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Related papers: Random Energy Model with Compact Distributions

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This Colloquium reviews statistical models for money, wealth, and income distributions developed in the econophysics literature since the late 1990s. By analogy with the Boltzmann-Gibbs distribution of energy in physics, it is shown that…

Statistical Finance · Quantitative Finance 2009-12-24 Victor M. Yakovenko , J. Barkley Rosser

In this thesis, we consider several Random Energy Models. This includes Derrida's Random Energy Model (REM) and Generalized Random Energy Model (GREM) and a nonhierarchical version (BK-GREM) by Bolthausen and Kistler. The limiting free…

Probability · Mathematics 2007-11-09 Nabin Kumar Jana

We introduce a diagrammatic formulation for a cavity field expansion around the critical temperature. This approach allows us to obtain a theory for the overlap's fluctuations and, in particular, the linear part of the Ghirlanda-Guerra…

Disordered Systems and Neural Networks · Physics 2007-05-23 Adriano Barra

A cosmological scenario according to which our universe experienced space-time compactifications twice in its early development is investigated through toy models. In this scenario gauge configurations on an extra space play essential roles…

General Relativity and Quantum Cosmology · Physics 2015-02-25 Atsushi Nakamula , Kiyoshi Shiraishi

Recently we introduced a new technique for computing the average free energy of a system with quenched randomness. The basic tool of this technique is a distributional zeta-function. The distributional zeta-function is a complex function…

Mathematical Physics · Physics 2016-06-16 B. F. Svaiter , N. F. Svaiter

An appropriate model for the random energy landscape in organic glasses is a spatially correlated Gaussian field. We calculated the distribution of the average value of a Gaussian random field in a finite domain. The results of the…

Disordered Systems and Neural Networks · Physics 2013-03-21 S. V. Novikov

In this work we introduce an energy function in order to study finite scale free graphs generated with different models. The energy distribution has a fractal pattern and presents log periodic oscillations for high energies. This…

Disordered Systems and Neural Networks · Physics 2016-08-16 Matías Graña , Juan Pablo Pinasco

Economy is demanding new models, able to understand and predict the evolution of markets. To this respect, Econophysics offers models of markets as complex systems, that try to comprehend macro-, system-wide states of the economy from the…

Trading and Market Microstructure · Quantitative Finance 2015-05-20 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

A random matrix approach to glassy physics is introduced. It leads to a class of models which exhibit both, glassy low-temperature phases, and double-- and single-well configurations in their potential energy. The distribution of parameters…

Disordered Systems and Neural Networks · Physics 2016-08-31 Reimer Kuehn , Uta Horstmann

20 years ago, Bovier, Kurkova, and L\"owe [5] proved a central limit theorem (CLT) for the fluctuations of the free energy in the p-spin version of the Sherrington-Kirkpatrick model of spin glasses at high temperatures. In this paper we…

Probability · Mathematics 2022-05-31 Anton Bovier , Adrien Schertzer

In [arXiv:2311.08980], it was shown that if the limit of the free energy in a non-convex vector spin glass model exists, it must be a critical value of a certain functional. In this work, we extend this result to multi-species spin glass…

Disordered Systems and Neural Networks · Physics 2024-11-21 Hong-Bin Chen

We study the two-dimensional Edwards-Anderson spin-glass model using a parallel tempering Monte Carlo algorithm. The ground-state energy and entropy are calculated for different bond distributions. In particular, the entropy is obtained by…

Statistical Mechanics · Physics 2015-05-28 D. J. Perez-Morelo , A. J. Ramirez-Pastor , F. Roma

We introduce a spin-1 version of the random energy model with crystal field. Crystal field controls the density of 0 spins in the system. We solve the model in the micro-canonincal ensemble. The model has a spin-glass transition at a finite…

Disordered Systems and Neural Networks · Physics 2024-11-05 Sumedha , Matteo Marsili

Theoretical analyses of the random energy model with only two states and its extension with a hierarchy of only two levels show that these models reproduce out-of-equilibrium phenomena observed in experiments of glassy materials; the…

Disordered Systems and Neural Networks · Physics 2009-10-31 Mitsuhiro Kawasaki

Aim of this work is not trying to explore a macroscopic behavior of some recent model in statistical mechanics but showing how some recent techniques developed within the framework of spin glasses do work on simpler model, focusing on the…

Disordered Systems and Neural Networks · Physics 2009-11-13 Adriano Barra

In sustained growth with random dynamics stationary distributions can exist without detailed balance. This suggests thermodynamical behavior in fast growing complex systems. In order to model such phenomena we apply both a discrete and a…

Statistical Mechanics · Physics 2017-03-22 Tamás Biró , Zoltán Néda

We study the statistics of the dissipated energy in the two-dimensional random fuse model for fracture under different imposed strain conditions. By means of extensive numerical simulations we compare different ways to compute the…

Statistical Mechanics · Physics 2009-11-13 Clara B. Picallo , Juan M. Lopez

We consider two-player random extensive form games where the payoffs at the leaves are independently drawn uniformly at random from a given feasible set C. We study the asymptotic distribution of the subgame perfect equilibrium outcome for…

Computer Science and Game Theory · Computer Science 2015-09-09 Itai Arieli , Yakov Babichenko

The problem of randomly forced Burgers turbulence ("Burgulence") is considered in terms of the toy Gaussian Larkin model of directed polymers. In terms of the replica technique the explicit expressions for the two-time four-point free…

Statistical Mechanics · Physics 2015-06-23 Victor Dotsenko

We consider an Ising model with quenched surface disorder, the disorder average of the free energy is the main object of interest. Explicit expressions for the free energy distribution are difficult to obtain if the quenched surface spins…

Mathematical Physics · Physics 2024-10-30 Nils Gluth , Thomas Guhr , Alfred Hucht