30 citations · 115 across the 16 of their papers we have counts for
6 papers · 1 filter
Retained hidden excess generates memory in price-limited markets
Debraj Das
The daily return of a stock is often restricted to an exchange-imposed band to curb extreme fluctuations. Any attempted price movement beyond this band is clipped, leaving an unobs…
Dynamics of lattice random walk within regions composed of different media and interfaces
Debraj Das, Luca Giuggioli
We study the lattice random walk dynamics in a heterogeneous space of two media separated by an interface and having different diffusivity and bias. Depending on the position of th…
Discrete space-time resetting model: Application to first-passage and transmission statistics
Debraj Das, Luca Giuggioli
We consider the dynamics of lattice random walks with resetting. The walker moving randomly on a lattice of arbitrary dimensions resets at every time step to a given site with a co…
Critical exponents in mean-field classical spin systems
Yoshiyuki Y. Yamaguchi, Debraj Das, Shamik Gupta
For a mean-field classical spin system exhibiting a second-order phase transition in the stationary state, we obtain within the corresponding phase space evolution according to the…
Relaxation to equilibrium in models of classical spins with long-range interactions
Debraj Das, Shamik Gupta
For a model long-range interacting system of classical Heisenberg spins, we study how fluctuations, such as those arising from having a finite system size or through interaction wi…
Exact correlations in the nonequilibrium stationary state of the noisy Kuramoto model
Debraj Das, Shamik Gupta
We obtain exact results on autocorrelation of the order parameter in the nonequilibrium stationary state of a paradigmatic model of spontaneous collective synchronization, the Kura…