On the physical relevance of max- and log-max-selfsimilar distributions

This work emphasizes the special role played by max-semistable and log-max-semistable distributions as relevant statistical models of various observable and “internal” variables in Physics. Some of their remarkable properties (chiefly self-similarity) are displayed in some detail. One of their characteristic features is a log-periodic variation of the scale parameter which appears in the stable extreme value distributions. Received 29 November 1999 and Received in final form 24 March 2000     

On the Diffusion in a Lattice Gas Model: Group-Theoretic Approach

Motivated by some recent results concerning the model of a noninteracting one-dimensional lattice gas with an order preservation of particles where multiple occupancy of the sites is not excluded, we give new symmetries and new reductions of the corresponding continuum nonlinear partial differential equation. Closed-form analytic solutions are found.     

Sideband structure spontaneous spectrum without the rotating wave approximation

The effects of the non-rotating wave approximation (non-RWA) on the spontaneous emission of a V-type three-level atom are studied, where the excited states are coupled to a common ground state by a weak laser field and the upper-level doublet is driven by a strong microwave field. When the non-RWA is applied to the interaction of the atom with the microwave field, for some values of the parameters involved, the spontaneous emission spectrum is comprised of a central peak and a series of sidebands with a constant spacing of the microwave frequency, and the central peak and/or sidebands can be split into two components. The physical interpretation of the spectral characteristics is given in light of the dressed states.     

Structure and size distribution of percolating clusters. Comparison with gelling systems

Dynamic properties of Brownian particles immersed in a periodic potential with two barriers V₁ and V₂ (symmetric bistable potential) are studied by using the Fokker-Planck equation which we solve numerically by the matrix continued fraction method. This study will therefore serve to demonstrate the influence of this form of potential, which is of great interest for superionic conductors and for many other solid systems, on the diffusion process. Thus, we have calculated the full width at half maximum (FWHM) ) of the quasi-elastic line of the dynamic structure factor, for a large range of values of the wave-vectors q. Our results show clearly that, by varying the ratio of the barriers strictly between and 1, the Fokker-Planck equation describes a diffusive process which has some characteristic of jump and liquid-like regimes. While in the limit cases, i.e. when tends to or 1, the diffusion process can be described only by a simple jump motion. However, the jump-lengths corresponding to each limit case are not equal. In general the change of the ratio is found to have a significant effect on the character of the diffusive motion. We have also performed Fokker-Planck dynamics calculations of the diffusion coefficient in a bistable potential. We have found a good agreement between numerical calculations and analytical approximation results obtained in the high friction limit. Received 25 May 1998 and Received in final form 15 November 1998     

Extremal coupled map lattices

Multifractal critical phenomena with infinite-temperature critical point and with complex coexistence of the infinite and finite temperature critical points are considered and it is shown that strange attractors generated by cascades of period-doubling bifurcations (Feigenbaum scenario) as well as fields of velocity differences in fluid turbulence belong to the former subclass of the multifractal critical phenomena, while the real traffic processes and real currency exchange processes belong to the last (complex) subclass of the multifractal critical phenomena. Data obtained by different authors are used for this purpose. Received 5 February 1999     

Functional renormalization description of the roughening transition

We reconsider the problem of the static thermal roughening of an elastic manifold at the critical dimension d=2 in a periodic potential, using a perturbative Functional Renormalization Group approach. Our aim is to describe the effective potential seen by the manifold below the roughening temperature on large length scales. We obtain analytically a flow equation for the potential and surface tension of the manifold, valid for low temperatures. On a length scale L, the renormalized potential is made up of a succession of quasi parabolic wells, matching onto one another in a singular region of width for large L. For strong periodic potential, the perturbation theory breaks down, and we argue, based on a variational calculation, that the transition becomes first order. We also obtain numerically the step energy as a function of temperature, and relate our results to the existing experimental data on ⁴He. Finally, we examine the case of a non local elasticity which is realized physically for the contact line. Received 16 April 1999 and Received in final form 11 October 1999     

Point processes and multivariate extreme values

A new model for point processes is developed which assumes that the interarrival times are exponentially distributed and follow joint multivariate extreme value distributions. It is shown that such processes may arise via natural generating procedures, and that, under very weak assumptions, that they can be approximated as closely as desired by appropriate finite models.     

Stock market crashes are outliers

We call attention against what seems to be a widely held misconception according to which large crashes are the largest events of distributions of price variations with fat tails. We demonstrate on the Dow Jones Industrial Average that with high probability the three largest crashes in this century are outliers. This result supports the suggestion that large crashes result from specific amplification processes that might lead to observable pre-cursory signatures. Received and Revised: 30 November 1997 / Accepted: 8 December 1997     

Optimal coupled-cluster approximation for the ground-state properties of a spin-boson model

In the present work we have developed an optimal coupled-cluster approximation, which can take care of both the accuracies of the ground-state energy and the wavefunction estimates, for the ground state of a two-state system coupled to a dispersionless boson bath. This new approach is also able to give a tight upper bound to the ground-state energy of the system. Up to the fourth level of this approximation our results show excellent agreement with the numerical exact diagonalization results. In particular, our results suggest no discontinuous localization-delocalization transition of the two-state system. This is consistent with the exact result. Received: 11 March 1998 / Accepted: 23 June 1998     

Nucleotide composition effects on the long-range correlations in human genes

We use the wavelet transform to investigate the fractal scaling properties of coding and noncoding human DNA sequences. We find that the strength of the long-range correlations observed in the introns increases with the guanine-cytosine (GC) content, while coding sequences show no such correlations at any GC content. However, we demonstrate that long-range correlations can be detected when the coding sequences are undersampled by retaining the third base of each codon only. This strongly suggests that the observed correlations are not likely to be due to insertion-deletion mechanisms. We comment about the origin of these correlations in terms of putative dynamical processes that could produce the isochore structure of the human genome. Received: 18 August 1997 / Accepted: 29 October 1997