Core percolation in random graphs: a critical phenomena analysis

We study both numerically and analytically what happens to a random graph of average connectivity α when its leaves and their neighbors are removed iteratively up to the point when no leaf remains. The remnant is made of isolated vertices plus an induced subgraph we call the core. In the thermodynamic limit of an infinite random graph, we compute analytically the dynamics of leaf removal, the number of isolated vertices and the number of vertices and edges in the core. We show that a second order phase transition occurs at α = e = 2.718 ... : below the transition, the core is small but above the transition, it occupies a finite fraction of the initial graph. The finite size scaling properties are then studied numerically in detail in the critical region, and we propose a consistent set of critical exponents, which does not coincide with the set of standard percolation exponents for this model. We clarify several aspects in combinatorial optimization and spectral properties of the adjacency matrix of random graphs. Received 31 January 2001 and Received in final form 26 June 2001     

Ground states versus low-temperature equilibria in random field Ising chains

Random walk arguments and exact numerical computations are used to study one-dimensional random field chains. The ground state structure is described with absorbing and non-absorbing random walk excursions. At low temperatures, the local magnetization follows the ground state except at regions where a local random field fluctuation makes thermal excitations easier. This is explained by the random walk picture, implying that the magnetization lengthscale is a product of the domain size and the thermal excitation scale. Received 16 October 2000 and Received in final form 7 June 2001     

Experimental modeling of physical laws

A physical law is represented by the probability distribution of a measured variable. The probability density is described by measured data using an estimator whose kernel is the instrument scattering function. The experimental information and data redundancy are defined in terms of information entropy. The model cost function, comprised of data redundancy and estimation error, is minimized by the creation-annihilation process. Received 24 February 2000 and Received in final form 21 February 2001     

Beyond Black-Scholes: semimartingales and Lévy processes for option pricing

We consider the problem of option pricing when the underlying asset follows a general semimartingale process. After reviewing the foundations of arbitrage pricing theory for semimartingales and the link with Lévy processes, we introduce a general method to price options in this framework based on Fourier and Wavelet analysis. Received 4 September 2000     

Frequency dependence of the photonic noise spectrum in an absorbing or amplifying diffusive medium

A theory is presented for the frequency dependence of the power spectrum of photon current fluctuations originating from a disordered medium. Both the cases of an absorbing medium (“grey body”) and of an amplifying medium (“random laser”) are considered in a waveguide geometry. The semiclassical approach (based on a Boltzmann-Langevin equation) is shown to be in complete agreement with a fully quantum mechanical theory, provided that the effects of wave localization can be neglected. The width of the peak in the power spectrum around zero frequency is much smaller than the inverse coherence time, characteristic for black-body radiation. Simple expressions for the shape of this peak are obtained, in the absorbing case, for waveguide lengths large compared to the absorption length, and, in the amplifying case, close to the laser threshold. Received 8 August 2000     

The Weierstrass–Mandelbrot Process Revisited

We derive a functional central limit theorem for quasi-Gaussian processes. In particular, we prove that the limit of the Mandelbrot–Weierstrass process is a complex fractional Brownian motion.     

The Manifold-Valued Dirichlet Problem for Symmetric Diffusions

Harmonic maps between two Riemannian manifolds M and N are often constructed as energy minimizing maps. This construction is extended for the Dirichlet problem to the case where the Riemannian energy functional on M is replaced by a more general Dirichlet form. We obtain weakly harmonic maps and prove that these maps send the diffusion to N-valued martingales. The basic tools are the reflected Dirichlet space and the stochastic calculus for Dirichlet processes.     

Pinning of cracks in two-dimensional disordered media

We study the statistics of crack pinning in two dimensions by experiments and simulations of directed polymers in random media. Mode I tensile tests on paper samples show a delocalization phenomenon as the notch length is varied if the fraction of cracks pinned to the notch is monitored. This is compared with the behavior of directed polymers in the presence of both an energetically favorable localized pinning center and bulk disorder. An analysis of the crack interface roughness indicates self-affine behavior with a roughness exponent ζ in the proximity of the minimum energy surface value 2/3. Received 4 April 2000 and Received in final form 10 October 2000     

Flavour asymmetry of anti-quarks in nuclei

A novel nuclear effect on the flavour asymmetry of anti-quarks in the nucleon bound in a nucleus is discussed in terms of the meson cloud model and the Pauli exclusion principle. It is expected that the flavour asymmetry is enhanced in a nucleus. Received: 25 October 2001 / Accepted: 6 November 2001