arXiv subjects

Z. Burda

Publications and source records attributed to Z. Burda.

At least 55 records · Page 3Linked to original sources

arXiv2002

Exotic trees

We discuss the scaling properties of free branched polymers. The scaling behaviour of the model is classified by the Hausdorff dimensions for the internal geometry: d_L and d_H, and for the external one: D_L and D_H. The dimensions d_H and D_H characterize the behaviour for long distances while d_L and D_L for short distances. We show that the internal Hausdorff dimension is d_L=2 for generic and scale-free trees, contrary to d_H which is known be equal two for generic trees and to vary between two and infinity for scale-free trees. We show that the external Hausdorff dimension D_H is directly related to the internal one as D_H = αd_H, where αis the stability index of the embedding weights for the nearest-vertex interactions. The index is α=2 for weights from the gaussian domain of attraction and 0<α<2 for those from the Lévy domain of attraction. If the dimension D of the target space is larger than D_H one finds D_L=D_H, or otherwise D_L=D. The latter result means that the fractal structure cannot develop in a target space which has too low dimension.

cond-mat↗

arXiv2002

Spectrum of the Dirac operator coupled to two-dimensional quantum gravity

We implement fermions on dynamical random triangulation and determine numerically the spectrum of the Dirac-Wilson operator D for the system of Majorana fermions coupled to two-dimensional Euclidean quantum gravity. We study the dependence of the spectrum of the operator (epsilon D) on the hopping parameter. We find that the distributions of the lowest eigenvalues become discrete when the hopping parameter approaches the value 1/sqrt{3}. We show that this phenomenon is related to the behavior of the system in the 'antiferromagnetic' phase of the corresponding Ising model. Using finite size analysis we determine critical exponents controlling the scaling of the lowest eigenvalue of the spectrum including the Hausdorff dimension d_H and the exponent kappa which tells us how fast the pseudo-critical value of the hopping parameter approaches its infinite volume limit.

hep-lat↗

arXiv2001

Statistical ensemble of scale-free random graphs

A thorough discussion of the statistical ensemble of scale-free connected random tree graphs is presented. Methods borrowed from field theory are used to define the ensemble and to study analytically its properties. The ensemble is characterized by two global parameters, the fractal and the spectral dimensions, which are explicitly calculated. It is discussed in detail how the geometry of the graphs varies when the weights of the nodes are modified. The stability of the scale-free regime is also considered: when it breaks down, either a scale is spontaneously generated or else, a "singular" node appears and the graphs become crumpled. A new computer algorithm to generate these random graphs is proposed. Possible generalizations are also discussed. In particular, more general ensembles are defined along the same lines and the computer algorithm is extended to arbitrary (degenerate) scale-free random graphs.

cond-mat.stat-mech↗

arXiv2001

Dirac operator and Ising model on a compact 2D random lattice

Lattice formulation of a fermionic field theory defined on a randomly triangulated compact manifold is discussed, with emphasis on the topological problem of defining spin structures on the manifold. An explicit construction is presented for the two-dimensional case and its relation with the Ising model is discussed. Furthermore, an exact realization of the Kramers-Wannier duality for the two-dimensional Ising model on the manifold is considered. The global properties of the field are discussed. The importance of the GSO projection is stressed. This projection has to be performed for the duality to hold.

hep-lat↗

arXiv2001

Geometry of Reduced Supersymmetric 4D Yang-Mills Integrals

We study numerically the geometric properties of reduced supersymmetric non-compact SU(N) Yang-Mills integrals in D=4 dimensions, for N = 2,3, ..., 8. We show that in the range of large eigenvalues of the matrices A^mu, the original D-dimensional rotational symmetry is spontaneously broken and the dominating field configurations become one-dimensional, as anticipated by studies of the underlying surface theory. We also discuss possible implications of our results for the IKKT model.

