2002

Temperature chaos in a replica symmetry broken spin glass model – A hierarchical model with temperature chaos –

Munetaka Sasaki 1, Olivier C. Martin 1, 2 Europhysics Letters (EPL) 66 (2002) 316 Temperature chaos is an extreme sensitivity of the equilibrium state to a change of temperature. It arises in several disordered systems that are described by the so called scaling theory of spin glasses, while it seems to be absent in mean field models. We consider a model […]

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Statistical properties of stock order books: empirical results and models

Jean-Philippe Bouchaud 1, 2, Marc Mézard 2, 3, Marc Potters 2 Quantitative Finance 2 (2002) 251-256 We investigate several statistical properties of the order book of three liquid stocks of the Paris Bourse. The results are to a large degree independent of the stock studied. The most interesting features concern (i) the statistics of incoming limit order prices, which follows a power-law around

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Statistical properties of charged interfaces

Sofian Teber 1 Journal of Physics: Condensed Matter 14 (2002) 7811-7834 We consider the equilibrium statistical properties of interfaces submitted to competing interactions; a long-range repulsive Coulomb interaction inherent to the charged interface and a short-range, anisotropic, attractive one due to either elasticity or confinement. We focus on one-dimensional interfaces such as strings. Model systems considered for

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Resonance-Assisted Tunneling

Olivier Brodier 1, Peter Schlagheck 1, 2, Denis Ullmo 1 Annals of Physics 300 (2002) 88-136 We present evidence that tunneling processes in near-integrable systems are enhanced due to the manifestation of nonlinear resonances and their respective island chains in phase space. A semiclassical description of this ‘resonance-assisted’ mechanism is given, which is based on a local perturbative description of the dynamics

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Random walks on the braid group B_3 and magnetic translations in hyperbolic geometry

Raphael Voituriez 1 Nuclear Physics B 621 (2002) 675-688 We study random walks on the three-strand braid group $B_3$, and in particular compute the drift, or average topological complexity of a random braid, as well as the probability of trivial entanglement. These results involve the study of magnetic random walks on hyperbolic graphs (hyperbolic Harper-Hofstadter problem), what

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Projection on higher Landau levels and non-commutative geometry

Nicolas Macris 1, Stéphane Ouvry 2 Journal of Physics A 35 (2002) 4477-4484 The projection of a two dimensional planar system on the higher Landau levels of an external magnetic field is formulated in the language of the non commutative plane and leads to a new class of star products. 1. Institut de Physique Théorique (IPT), École Polytechnique Fédérale

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