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33 papers · 1 filter
On a universal mechanism for long ranged volatility correlations
Jean-Philippe Bouchaud, Irene Giardina, Marc Mezard
We propose a general interpretation for long-range correlation effects in the activity and volatility of financial markets. This interpretation is based on the fact that the choice…
The ferroelectric Mott-Hubbard phase of organic (TMTTF)2X conductors
P. Monceau, F. Ya. Nad, S. Brazovskii
We present experimental evidences for a ferro-electric transition in the family of quasi one- dimensional conductors (TMTTF)2X. We interpret this new transition in the frame of the…
Adsorption of a random heteropolymer at a potential well revisited: location of transition point and design of sequences
A. Naidenov, S. Nechaev
The adsorption of an ideal heteropolymer loop at a potential point well is investigated within the frameworks of a standard random matrix theory. On the basis of semi-analytical/se…
Singular statistics
E. Bogomolny, U. Gerland, C. Schmit
We consider the statistical distribution of zeros of random meromorphic functions whose poles are independent random variables. It is demonstrated that correlation functions of the…
Short-range plasma model for intermediate spectral statistics
E. Bogomolny, U. Gerland, C. Schmit
We propose a plasma model for spectral statistics displaying level repulsion without long-range spectral rigidity, i.e. statistics intermediate between random matrix and Poisson st…
Trace formulas and spectral statistics of diffractive systems
E. Bogomolny
Diffractive systems are quantum-mechanical models with point-like singularities where usual semiclassical approximation breaks down. An overview of recent investigations of such sy…