hep-lat↗

arXiv2001

Free Random Levy Variables and Financial Probabilities

We suggest that Free Random Variables, represented here by large random matrices with spectral Levy disorder, may be relevant for several problems related to the modeling of financial systems. In particular, we consider a financial covariance matrix composed of asymmetric and free random Levy matrices. We derive an algebraic equation for the resolvent and solve it to extract the spectral density. The free eigenvalue spectrum is in remarkable agreement with the one obtained from the covariance matrix of the SP500 financial market.

cond-mat↗

arXiv2001

Levy Matrices and Financial Covariances

In a given market, financial covariances capture the intra-stock correlations and can be used to address statistically the bulk nature of the market as a complex system. We provide a statistical analysis of three SP500 covariances with evidence for raw tail distributions. We study the stability of these tails against reshuffling for the SP500 data and show that the covariance with the strongest tails is robust, with a spectral density in remarkable agreement with random Levy matrix theory. We study the inverse participation ratio for the three covariances. The strong localization observed at both ends of the spectral density is analogous to the localization exhibited in the random Levy matrix ensemble. We discuss two competitive mechanisms responsible for the occurrence of an extensive and delocalized eigenvalue at the edge of the spectrum: (a) the Levy character of the entries of the correlation matrix and (b) a sort of off-diagonal order induced by underlying inter-stock correlations. (b) can be destroyed by reshuffling, while (a) cannot. We show that the stocks with the largest scattering are the least susceptible to correlations, and likely candidates for the localized states. We introduce a simple model for price fluctuations which captures behavior of the SP500 covariances. It may be of importance for assets diversification.

cond-mat↗

arXiv2001

Free Levy Matrices and Financial Correlations

We consider a covariance matrix composed of asymmetric and free random Levy matrices. We use the results of free random variables to derive an algebraic equation for the resolvent and solve it to extract the spectral density. For an appropriate choice of asymmetry and Levy index ($α/2=3/4$) the free eigenvalue spectrum is in remarkable agreement with the one obtained from the covariance matrix of the SP500 financial market. Our results are of interest to a number of stochastic systems with power law noise.

cond-mat↗

arXiv2001

Wealth Condensation in Pareto Macro-Economies

We discuss a Pareto macro-economy (a) in a closed system with fixed total wealth and (b) in an open system with average mean wealth and compare our results to a similar analysis in a super-open system (c) with unbounded wealth. Wealth condensation takes place in the social phase for closed and open economies, while it occurs in the liberal phase for super-open economies. In the first two cases, the condensation is related to a mechanism known from the balls-in-boxes model, while in the last case to the non-integrable tails of the Pareto distribution. For a closed macro-economy in the social phase, we point to the emergence of a ``corruption'' phenomenon: a sizeable fraction of the total wealth is always amassed by a single individual.

cond-mat.stat-mech↗

arXiv2000

Free Random Levy Matrices

Using the theory of free random variables (FRV) and the Coulomb gas analogy, we construct stable random matrix ensembles that are random matrix generalizations of the classical one-dimensional stable Lévy distributions. We show that the resolvents for the corresponding matrices obey transcendental equations in the large size limit. We solve these equations in a number of cases, and show that the eigenvalue distributions exhibit Lévy tails. For the analytically known Lévy measures we explicitly construct the density of states using the method of orthogonal polynomials. We show that the Lévy tail-distributions are characterized by a novel form of microscopic universality.

cond-mat.mes-hall↗

arXiv2000

Using a Fermionic Ensemble of Systems to Determine Excited States

We discuss a new numerical method for the determination of excited states of a quantum system using a generalization of the Feynman-Kac formula. The method relies on introducing an ensemble of non-interacting identical systems with a fermionic statistics imposed on the systems as a whole, and on determining the ground state of this fermionic ensemble by taking the large time limit of the Euclidean kernel. Due to the exclusion principle, the ground state of an $n$-system ensemble is realized by the set of individual systems occupying successively the $n$ lowest states, all of which can therefore be sampled in this way. To demonstrate how the method works, we consider a one-dimensional oscillator and a chain of harmonically coupled particles.

