arXiv subjects
Publications and source records attributed to A. V. Leonidov.
Non-additive generalisation of relativistic anisotropic anisotropic hydrodynamics is described. In the particular case of 0+1 boost-invariant hydrodynamics additional entropy production due to non-additivity is calculated.
We found the deviation of the equation of state from ultrarelativistic one due to quantum corrections for a nonequilibrium longitudinally expanding scalar field. Relaxation of highly excited quantum field is usually described in terms of Classical Statistical Approximation (CSA). However, the expansion of the system reduces the applicability of such a semiclassical approach as the CSA making quantum corrections important. We calculate the evolution of the trace of the energy-momentum tensor within the Keldysh-Schwinger framework for static and longitudinal expanding geometries. We provide analytical and numerical arguments for the appearance of the nontrivial intermediate regime where quantum corrections are significant.
Systemic risks of default contagion in the Russian interbank market are investigated. The analysis is based on considering the bow-tie structure of the weighted oriented graph describing the structure of the interbank loans. A probabilistic model of interbank contagion explicitly taking into account the empirical bow-tie structure reflecting functionality of the corresponding nodes (borrowers, lenders, borrowers and lenders simultaneously), degree distributions and disassortativity of the interbank network under consideration based on empirical data is developed. The characteristics of contagion-related systemic risk calculated with this model are shown to be in agreement with those of explicit stress tests.
Stylized model of evolution of matter created in ultra relativistic heavy ion collisions is considered. Systematic procedure of computing quantum corrections in the framework of Keldysh formalism is formulated. Analytical expressions for formation of equations of state taking into account leading quantum corrections is worked out, complete description of subleasing corrections and analytical expressions for some of them is presented.
Modelling of contagion in interbank networks is discussed. A model taking into account bow-tie structure and dissasortativity of interbank networks is developed. The model is shown to provide a good quantitative description of the Russian interbank market. Detailed arguments favoring the non-percolative nature of contagion-related risks in the Russian interbank market are given.
A short review of the two recently analyzed collective effects in dense non-Abelian matter, the photon and dilepton production in nonequilibrium glasma and polarization properties of turbulent Abelian and non-Abelian plasmas, is given.
Systemic risks characterizing the Russian overnight interbank market from the network point of view are analyzed.
It is shown that the soft mechanism of multiparticle production by Lund hadronic strings formed by colliding constituent degrees of freedom generates a shape of angular correlations similar to the ridge structure observed in the pp collisions at 7 TeV at the LHC.
The properties of the quark-gluon medium observed in high energy nucleus-nucleus collisions are discussed. The main experimental facts about these collisions are briefly described and compared with data about proton-proton collisions. Both microscopic and macroscopic approaches to their description are reviewed. The chromodynamics of the quark-gluon medium at high energies is mainly considered. The energy loss of partons moving in this medium is treated. The principal conclusion is that the medium possesses some collective properties which are crucial for understanding the experimental observations.
The spectrum of Cherenkov gluons is calculated within the framework of in-medium QCD. It is compared with experimental data on the double-humped structure around the away-side jet obtained at RHIC. The values of the real and imaginary parts of the nuclear permittivity are obtained from these fits. It is shown that accounting for an additional smearing due to resonance-like production of final hadrons allows to achieve an agreement with experimental data.
Energy losses of fast color particles in random inhomogeneous color medium created in high energy nuclear collisions are estimated.
Energy losses of fast charged particles in randomly spatially inhomogeneous stationary medium are considered. Analytical results for effective dielectric permittivity are presented.
Volatility dynamics of wavelet - filtered stock price time series is studied. Using the universal thresholding method of wavelet filtering and a principle of minimal linear autocorrelation of noise component we find that the quantitative characteristics of volatility dynamics of denoised series are noticeably different from those of the raw data and the noise.
The paper generalizes the results on soft - hard decomposition of the characteristics of QCD jets obtained in [1] by taking into account the effects of fermions and running coupling constant.
A brief review of major theoretical aspects of color glass condensate physics is given.
Properties of distributions of the number of trades in different intraday time intervals for five stocks traded in MICEX are studied. The dependence of the mean number of trades on the capital turnover is analyzed. Correlation analysis using factorial and $H_q$ moments demonstrates the multifractal nature of these distributions as well as some peculiar changes in the correlation pattern. Guided by the analogy with the analysis of particle multiplicity distributions in multiparticle production at high energies, an evolution equation relating changes in capital turnover and a number of trades is proposed. We argue that such equation can describe the observed features of the distribution of the number of trades in the stock market.
Angular asymmetry and momentum disbalance for a pair of particles produced at high energy in central rapidity region are studied. The asymmetry is substantial for small momenta of produced particles but diminishes when they rise.
The azimuthal asymmetry of minijet system produced at the early stage of nucleon-nucleon and nuclear collisions in a central rapidity window is studied. We show that in pp collisions the minijet transverse energy production in a central rapidity window is essentially unbalanced in azimuth due to asymmetric contributions in which only one minijet hits the acceptance window. We further study the angular pattern of transverse energy flow generated by semihard degrees of freedom at the early stage of high energy nuclear collisions and its dependence on the number of semihard collisions in the models both including and neglecting soft contributions to the inelastic cross section at RHIC and LHC energies as well as on the choice of the infrared cutoff.