206 research outputs found
New type of extreme value statistics
We investigate the extreme value statistics connected with the dilute Random
Energy Model with integer couplings. New universality class is found.Comment: latex, corrected, new universality class is consequence of
discreteness of original distributio
Finite size effects in Derrida's model multicriticities and limits of generalization for the Zamolodchikov' s C-theorem
Finite size effects in the multicriticity point and boundaries between phases
are calculated. There are anomalous large finite size effects on the boundary
of ferromagnetic phase with paramagnetic or spin-glass. Multicriticity point is
not giving global minimum for the finite size corrections of free energy.Comment: LaTeX file, 7 pages, no figure
Directed random walks on hierarchic trees with continuous branching: a renormalization group approach
We investigate the directed random walk on hierarchic trees. Two cases are
investigated: random variables on deterministic trees with a continuous
branching, and random variables on the trees constructed trough the random
branching process. We derive renormalization group (partial differential)
equations for the branching models with binomial, Poisson and compound Poisson
distributions of random variables on the links of tree. These renormaliation
group equations are new class of reaction-diffusion equations in 1-dimension.Comment: 6 page
The calculation of multi-fractal properties of directed random walks on hierarchic trees with continuous branching
We consider the hierarchic tree Random Energy Model with continuous branching
and calculate the moments of the corresponding partition function. We establish
the multifractal properties of those moments. We derive formulas for the normal
distribution of random variables, as well as for the general case. We compare
our results for the moments of partition function with corresponding results of
logarithmic 1-d REM and conjecture a specific power-law tail for the partition
function distribution in the high-temperature phase. Our results establish a
connection between reaction-diffusion equations and multi-scaling.Comment: 6 pages, 3 figure
8 levels of harmony and 8 concepts of Complex Systems
A set of general physical principles is proposed as the structural basis for
the theory of complex systems. First the concept of harmony is analyzed and its
different aspects are uncovered. Then the concept of reflection is defined and
illustrated by suggestive examples. Later we propose the principle of (random)
projection of symmetrically expanded prereality as the main description method
of complex systems.Comment: 4 pages, minor corrections in modality principl
Spin glasses at imaginary temperature
We consider spherical p-spin glass and p-spin glass models at imaginary
temperatures. Imaginary temperatures are special case, when order parameters
are real value numbers. Here there is a some antiferromagnetic like order.Comment: latex, 5 page
Mapping markets to the statistical mechanics: the derivatives act against the self-regulation of stock market
Mapping the economy to the some statistical physics models we get strong
indications that, in contrary to the pure stock market, the stock market with
derivatives could not self-regulate.Comment: 3 page
Random Energy Model as a paradigm of complex systems
A quadratic extension of REM has been treated. Discussed here is the origin
of relation of REM to strings and other complex physical phenomena. Two basic
features of the REM class of complex phenomena were identified: the double
thermodynamic reflection (a hierarchy of free energies) including the strong
reflection at the upper level (the free energy on the order of a logarithm of
the degrees of freedom) and the loss (complete or partial) of the local
symmetry property. Two main classes of complex phenomena related to REM are
seen: the spin glass phase of REM and the boundary the spin glass-ferromagnetic
phases. Some examples of physics interest are analyzed from this viewpoint.Comment: latex, The English is correcte
Simplified dynamics for glass model
In spin glass models one can remove minimization of free energy by some order
parameter. One can consider hierarchy of order parameters. It is possible to
divide energy among these parts. We can consider relaxation process in glass
system phenomonologically, as exchange of energy between 2 parts. It is
possible to identify trap points in phase space. We suggest some
phenomonological approximation-truncated Langevine.
The mean field statics is used to introduce a phenomenologic dynamics as its
natural extension.
Purely kinetical phase transitions are investigated..Comment: revtex, 3 page
Multiscaling at ferromagnetic-spin glass transition point of Random Energy Model and complexity
We calculate moments of free energy's finite size correction for the
transition point between ferromagnetic and spin glass phases. We find, that
those moments scale with the number of spins with different critical indices,
characteristic for the multiscaling. This critical point corresponds to
threshold of errorless coding for a gaussian noisy channel. We are give the
definition of statistical complexity using this free energy approach.Comment: 9 pages, late
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