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We take a look the changes of different asset prices over variable periods, using both traditional and spectral methods, and discover universality phenomena which hold (in some cases) across asset classes.

数理金融 · 定量金融 2018-03-21 Igor Rivin

Galaxy structures are certainly fractal up to a certain crossover scale \lambda_0. A clear determination of such a scale is still missing. Usually, the conceptual and practical implications of this property are neglected and the structures…

天体物理学 · 物理学 2007-05-23 Luciano Pietronero , Francesco Sylos Labini

For current fluctuations in non-equilibrium steady states of Markovian processes, we derive four different universal bounds valid beyond the Gaussian regime. Different variants of these bounds apply to either the entropy change or any…

统计力学 · 物理学 2016-05-31 Patrick Pietzonka , Andre C. Barato , Udo Seifert

Fluctuations in the cosmic microwave background (CMB) temperature are being studied with ever increasing precision. Two competing types of theories might describe the origins of these fluctuations: ``inflation'' and ``defects''. Here we…

天体物理学 · 物理学 2010-04-08 Andreas Albrecht , David Coulson , Pedro Ferreira , Joao Magueijo

At the level of the Planck scale, the spacetime metric has to be considered a quantum variable. Conformal quantum fluctuations of the metric tensor are studied here. They lead to an extra term in the Einstein equations which can be…

天体物理学 · 物理学 2007-05-23 Alex H. Blin

Fluid flows such as gases or liquids exhibit space-time fluctuations on all scales extending down to molecular scales. Such broadband continuum fluctuations characterise all dynamical systems in nature and are identified as selfsimilar…

综合物理 · 物理学 2007-05-23 A. M. Selvam

If the Universe has the topology of a 3-torus ($T^3$), then it follows from recent data on large-scale temperature fluctuations $\Delta T/T$ of the cosmic microwave background that either the minimal size of the torus is at least of the…

广义相对论与量子宇宙学 · 物理学 2007-05-23 A. A. Starobinsky

We derive exact predictions for universal scaling exponents and scaling functions associated with the statistics of maximum velocities vm during avalanches described by the mean field theory of the interface depinning transition. In…

无序系统与神经网络 · 物理学 2015-06-15 Michael LeBlanc , Luiza Angheluta , Karin Dahmen , Nigel Goldenfeld

A generic prediction of the standard cosmology, based on general relativity (GR), dark matter and the cosmological constant (and more generally, smooth dark energy), is that, the two gravitational potentials describing the spatial and…

天体物理学 · 物理学 2008-09-18 Pengjie Zhang , Rachel Bean , Michele Liguori , Scott Dodelson

We report on the distribution spectra of the fluctations in the amount of power injected into a liquid crystal undergoing electroconvective flow. The probability distribution functions (PDFs) of the fluctuations as well as the magnitude of…

斑图形成与孤子 · 物理学 2009-11-10 Tibor Tóth-Katona , James T. Gleeson

We investigate the phenomenon of clustering of galaxies in an expanding universe by applying the fluctuation theory. We evaluate the fluctuation moments for the number of particles and the correlated fluctuations for number and energy of…

宇宙学与河外天体物理 · 物理学 2025-08-07 M. S. Khan , M. H. Abdullah , Shah Zahir , Farooq Owais , Azmat Khan

Scaling properties in financial fluctuations are reviewed from the standpoint of statistical physics. We firstly show theoretically that the balance of demand and supply enhances fluctuations due to the underlying phase transition…

统计力学 · 物理学 2008-12-10 H. Takayasu , M. Takayasu , M. P. Okazaki , K. Marumo , T. Shimizu

Order parameter fluctuations for the two dimensional Ising model in the region of the critical temperature are presented. A locus of temperatures T*(L) and of magnetic fields B*(L) are identified, for which the probability density function…

统计力学 · 物理学 2009-11-10 Maxime Clusel , Jean-Yves Fortin , Peter C. W. Holdsworth

The Fluctuation Theorems are a group of exact relations that remain valid irrespective of how far the system has been driven away from equilibrium. Other than having practical applications, like determination of equilibrium free energy…

统计力学 · 物理学 2016-11-04 Sourabh Lahiri , A. M. Jayannavar

Using a \emph{gedanken} experiment providing presumably a minimal inaccuracy the uncertainty contributions to the space-time measurement are precisely evaluated for clock and mirror respectively. The resulting expression of minimal…

高能物理 - 唯象学 · 物理学 2007-05-23 Michael Maziashvili

WE analyse the universe inflation when the source of gravity is electromagnetic fields obeying nonlinear electrodynamics with two parameters and without singularities. The cosmology of the universe with stochastic magnetic fields is…

综合物理 · 物理学 2024-03-27 S. I. Kruglov

The structure of the large scale distribution of the galaxies have been widely studied since the publication of the first catalogs. Since large redshift samples are available, their analyses seem to show fractal correlations up to the…

天体物理学 · 物理学 2007-05-23 Marie-Noelle Celerier , Reuben Thieberger

We discuss properties of random fractals by means of a set of numbers that characterize their universal properties. This set is the generalized singularity specturm that consists of the usual spectrum of mulitfractal dimensions and the…

凝聚态物理 · 物理学 2009-10-30 Francisco J. Solis , Louis Tao

We study the variation of average powers and spectral indices of electric field fluctuations with respect to the angle between average flow direction and the mean magnetic field in solar wind turbulence. Cluster spacecraft data from the…

空间物理 · 物理学 2021-11-12 Deepali Deepali , Supratik Banerjee

The fluctuation theorem is a pivotal result of statistical physics. It quantifies the probability of observing fluctuations which are in violation of the second law of thermodynamics. More specifically, it quantifies the ratio of the…

统计力学 · 物理学 2011-08-26 M. Belushkin , R. Livi , G. Foffi