凝聚态物理
As a consequence of the dependence experienced in loan portfolios, the standard binomial test which is based on the assumption of independence does not appear appropriate for validating probabilities of default (PDs). The model underlying…
This paper presents analytical solutions to the problem of how to calculate sensible VaR (Value-at-Risk) and ES (Expected Shortfall) contributions in the CreditRisk+ methodology. Via the ES contributions, ES itself can be exactly computed…
The consultative papers for the Basel II Accord require rating systems to provide a ranking of obligors in the sense that the rating categories indicate the creditworthiness in terms of default probabilities. As a consequence, the default…
Financial institutions have to allocate so-called "economic capital" in order to guarantee solvency to their clients and counter parties. Mathematically speaking, any methodology of allocating capital is a "risk measure", i.e. a function…
We consider models for the plateau transition in the integer quantum Hall effect. Starting from the network model, we construct a mapping to the Dirac Hamiltonian in two dimensions. In the general case, the Dirac Hamiltonian has randomness…
We study localization in layered, three-dimensional conductors in strong magnetic fields. We demonstrate the existence of three phases - insulator, metal and quantized Hall conductor - in the two-dimensional parameter space obtained by…
We present an interpretation of recent cyclotron resonance experiments on the two-dimensional electron gas in GaAs/AlGaAs heterostructures. We show that the observed dependence of the resonance spectrum on Landau level occupancy and…
A single model is presented which represents both of the two apparently unrelated localisation problems of the title. The phase diagram of this model is examined using scaling ideas and numerical simulations. It is argued that the…
Isotropic S=1/2 quasi-one-dimensional antiferromagnets are considered within the bosonization method. The 1/zp-corrections to the interchain mean-field theory (zp is the number of nearest neighbors in transverse to chain directions) are…
Orientational phase transitions are investigated within the Heisenberg model with single-site anisotropy. The temperature dependence of the cone angle is calculated within the spin-wave theory. The role of the quantum renormalizations of…
An analysis of magnetic anisotropy in RCo5 compounds is performed with account of screening of ion point charges by conduction electrons. A crucial role of non-uniform distribution of screening electrons (the terms containing derivatives of…
The two-dimensional (2D) Heisenberg magnet with a weak easy-plane anisotropy is considered. A renormalization group (RG) analysis in this model is performed for both quantum and classical cases. A crossover from the Heisenberg to 2D XY…
The self-consistent spin-wave theory is applied to investigate the magnetization distribution around the impurity in isotropic and easy-axis two-dimensional ferro- and antiferromagents. The temperature dependences of host magnetization…
The pinning of the Fermi level to the van Hove singularity and the formation of flat bands in the two-dimensional t-t' Hubbard model is investigated by the renormalization group technique. The "van-Hove" scenario of non-Fermi-liquid…
We consider the asymmetric six--vertex model, {\it i.e.} the symmetric six--vertex model in an external field with both horizontal and vertical components, and the relevant asymmetric $XXZ$ chain. The model is widely used to describe the…
The Hilbert spaces of the edge excitations of several ``paired'' fractional quantum Hall states, namely the Pfaffian, Haldane-Rezayi and 331 states, are constructed and the states at each angular momentum level are enumerated. The method is…
The low-lying excitations of the asymmetric $XXZ$ spin chain are derived explicitly in the antiferromagnetic regime through the Bethe Ansatz. It is found that a massless and conformal invariant phase with central charge $c=1$ is separated…
We consider the U_qSU(2) invariant spin-1/2 XXZ quantum spin chain at roots of unity q=exp(i*pi/(m+1)), corresponding to different minimal models of conformal field theory. We conduct a numerical investigation of correlation functions of…
We consider Dirac fermions moving in a plane with a static homogeneous magnetic field orthogonal to the plane. We calculate the effective action at finite temperature and density. The magnetization is derived and it is shown that the…
Current astronomical measurements indicate that approximately 73% of the universe is made up of dark energy. Stochastically quantized self-interacting scalar fields can serve as suitable models to generate dark energy. We study a particular…