over a domain that is recently introduced in [8] and establish its functional central limit theorem. This…
We propose a unified mean-field framework that bridges the dynamics of informal financial markets and formal markets governed by Limit Order Books (LOBs). Both settings are modeled as interacting particle systems on a 1D price lattice, with…
We study the dynamics of entanglement in spin gases. A spin gas consists of a (large) number of interacting particles whose random motion is described classically while their internal degrees of freedom are described quantum-mechanically.…
We propose a general interpretation for long-range correlation effects in the activity and volatility of financial markets. This interpretation is based on the fact that the choice between `active' and `inactive' strategies is subordinated…
The influence of nonequilibrium bulk conditions on the properties of the interfaces exhibited by a kinetic Ising--like model system with nonequilibrium steady states is studied. The system is maintained out of equilibrium by perturbing the…
Recently, Zheng constructs a quantum-control-assisted multipartite variance-based uncertainty relation, which successfully extends the conditional uncertainty relation to the multipartite case [Annalen der physik, 533, 2100014 (2021)]. We…
In this contribution we discuss the role which incoherent boundary conditions can play in the study of phase transitions. This is a question of particular relevance for the analysis of disordered systems, and in particular of spin glasses.…
We study the low temperature dynamics of a two dimensional short-range spin system with uniform ferromagnetic interactions, which displays glassiness at low temperatures despite the absence of disorder or frustration. The model has a dual…
Systems of classical continuous particles in the grand canonical ensemble interacting through purely attractive, yet stable, interactions are defined. By a lattice approximation, FKG ferromagnetic inequalities are shown to hold for such…
We study equilibrium states of an infinite system of interacting particles in a Euclidean space. The particles bear `unbounded' spins with a given symmetric a priori distribution. The interaction between the particles is pairwise and splits…
Mounting empirical evidence suggests that the observed extreme prices within a trading period can provide valuable information about the volatility of the process within that period. In this paper we define a class of stochastic volatility…
Living systems often function with regulatory interactions, but the question of how activity, stochasticity and regulations work together for achieving different goals still remains puzzling. We propose a stochastic model of an active…
A physically transparent and mathematically simple semiclassical model is employed to examine dynamics in the central-spin problem. The results reproduce a number of previous findings obtained by various quantum approaches and, at the same…
A novel solution to the smoothing problem for multi-object dynamical systems is proposed and evaluated. The systems of interest contain an unknown and varying number of dynamical objects that are partially observed under noisy and corrupted…