publications

The Local Time Distribution of a Particle Diffusing on a Graph

Alain Comtet 1, 2, Jean Desbois 1, Satya N. Majumdar 3 Journal of Physics A 35 (2002) L687-L694 We study the local time distribution of a Brownian particle diffusing along the links on a graph. In particular, we derive an analytic expression of its Laplace transform in terms of the Green’s function on the graph. We show that the asymptotic behavior of this

The Local Time Distribution of a Particle Diffusing on a Graph Lire la suite »

The Local and the Occupation Time of a Particle Diffusing in a Random Medium

Satya N. Majumdar 1, Alain Comtet 2, 3 Physical Review Letters 89 (2002) 060601 We consider a particle moving in a one dimensional potential which has a symmetric deterministic part and a quenched random part. We study analytically the probability distributions of the local time (spent by the particle around its mean value) and the occupation time (spent above its mean

The Local and the Occupation Time of a Particle Diffusing in a Random Medium Lire la suite »

The Combinatorics of Alternating Tangles: from theory to computerized enumeration

Jesper-Lykke Jacobsen 1, Paul Zinn-Justin 1 NATO Science series II: Mathematics, physics and chemistry 73 (2002) 33-45 We study the enumeration of alternating links and tangles, considered up to topological (flype) equivalences. A weight $n$ is given to each connected component, and in particular the limit $n\to 0$ yields information about (alternating) knots. Using a finite renormalization scheme for

The Combinatorics of Alternating Tangles: from theory to computerized enumeration Lire la suite »

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

Temperature chaos in a replica symmetry broken spin glass model – A hierarchical model with temperature chaos – Lire la suite »

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

Statistical properties of stock order books: empirical results and models Lire la suite »

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

Statistical properties of charged interfaces Lire la suite »

Retour en haut