Perturbation series at large order and vacuum instability

Author(s):  
J. Zinn - Justin
1977 ◽  
Vol 15 (6) ◽  
pp. 1558-1564 ◽  
Author(s):  
E. Brézin ◽  
J.-C. Le Guillou ◽  
J. Zinn-Justin

1990 ◽  
Vol 65 (15) ◽  
pp. 1949-1952 ◽  
Author(s):  
E. Brézin ◽  
A. Fujita ◽  
S. Hikami

1992 ◽  
Vol 07 (15) ◽  
pp. 1337-1344 ◽  
Author(s):  
HIDEAKI AOYAMA

We shed new light on the large-order behavior of the perturbation theory for the quantum mechanics with degenerate minima. The dominant contribution at large-order of perturbation is identified as a bounce-like solution of an effective theory in Euclidean path-integral formalism. Based on this observation, we define an improved perturbation theory, which utilizes the symmetry of the theory. It is shown to yield a Borel-summable series.


1990 ◽  
Vol 65 (23) ◽  
pp. 2921-2921 ◽  
Author(s):  
E. Brézin ◽  
A. Fujita ◽  
S. Hikami

2005 ◽  
Vol 20 (12) ◽  
pp. 881-896 ◽  
Author(s):  
MASATOSHI SATO ◽  
TOSHIAKI TANAKA

We examine in detail nonperturbative corrections for low lying energies of a symmetric triple-well potential with non-equivalent vacua, for which there have been disagreement about asymptotic formulas and controversy over the validity of the dilute gas approximation. We carry out investigations from various points of view, including not only a numerical comparison of the nonperturbative corrections with the exact values but also the prediction on the large order behavior of the perturbation series, consistency with the perturbative corrections, and comparison with the WKB approximation. We show that all the results support our formulas previously obtained from the valley method calculation beyond the dilute gas approximation.


1978 ◽  
Vol 17 (8) ◽  
pp. 2144-2159 ◽  
Author(s):  
C. Bervillier ◽  
J. M. Drouffe ◽  
J. Zinn-Justin ◽  
C. Godrèche

2016 ◽  
pp. 66-86
Author(s):  
A. Obizhaeva

The paper presents a microstructure analysis of the crash of the Russian ruble in mid-December 2014. The author shows that the market break probably happened due to the execution of a large order that converted Russian rubles into U.S. dollars over a short period of a few days. Expirations of futures and options as well as possible front-running could have exacerbated the collapse of the Russian currency. The paper discusses measures taken by the Moscow Exchange and Bank of Russia during the episode and makes several recommendations to prevent a repetition of the similar events and provide an effective response in the face of future market breaks.


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