2001

Jean-Philippe Bouchaud 1, 2, Irene Giardina 3, Marc Mézard 4 Quantitative Finance 1 (2001) 212-216 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 between `active’ and `inactive’ strategies is subordinated to random-walk like processes. We numerically demonstrate our scenario in the framework of […]

Alain Comtet 1, Sergei K. Nechaev 1, Raphael Voituriez 1 Journal of Statistical Physics 102 (2001) 203-230 We introduce a deterministic model defined on a two dimensional hyperbolic lattice. This model provides an example of a non random system whose multifractal behaviour has a number theoretic origin. We determine the multifractal exponents, discuss the termination of multifractality and conjecture the geometric origin

Irene Giardina 1, Jean-Philippe Bouchaud 2, 3, Marc Mézard 4 Physica A 299 (2001) 28-39 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 between `active’ and `inactive’ strategies is subordinated to random-walk like processes. We numerically demonstrate our scenario in the framework of

Markus Muller 1, 2, Denis A. Gorokhov 1, 3, Gianni Blatter 1 Physical Review B 64 (2001) 134523 We analyze the competition between thermal fluctuations and pinning of vortices in bulk type II superconductors subject to point-like disorder and derive an expression for the temperature dependence of the pinning length L_c(T) which separates different types of single vortex wandering. Given a disorder potential with

Denis Ullmo 1, Harold U. Baranger 2 Physical Review B 64 (2001) 245324 We use random matrix models to investigate the ground state energy of electrons confined to a nanoparticle. Our expression for the energy includes the charging effect, the single-particle energies, and the residual screened interactions treated in Hartree-Fock. This model is applicable to chaotic quantum dots or nanoparticles–in

Montanari, A., Mezard, M. Physical Review Letters 86 (2001) 2178-2181

Sylvain Ravy 1, Stephan Rouzière 2, Jean-Paul Pouget 1, Serguei Brazovskii 3 Synthetic Metals 120 (2001) 1075 We present an x-ray diffraction study of the Vanadium-doped blue bronze K0.3(Mo0.972V0.028)O3. At low temperature, we have observed both an intensity asymmetry of the +-2kF satellite reflections relative to the pure compound, and a profile asymmetry of each satellite reflections. We show that the profile asymmetry

O. Benichou 1, 2, A. M. Cazabat 3, J. De Coninck, M. Moreau 2, G. Oshanin 2 Physical Review B 63 (2001) 235413 In this paper, which completes our earlier short publication [Phys. Rev. Lett. 84, 511 (2000)], we study dynamics of a hard-core tracer particle (TP) performing a biased random walk in an adsorbed monolayer, composed of mobile hard-core particles undergoing continuous exchanges with

Moses, D., Wang, J., Heeger, A.J., Kirova, N., Brazovskii, S. Synthetic Metals 125 (2001) 93

Kirova, N., Brazovskii, S. Synthetic Metals 119 (2001) 651-652