Non-ergodic states induced by impurity levels in quantum spin chains

The semi-infinite XY spin chain with an impurity at the boundary has been chosen as a prototype of interacting many-body systems to test for non-ergodic behavior. The model is exactly solvable in analytic way in the thermodynamic limit, where energy eigenstates and the spectrum are obtained in closed form. In addition of a continuous band, localized states may split off from the continuum, for some values of the impurity parameters. In the next step, after the preparation of an arbitrary non-equilibrium state, we observe the time evolution of the site magnetization. Relaxation properties are described by the long-time behavior, which is estimated using the stationary phase method. Absence of localized states defines an ergodic region in parameter space, where the system relaxes to a homogeneous magnetization. Out of this region, impurity levels split from the band, and localization phenomena may lead to non-ergodicity.Comment: 10 pages, 5 figures. arXiv admin note: substantial text overlap with arXiv:1703.0344

Optimal investment under behavioural criteria -- a dual approach

We consider a discrete-time, generically incomplete market model and a behavioural investor with power-like utility and distortion functions. The existence of optimal strategies in this setting has been shown in a previous paper under certain conditions on the parameters of these power functions. In the present paper we prove the existence of optimal strategies under a different set of conditions on the parameters, identical to the ones which were shown to be necessary and sufficient in the Black-Scholes model. Although there exists no natural dual problem for optimisation under behavioural criteria (due to the lack of concavity), we will rely on techniques based on the usual duality between attainable contingent claims and equivalent martingale measures.Comment: Forthcoming in Banach Center Publications. Some errors have been corrected, in particular in Assumption 2.3

Equation of state of hard oblate ellipsoids by replica exchange Monte Carlo

We implemented the replica exchange Monte Carlo technique to produce the equation of state of hard 1:5 aspect-ratio oblate ellipsoids for a wide density range. For this purpose, we considered the analytical approximation of the overlap distance given by Bern and Pechukas and the exact numerical solution given by Perram and Wertheim. For both cases we capture the expected isotropic-nematic transition at low densities and a nematic-crystal transition at larger densities. For the exact case, these transitions occur at the volume fraction 0.341, and in the interval $0.584-0.605$, respectively.Comment: 4 pages, 2 figure

A generalization of the cumulant expansion. Application to a scale-invariant probabilistic model

As well known, cumulant expansion is an alternative way to moment expansion to fully characterize probability distributions provided all the moments exist. If this is not the case, the so called escort mean values (or q-moments) have been proposed to characterize probability densities with divergent moments [C. Tsallis et al, J. Math. Phys 50, 043303 (2009)]. We introduce here a new mathematical object, namely the q-cumulants, which, in analogy to the cumulants, provide an alternative characterization to that of the q-moments for the probability densities. We illustrate this new scheme on a recently proposed family of scale-invariant discrete probabilistic models [A. Rodriguez et al, J. Stat. Mech. (2008) P09006; R. Hanel et al, Eur. Phys. J. B 72, 263268 (2009)] having q-Gaussians as limiting probability distributions