hep-lat↗

arXiv2000

Large N limit of the IKKT matrix model

Using the dynamical triangulation approach we perform a numerical study of a supersymmetric random surface model that corresponds to the large N limit of the four-dimensional version of the IKKT matrix model. We show that the addition of fermionic degrees of freedom suppresses the spiky world-sheet configurations that are responsible for the pathological behaviour of the purely bosonic model. We observe that the distribution of the gyration radius has a power-like tail p(R) ~ R^{-2.4}. We check numerically that when the number of fermionic degrees of freedom is not susy-balanced, p(R) grows with $R$ and the model is not well-defined. Numerical sampling of the configurations in the tail of the distribution shows that the bosonic degrees of freedom collapse to a one-dimensional tube with small transverse fluctuations. Assuming that the vertex positions can fluctuate independently within the tube, we give a theoretical argument which essentially explains the behaviour of p(R) in the different cases, in particular predicting p(R) ~ R^{-3} in the supersymmetric case. Extending the argument to six and ten dimensions, we predict p(R) ~ R^{-7} and p(R) ~ R^{-15}, respectively.

hep-lat↗

arXiv1999

Finite size scaling of the balls in boxes model

We discuss the finite size behaviour in the canonical ensemble of the balls in boxes model. We compare theoretical predictions and numerical results for the finite size scaling of cumulants of the energy distribution in the canonical ensemble and perform a detailed analysis of the first and third order phase transitions which appear for different parameter values in the model.

hep-lat↗

arXiv1999

Fermions on random lattices

We put fermions and define the Dirac operator and spin structures on a randomly triangulated 2d manifold.

hep-lat↗

arXiv1999

Wilson Fermions on a Randomly Triangulated Manifold

A general method of constructing the Dirac operator for a randomly triangulated manifold is proposed. The fermion field and the spin connection live, respectively, on the nodes and on the links of the corresponding dual graph. The construction is carried out explicitly in 2-d, on an arbitrary orientable manifold without boundary. It can be easily converted into a computer code. The equivalence, on a sphere, of Majorana fermions and Ising spins in 2-d is rederived. The method can, in principle, be extended to higher dimensions.

hep-lat↗

arXiv1998

The Strong-Coupling Expansion in Simplicial Quantum Gravity

We construct the strong-coupling series in 4d simplicial quantum gravity up to volume 38. It is used to calculate estimates for the string susceptibility exponent gamma for various modifications of the theory. It provides a very efficient way to get a first view of the phase structure of the models.

hep-lat↗

arXiv1998

Phase diagram of the mean field model of simplicial gravity

We discuss the phase diagram of the balls in boxes model, with a varying number of boxes. The model can be regarded as a mean-field model of simplicial gravity. We analyse in detail the case of weights of the form $p(q) = q^{-β}$, which correspond to the measure term introduced in the simplicial quantum gravity simulations. The system has two phases~: {\em elongated} ({\em fluid}) and {\em crumpled}. For $β\in (2,\infty)$ the transition between these two phases is first order, while for $β\in (1,2]$ it is continuous. The transition becomes softer when $β$ approaches unity and eventually disappears at $β=1$. We then generalise the discussion to an arbitrary set of weights. Finally, we show that if one introduces an additional kinematic bound on the average density of balls per box then a new {\em condensed} phase appears in the phase diagram. It bears some similarity to the {\em crinkled} phase of simplicial gravity discussed recently in models of gravity interacting with matter fields.

gr-qc↗

arXiv1998

4d Simplicial Quantum Gravity: Matter Fields and the Corresponding Effective Action

Four-dimensional simplicial quantum gravity is modified either by coupling it to U(1) gauge fields or by introducing a measure weighted by the orders of the triangles. Strong coupling expansion and Monte Carlo simulations are used. Although the two modifications of the standard pure-gravity model are apparently very distinct, they produce strikingly similar results, as far as the geometry of random manifolds is concerned. In particular, for an appropriate choice of couplings, the branched polymer phase is replaced by a crinkled phase, characterized by the susceptibility exponent $γ< 0$ and the fractal dimension $d_H > 2$. The quasi-equivalence between the two models is exploited to get further insight into the extended phase diagram of the theory.

hep-lat↗