相关论文: Spin Glass Model of Operational Risk

In an effort to understand the glass transition, the kinetics of a spin model with frustration but no quenched randomness has been analyzed. The phenomenology of the spin model is remarkably similiar to that of structural glasses. Analysis…

We use a random pinning procedure to investigate stable glassy states associated with large deviations of the activity in a model glass-former. We pin particles both from active (equilibrium) configurations and from stable (inactive) glassy…

Operational risk is the risk relative to monetary losses caused by failures of bank internal processes due to heterogeneous causes. A dynamical model including both spontaneous generation of losses and generation via interactions between…

The static and dynamic susceptibilities for a general class of mean field random orthogonal spherical spin glass models are studied. We show how the static and dynamical properties of the linear and nonlinear susceptibilities depend on the…

Spin glasses are paradigmatic models that deliver concepts relevant for a variety of systems. However, rigorous analytical results are difficult to obtain for spin-glass models, in particular for realistic short-range models. Therefore…

We study large deviations of the dynamical activity in the random orthogonal model (ROM). This is a fully connected spin-glass model with one-step replica symmetry breaking behaviour, consistent with the random first-order transition…

This review presents various aspects of a mean-field spin glass model known as the p-spin spherical spin glass model, which has raised a lot of interest in the study of spin glasses, and also for its possible links with a mean-field theory…

We study the off equilibrium dynamics of a mean field disordered systems which can be interpreted both as a long range interaction spin glass and as a particle in a random potential. The statics of this problem is well known and exhibits a…

Some questions concerning the calculation of the number of ``physical'' (metastable) states or complexity of the spherical $p$-spin spin glass model are reviewed and examined further. Particular attention is focused on the general…

We have analyzed a non-randomly frustrated spin model which exhibits behavior remarkably similar to the phenomenology of structural glasses. The high-temperature disordered phase undergoes a strong first-order transition to a long-range…

The aim of this work is to prove that it is possible to realise an optical system which produces as output a light intensity that can be expressed in the same mathematical form of the spin glass Hamiltonian. The optical system under study…

In this work we calculate the dynamical fluctuations at O(1/N) in the low temperature phase of the $p=2$ spherical spin glass model. We study the large-times asymptotic regimes and we find, in a short time-differences regime, a fluctuation…

We propose a dynamical model for the estimation of Operational Risk in banking institutions. Operational Risk is the risk that a financial loss occurs as the result of failed processes. Examples of operational losses are the ones generated…

We review 15 years of theoretical and experimental work on the non-linear response of glassy systems. We argue that an anomalous growth of the peak value of non-linear susceptibilities is a signature of growing "amorphous order" in the…

In this talk we review our theoretical understanding of spin glasses paying a particular attention to the basic physical ideas. We introduce the replica method and we describe its probabilistic consequences (we stress the recently…

Across many scientific and engineering disciplines, it is important to consider how much the output of a given system changes due to perturbations of the input. Here, we investigate the glassy phase of $\pm J$ spin glasses at zero…

The study of spin-glass dynamics, long considered the paradigmatic complex system, has reached important milestones. The availability of single crystals has allowed the experimental measurement of spin-glass coherence lengths of almost…

A possible phase in short-range spin glasses exhibiting infinitely many equilibrium states is proposed and characterized in real space. Experimental signatures in equilibrating systems measured with scanning probes are discussed. Some…

We discuss the metastate, a probability measure on thermodynamic states, and its usefulness in addressing difficult questions pertaining to the statistical mechanics of systems with quenched disorder, in particular short-range spin glasses.…

We have numerically investigated the mean-field dynamics of the the $p$-spin interaction spin glass model with p=3 using an efficient method of integrating the dynamic equations. We find a new time scale associated with the onset of the…