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In the ``natural inflation'' model, the inflaton potential is periodic. We show that Planck scale physics may induce corrections to the inflaton potential, which is also periodic with a greater frequency. Such high frequency corrections…
Following an elegant approach that merge the effects of the stringy spacetime uncertainty relation into primordial perturbations suggested by Brandenberger and Ho, we show the mode equation up to the first order of non-commutative…
The sensitivity of inflationary spectra to initial conditions is addressed in the context of a phenomenological model that breaks Lorentz invariance by dissipative effects above some threshold energy $\Lambda$. These effects are obtained…
We consider an agent trying to bring a system to an acceptable state by repeated probabilistic action. Several recent works on algorithmizations of the Lovasz Local Lemma (LLL) can be seen as establishing sufficient conditions for the agent…
Speculative bubbles exhibit common statistical signatures across many financial markets, suggesting the presence of universal underlying mechanisms. We test this hypothesis in the Iranian stock market, an economy that is highly isolated,…
Fluctuations in a vast range of physical systems can be described as a superposition of uncorrelated pulses with a fixed shape, a process commonly referred to as a (generalized) shot noise or a filtered Poisson process. In this…
In feature-based dynamic pricing, a seller sets appropriate prices for a sequence of products (described by feature vectors) on the fly by learning from the binary outcomes of previous sales sessions ("Sold" if valuation $\geq$ price, and…
Oil price data have a complicated multi-scale structure that may vary with time. We use time-frequency analysis to identify the main features of these variations and, in particular, the regime shifts. The analysis is based on a…
In this paper, we describe a newly discovered statistical property of time series data for daily price changes. We conducted quantitative investigation of the {\it calm-time intervals} of price changes for 800 companies listed in the Tokyo…
There is a growing concern in recent years over the potential formation of bubbles in the Chinese real estate market. This paper aims to conduct a series of bubble diagnostic analysis over nine representative Chinese cities from two…
We consider a system of stochastic interacting particles in $\mathbb{R}^d$ and we describe large deviations asymptotics in a joint mean-field and small-noise limit. Precisely, a large deviations principle (LDP) is established for the…
Incorporating renewable energy sources into modern power grids has significantly decreased system inertia, which has raised concerns about power system vulnerability to disturbances and frequency instability. The conventional methods for…
Resampling is an operation costly in calculation time and accuracy. It regularizes irregular sampling, replacing N data by N periodic estimations. This stage can be suppressed, using formulas built with incoming data and completed by…
A noise modelling approach is proposed for bluff body wakes such as flow over a cylinder, where the primary noise source comprises large-scale coherent structures such as the vortex shedding flow feature. This phenomenon leads to Aeolian…
The non-linear dynamics of driven oscillations in the size of a spherical bubble are mapped to the dynamics of a Newtonian particle in a potential within the incompressible liquid regime. The compressible liquid regime, which is important…
This paper is intended as an investigation of the statistical properties of {\it absolute log-returns}, defined as the absolute value of the logarithmic price change, for the Nikkei 225 index in the 28-year period from January 4, 1975 to…
For several flows of laboratory turbulence, we obtain long records of velocity data. These records are divided into numerous segments. In each segment, we calculate the mean rate of energy dissipation, the mean energy at each scale, and the…
In a recent Nature paper, Gabaix et al. \cite{Gabaix03} presented a theory to explain the power law tail of price fluctuations. The main points of their theory are that volume fluctuations, which have a power law tail with exponent roughly…
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…
Loewner rational interpolation provides a versatile tool to learn low-dimensional dynamical-system models from frequency-response measurements. This work investigates the robustness of the Loewner approach to noise. The key finding is that…