arXiv subjects

R. Kuehn

Publications and source records attributed to R. Kuehn.

7 recordsLinked to original sources

arXiv2010

Spectra of Modular and Small-World Matrices

We compute spectra of symmetric random matrices describing graphs with general modular structure and arbitrary inter- and intra-module degree distributions, subject only to the constraint of finite mean connectivities. We also evaluate spectra of a certain class of small-world matrices generated from random graphs by introducing short-cuts via additional random connectivity components. Both adjacency matrices and the associated graph Laplacians are investigated. For the Laplacians, we find Lifshitz type singular behaviour of the spectral density in a localised region of small $|λ|$ values. In the case of modular networks, we can identify contributions local densities of state from individual modules. For small-world networks, we find that the introduction of short cuts can lead to the creation of satellite bands outside the central band of extended states, exhibiting only localised states in the band-gaps. Results for the ensemble in the thermodynamic limit are in excellent agreement with those obtained via a cavity approach for large finite single instances, and with direct diagonalisation results.

cond-mat.dis-nn↗

arXiv2009

Quantum Statistical Physics of Glasses at Low Temperatures

We present a quantum statistical analysis of a microscopic mean-field model of structural glasses at low temperatures. The model can be thought of as arising from a random Born von Karman expansion of the full interaction potential. The problem is reduced to a single-site theory formulated in terms of an imaginary-time path integral using replicas to deal with the disorder. We study the physical properties of the system in thermodynamic equilibrium and develop both perturbative and non-perturbative methods to solve the model. The perturbation theory is formulated as a loop expansion in terms of two-particle irreducible diagrams, and is carried to three-loop order in the effective action. The non-perturbative description is investigated in two ways, (i) using a static approximation, and (ii) via Quantum Monte Carlo simulations. Results for the Matsubara correlations at two-loop order perturbation theory are in good agreement with those of the Quantum Monte Carlo simulations. Characteristic low-temperature anomalies of the specific heat are reproduced, both in the non-perturbative static approximation, and from a three-loop perturbative evaluation of the free energy. In the latter case the result so far relies on using Matsubara correlations at two-loop order in the three-loop expressions for the free energy, as self-consistent Matsubara correlations at three-loop order are still unavailable. We propose to justify this by the good agreement of two-loop Matsubara correlations with those obtained non-perturbatively via Quantum Monte Carlo simulations.

cond-mat.dis-nn↗

arXiv2009

Spectra of Modular Random Graphs

We compute spectra of symmetric random matrices defined on graphs exhibiting a modular structure. Modules are initially introduced as fully connected sub-units of a graph. By contrast, inter-module connectivity is taken to be incomplete. Two different types of inter-module connectivity are considered, one where the number of intermodule connections per-node diverges, and one where this number remains finite in the infinite module-size limit. In the first case, results can be understood as a perturbation of a superposition of semicircular spectral densities one would obtain for uncoupled modules. In the second case, matters can be more involved, and depend in detail on inter-module connectivities. For suitable parameters we even find near-triangular shaped spectral densities, similar to those observed in certain scale-free networks, in a system of consisting of just two coupled modules. Analytic results are presented for the infinite module-size limit; they are well corroborated by numerical simulations.

cond-mat.dis-nn↗

arXiv2006

Credit contagion and credit risk

We study a simple, solvable model that allows us to investigate effects of credit contagion on the default probability of individual firms, in both portfolios of firms and on an economy wide scale. While the effect of interactions may be small in typical (most probable) scenarios they are magnified, due to feedback, by situations of economic stress, which in turn leads to fatter tails in loss distributions of large loan portfolios.

physics.soc-ph↗

arXiv2005

Effects of Economic Interactions on Credit Risk

We study a credit risk model which captures effects of economic interactions on a firm's default probability. Economic interactions are represented as a functionally defined graph, and the existence of both cooperative, and competitive, business relations is taken into account. We provide an analytic solution of the model in a limit where the number of business relations of each company is large, but the overall fraction of the economy with which a given company interacts may be small. While the effects of economic interactions are relatively weak in typical (most probable) scenarios, they are pronounced in situations of economic stress, and thus lead to a substantial fattening of the tails of loss distributions in large loan portfolios. This manifests itself in a pronounced enhancement of the Value at Risk computed for interacting economies in comparison with their non-interacting counterparts.

physics.soc-ph↗

arXiv2000

Learning structured data from unspecific reinforcement

We show that a straightforward extension of a simple learning model based on the Hebb rule, the previously introduced Association-Reinforcement-Hebb-Rule, can cope with "delayed", unspecific reinforcement also in the case of structured data and lead to perfect generalization.

cond-mat↗

arXiv1999

Non-equilibrium dynamics of simple spherical spin models

We investigate the non-equilibrium dynamics of spherical spin models with two-spin interactions. For the exactly solvable models of the d-dimensional spherical ferromagnet and the spherical Sherrington-Kirkpatrick model the asymptotic dynamics has for large times and for large waiting times the same formal structure. In the limit of large waiting times we find in both models an intermediate time scale, scaling as a power of the waiting time with an exponent smaller than one, and thus separating the time-translation invariant short-time dynamics from the aging regime. It is this time scale on which the fluctuation-dissipation regime is violated. Aging in these models is similar to that observed in spin glasses at the level of correlation functions, but different at the level of response functions, and thus different at the level of experimentally accessible quantities like the thermoremanent magnetization.

cond-mat.stat-mech↗