Showing 1 - 10 of 53
We start our lectures with introducing and discussing the general notion of multifractality spectrum for random measures on lattices, and how it can be probed using moments of that measure. Then we show that the Boltzmann–Gibbs probability distributions generated by logarithmically correlated...
Persistent link: https://www.econbiz.de/10011058903
We compute the second order correction for the cover time of the binary tree of depth n by (continuous-time) random walk, and show that with probability approaching 1 as n increases, τcov=|E|[2log2⋅n−logn/2log2+O((loglogn)8)], thus showing that the second order correction differs from the...
Persistent link: https://www.econbiz.de/10011064924
We consider continuous-time random interlacements on Zd, d≥3, and investigate the percolation model where a site x of Zd is occupied if the total amount of time spent at x by all the trajectories of the interlacement at level u≥0 exceeds some constant α≥0, and empty otherwise. We also...
Persistent link: https://www.econbiz.de/10011065040
Persistent link: https://www.econbiz.de/10009710162
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 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
the substrates decreases. We discuss the peculiar pinning mechanism of the upper substrate in the presence of a lubricant …
Persistent link: https://www.econbiz.de/10005050619
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
We study the motion of a massive particle in a quenched random environment at zero temperature. The distribution of particle positions is investigated numerically and special focus is placed on the mean stopping distance and its fluctuations. We apply a scaling analysis in order to obtain...
Persistent link: https://www.econbiz.de/10010591042