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A theory of large fluctuations . . .
, 2004
"... We propose a theory of large movements in stock market activity. Our theory is motivated by growing empirical evidence on the powerlaw tailed nature of distributions that characterize large movements of distinct variables describing stock market activity such as returns, volumes, number of trades, ..."
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Cited by 1 (0 self)
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create large fluctuations in volume and returns. We show that optimal trading by such large institutions generate powerlaw tailed distributions for market variables with exponents that agree with those found in empirical data. Furthermore, our model also makes a large number of testable out
Nonequilibrium quantum fields with large fluctuations
 in Progress in Nonequilibrium Green’s Functions II, eds. M. Bonitz and D. Semkat, World Scientific (2003
"... We consider the nonequilibrium evolution of an O(N)–symmetric scalar quantum field theory using a systematic two–particle irreducible 1/N–expansion to nexttoleading order, which includes scattering and memory effects. The corresponding “full KadanoffBaym equations ” are solved numerically without ..."
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Cited by 13 (4 self)
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. In contrast to standard descriptions based on loop expansions, our equations remain valid for nonperturbatively large fluctuations. As an application, we discuss the fluctuation dominated regime following parametric resonance in quantum field theory. In recent years we have witnessed an enormous increase
Indivisible labor and the business cycle
 Journal of Monetary Economics
, 1985
"... A growth model with shocks to technology is studied. Labor is indivisible, so all variability in hours worked is due to fluctuations in the number employed. We find that, unlike previous equilibrium models of the business cycle, this economy displays large fluctuations in hours worked and relatively ..."
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Cited by 805 (10 self)
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A growth model with shocks to technology is studied. Labor is indivisible, so all variability in hours worked is due to fluctuations in the number employed. We find that, unlike previous equilibrium models of the business cycle, this economy displays large fluctuations in hours worked
A Field Study of the Software Design Process for Large Systems
 Communications of the ACM
, 1988
"... The problems of designing large software systems were studied through interviewing personnel from 17 large projects. A layered behavioral model is used to analyze how three lgf these problemsthe thin spread of application domain knowledge, fluctuating and conflicting requirements, and communication ..."
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Cited by 685 (2 self)
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The problems of designing large software systems were studied through interviewing personnel from 17 large projects. A layered behavioral model is used to analyze how three lgf these problemsthe thin spread of application domain knowledge, fluctuating and conflicting requirements
Large fluctuations in coupled metabolic reactions
"... The reactions in metabolic networks are far from equilibrium. Therefore, even relative fluctuations in metabolite pools consisting of hundreds of thousands of molecules can be very large [1]. This is in particular true for irreversible, multisubstrate reactions. These are ubiquitous in anabolic bioc ..."
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The reactions in metabolic networks are far from equilibrium. Therefore, even relative fluctuations in metabolite pools consisting of hundreds of thousands of molecules can be very large [1]. This is in particular true for irreversible, multisubstrate reactions. These are ubiquitous in anabolic
Large Fluctuations in Globally Coupled Systems
"... This contribution explains how quasipotentials which characterise the N ! 1asymptotics of uctuating macrovariables in systems of N globally coupled subsystems can be constructed, and how they can be used for the detection and description of noise induced phase transitions. For the sake of clarit ..."
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This contribution explains how quasipotentials which characterise the N ! 1asymptotics of uctuating macrovariables in systems of N globally coupled subsystems can be constructed, and how they can be used for the detection and description of noise induced phase transitions. For the sake of clarity these ideas are formulated for models with discrete time and nite subsystem state space.
Macroscopic strings as heavy quarks in large N gauge theory and Antide Sitter supergravity
 PHYS. J. C22
"... Maldacena has put forward large N correspondence between superconformal field theories on the brane and antide Sitter supergravity in spacetime. We study some aspects of the correspondence between N = 4 superconformal gauge theory on D3brane and maximal supergravity on adS5 × S5 by introducing mac ..."
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Cited by 508 (1 self)
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Maldacena has put forward large N correspondence between superconformal field theories on the brane and antide Sitter supergravity in spacetime. We study some aspects of the correspondence between N = 4 superconformal gauge theory on D3brane and maximal supergravity on adS5 × S5 by introducing
Powerlaw distributions in empirical data
 ISSN 00361445. doi: 10.1137/ 070710111. URL http://dx.doi.org/10.1137/070710111
, 2009
"... Powerlaw distributions occur in many situations of scientific interest and have significant consequences for our understanding of natural and manmade phenomena. Unfortunately, the empirical detection and characterization of power laws is made difficult by the large fluctuations that occur in the t ..."
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Cited by 607 (7 self)
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Powerlaw distributions occur in many situations of scientific interest and have significant consequences for our understanding of natural and manmade phenomena. Unfortunately, the empirical detection and characterization of power laws is made difficult by the large fluctuations that occur
Large fluctuations of time and change of spacetime signature
, 2000
"... We consider fivedimensional cylindric spacetime V 5 with foliation of codimension 1. The leaves of this foliation are fourdimensional ”parallel” universes. The metric of fivedimensional spacetime and induced metrics of fourdimensional universes are flat. The ”large” fluctuations of the 5metric a ..."
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We consider fivedimensional cylindric spacetime V 5 with foliation of codimension 1. The leaves of this foliation are fourdimensional ”parallel” universes. The metric of fivedimensional spacetime and induced metrics of fourdimensional universes are flat. The ”large” fluctuations of the 5metric
Results 1  10
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8,822