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We compare systematically several classes of stochastic volatility models of stock market fluctuations. We show that the long-time return distribution is either Gaussian or develops a power-law tail, while the short-time return distribution…

统计金融 · 定量金融 2010-09-15 Frantisek Slanina

The asymptotic dynamical correlation functions in one-dimensional spin chains are described by power-laws. The corresponding exponents characterize different bulk and boundary critical behavior. We present novel results for the logarithmic…

强关联电子 · 物理学 2022-10-14 Imke Schneider , Ipsita Mandal , Polina Matveeva , Dominik Strassel , Sebastian Eggert

We investigate the relaxation dynamics of equal-time correlations in the antiferromagnetic phase of the XXZ spin-1/2 chain following a global quantum quench of the anisotropy parameter. We focus, in particular, on the relaxation dynamics…

强关联电子 · 物理学 2024-01-02 Flávia B. Ramos , Andrew Urichuk , Imke Schneider , Jesko Sirker

An exact expression for the spin-spin correlation function is derived for the zero-temperature random-field Ising model defined on a Bethe lattice of arbitrary coordination number. The correlation length describing dynamic spin-spin…

统计力学 · 物理学 2012-04-18 T. P. Handford , F. J. Perez-Reche , S. N. Taraskin

We study one-dimensional anisotropic XXZ spin-$\frac12$ model with ferromagnetic sign of the coupling and $z-z$ exchange constant $J_z = \Delta J$, where $\Delta < 1$, and $J$ is the coupling within XY spin plane. We calculate damping of…

强关联电子 · 物理学 2016-11-23 Igor Poboiko , Mikhail Feigel'man

We consider the evolution of two-time correlations in the quantum XXZ spin-chain in contact with an environment causing dephasing. Extending quasi-exact time-dependent matrix product state techniques to consider the dynamics of two-time…

强关联电子 · 物理学 2019-11-06 Stefan Wolff , Jean-Sebastien Bernier , Dario Poletti , Ameneh Sheikhan , Corinna Kollath

We consider a one-dimensional XX spin chain in a nonequilibrium setting with a Lindblad-type boundary driving. By calculating large deviation rate function in the thermodynamic limit, being a generalization of free energy to a…

统计力学 · 物理学 2014-01-31 Marko Znidaric

We consider the one-dimensional delta-interacting electron gas in the case of infinite repulsion. We use determinant representations to study the long time, large distance asymptotics of correlation functions of local fields in the gas…

凝聚态物理 · 物理学 2009-10-31 F. Göhmann , A. G. Izergin , V. E. Korepin , A. G. Pronko

We derive exact expressions for a number of aging functions that are scaling limits of non-equilibrium correlations, R(tw,tw+t) as tw --> infinity with t/tw --> theta, in the 1D homogenous q-state Potts model for all q with T=0 dynamics…

无序系统与神经网络 · 物理学 2009-11-07 L. R. Fontes , M. Isopi , C. M. Newman , D. L. Stein

We study the dynamics of spin currents in the XX spin-1/2 ladder at finite temperature. Within the framework of linear response theory, we numerically calculate autocorrelation functions for quantum systems larger than what is accessible…

强关联电子 · 物理学 2014-09-29 R. Steinigeweg , F. Heidrich-Meisner , J. Gemmer , K. Michielsen , H. De Raedt

A property of dynamical correlation functions for nonequilibrium states is discussed. We consider arbitrary dimensional quantum spin systems with local interaction and translationally invariant states with nonvanishing current over them. A…

量子物理 · 物理学 2009-11-10 Takayuki Miyadera

We analyze the nonequilibrium Kondo model at finite voltage and temperature by using a new formulation of the real-time renormalization group method with the Laplace variable as the flow parameter. We evaluate the energy-dependent spin…

介观与纳米尺度物理 · 物理学 2012-07-11 Mikhail Pletyukhov , Herbert Schoeller

We study the Game of Life as a statistical system on an $L\times L$ square lattice with periodic boundary conditions. Starting from a random initial configuration of density $\rho_{\rm in}=0.3$ we investigate the relaxation of the density…

统计力学 · 物理学 2019-02-20 F. Cornu , H. J. Hilhorst

We present a comprehensive theoretical framework for probing quantum entanglement in the decay angular distributions of a spin-$S$ particle-antiparticle pair $A\bar{A}$, where each particle decays sequentially into a two-body final state,…

高能物理 - 唯象学 · 物理学 2026-01-23 Junle Pei , Lina Wu , Dianwei Wang , Xiqing Hao , Tianjun Li

Starting from the massless form factor expansion for the two-point dynamical correlation functions obtained recently, I extract the long-distance and large-time asymptotics of these correlators. The analysis yields the critical exponents…

数学物理 · 物理学 2019-09-04 Karol K. Kozlowski

Infinite-temperature long-time dynamics of Heisenberg model ${\bf\hat{H}}=-\frac{1}{2}\sum_{i,j}J_{ij} \hat{\vec{S}}_{i}\hat{\vec{S}}_{j}$ is investigated. It is shown that the quantum spin pair-correlator is equal to the correlator of…

凝聚态物理 · 物理学 2009-10-22 Michael Chertkov , Igor Kolokolov

We review some known properties of the "emptiness formation probability" correlation which we have calculated numerically for spin-1/2 XX chains with constant (homogeneous) or alternating (dimerized) nearest-neighbor coupling and an…

强关联电子 · 物理学 2009-09-25 Joachim Stolze , Tini Garske

The study of the low temperature phase of spin glass models by means of Monte Carlo simulations is a challenging task, because of the very slow dynamics and the severe finite size effects they show. By exploiting at the best the…

无序系统与神经网络 · 物理学 2014-04-02 Lucas Nicolao , Giorgio Parisi , Federico Ricci-Tersenghi

The autocorrelation function in many complex systems shows a crossover in the form of its decay: from stretched exponential relaxation (SER) at short times to power law at long times. Studies of the mechanisms leading to such multiple…

统计力学 · 物理学 2024-02-20 Sukanta Mukherjee , Puneet Pareek , Mustansir Barma , Saroj Kumar Nandi

Methods based on the use of Green's functions or the Jost functions and the Fock-Krylov method are apparently very different approaches to understand the time evolution of unstable states. We show that the two former methods are equivalent…

量子物理 · 物理学 2019-01-15 D. F. Ramírez Jiménez , N. G. Kelkar