Memory-induced anomalous dynamics: emergence of diffusion, subdiffusion, and superdiffusion from a single random walk model

We present a random walk model that exhibits asymptotic subdiffusive, diffusive, and superdiffusive behavior in different parameter regimes. This appears to be the first instance of a single random walk model leading to all three forms of behavior by simply changing parameter values. Furthermore, the model offers the great advantage of analytic tractability. Our model is non-Markovian in that the next jump of the walker is (probabilistically) determined by the history of past jumps. It also has elements of intermittency in that one possibility at each step is that the walker does not move at all. This rich encompassing scenario arising from a single model provides useful insights into the source of different types of asymptotic behavior

Wigner and Kondo physics in quantum point contacts revealed by scanning gate microscopy

Quantum point contacts exhibit mysterious conductance anomalies in addition to well known conductance plateaus at multiples of 2e^2/h. These 0.7 and zero-bias anomalies have been intensively studied, but their microscopic origin in terms of many-body effects is still highly debated. Here we use the charged tip of a scanning gate microscope to tune in situ the electrostatic potential of the point contact. While sweeping the tip distance, we observe repetitive splittings of the zero-bias anomaly, correlated with simultaneous appearances of the 0.7 anomaly. We interpret this behaviour in terms of alternating equilibrium and non-equilibrium Kondo screenings of different spin states localized in the channel. These alternating Kondo effects point towards the presence of a Wigner crystal containing several charges with different parities. Indeed, simulations show that the electron density in the channel is low enough to reach one-dimensional Wigner crystallization over a size controlled by the tip position

Stochastic Opinion Formation in Scale-Free Networks

The dynamics of opinion formation in large groups of people is a complex non-linear phenomenon whose investigation is just at the beginning. Both collective behaviour and personal view play an important role in this mechanism. In the present work we mimic the dynamics of opinion formation of a group of agents, represented by two state $\pm 1$, as a stochastic response of each of them to the opinion of his/her neighbours in the social network and to feedback from the average opinion of the whole. In the light of recent studies, a scale-free Barab\'asi-Albert network has been selected to simulate the topology of the interactions. A turbulent-like dynamics, characterized by an intermittent behaviour, is observed for a certain range of the model parameters. The problem of uncertainty in decision taking is also addressed both from a topological point of view, using random and targeted removal of agents from the network, and by implementing a three state model, where the third state, zero, is related to the information available to each agent. Finally, the results of the model are tested against the best known network of social interactions: the stock market. A time series of daily closures of the Dow Jones index has been used as an indicator of the possible applicability of our model in the financial context. Good qualitative agreement is found.Comment: 24 pages and 13 figures, Physical Review E, in pres

Extreme times in financial markets

We apply the theory of continuous time random walks to study some aspects of the extreme value problem applied to financial time series. We focus our attention on extreme times, specifically the mean exit time and the mean first-passage time. We set the general equations for these extremes and evaluate the mean exit time for actual data.Comment: 6 pages, 3 figure

Spurious trend switching phenomena in financial markets

The observation of power laws in the time to extrema of volatility, volume and intertrade times, from milliseconds to years, are shown to result straightforwardly from the selection of biased statistical subsets of realizations in otherwise featureless processes such as random walks. The bias stems from the selection of price peaks that imposes a condition on the statistics of price change and of trade volumes that skew their distributions. For the intertrade times, the extrema and power laws results from the format of transaction data

Amnestically induced persistence in random walks

We study how the Hurst exponent $\alpha$ depends on the fraction $f$ of the total time $t$ remembered by non-Markovian random walkers that recall only the distant past. We find that otherwise nonpersistent random walkers switch to persistent behavior when inflicted with significant memory loss. Such memory losses induce the probability density function of the walker's position to undergo a transition from Gaussian to non-Gaussian. We interpret these findings of persistence in terms of a breakdown of self-regulation mechanisms and discuss their possible relevance to some of the burdensome behavioral and psychological symptoms of Alzheimer's disease and other dementias.Comment: 4 pages, 3 figs, subm. to Phys. Rev. Let

Inclusive 2H(3He,t) reaction at 2 GeV

The inclusive 2H(3He,t) reaction has been studied at 2 GeV for energy transfers up to 500 MeV and scattering angles from 0.25 up to 4 degrees. Data are well reproduced by a model based on a coupled-channel approach for describing the NN and N Delta systems. The effect of final state interaction is important in the low energy part of the spectra. In the delta region, the cross-section is very sensitive to the effects of Delta-N interaction and Delta N - NN process. The latter has also a large influence well below the pion threshold. The calculation underestimates the experimental cross-section between the quasi-elastic and the delta peaks; this is possibly due to projectile excitation or purely mesonic exchange currents.Comment: 9 pages, 9 figures, accepted for publication in EPJ