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We present a numerical study of autocorrelation functions of a 3D fully frustrated Ising model (FFIM) simulated by spin-flip Monte-Carlo dynamics finding simple exponential decay for all the temperature above the critical temperature Tc for the autocorrelation of squared magnetization and...
Persistent link: https://www.econbiz.de/10011061836
This paper contains an analytical formulation for performance measurement of an unreliable production-storage operation where production and demand rates for a single item are subject to random fluctuations in the operating environment. These fluctuations are represented as transitions among the...
Persistent link: https://www.econbiz.de/10008755267
Persistent link: https://www.econbiz.de/10010257288
the strike price. In line with increased options activity, pinning becomes more pronounced in recent years. …
Persistent link: https://www.econbiz.de/10008692000
The pinning effect induced by two different types of spatial inhomogeneities on the dynamics and equilibria of a one …
Persistent link: https://www.econbiz.de/10010870580
We study the discrete massless Gaussian free field on Zd, d≥2, in the presence of a disordered square-well potential supported on a finite strip around zero. The disorder is introduced by reward/penalty interaction coefficients, which are given by i.i.d. random variables. Under minimal...
Persistent link: https://www.econbiz.de/10011065057
options on the S&P 500 futures expire (pinning) and are pushed away from the cost-of-carry adjusted at-the-money strike price … right before the expiration of options on the S&P 500 index (anti-cross-pinning). These effects are driven by the interplay …
Persistent link: https://www.econbiz.de/10010587978
pinning model with i.i.d disorder to the model with finite range correlated disorder. In a previous work, the annealed …
Persistent link: https://www.econbiz.de/10010603461
We consider creep processes in plastically deformed materials as a critical process such as proposed by Zaitsev (Physica A 189 (1992) 411). We give arguments that the low-temperature creep rate necessarily has two different modes. During the first (fast) stage of stress relaxation, dislocations...
Persistent link: https://www.econbiz.de/10010872723
We consider random walks Xn in Z+, obeying a detailed balance condition, with a weak drift towards the origin when Xn↗∞. We reconsider the equivalence in law between a random walk bridge and a 1+1 dimensional Solid-On-Solid bridge with a corresponding Hamiltonian. Phase diagrams are...
Persistent link: https://www.econbiz.de/10011058738