Multifractal Company Market: An Application to the Stock Market Indices

Using the multiscale normalized partition function, we exploit the multifractal analysis based on directly measurable shares of companies in the market. We present evidence that markets of competing firms are multifractal/multiscale. We verified this by (i) using our model that described the critical properties of the company market and (ii) analyzing a real company market defined by the S&P500 index. As the valuable reference case, we considered a four-group market model that skillfully reconstructs this index’s empirical data. We point out that a four-group company market organization is universal because it can perfectly describe the essential features of the spectrum of dimensions, regardless of the analyzed series of shares. The apparent differences from the empirical data appear only at the level of subtle effects.

Estimating Gibbs partition function with quantum Clifford sampling

The partition function is an essential quantity in statistical mechanics, and its accurate computation is a key component of any statistical analysis of quantum system and phenomenon. However, for interacting many-body quantum systems, its calculation generally involves summing over an exponential number of terms and can thus quickly grow to be intractable. Accurately and efficiently estimating the partition function of its corresponding system Hamiltonian then becomes the key in solving quantum many-body problems. In this paper we develop a hybrid quantumclassical algorithm to estimate the partition function, utilising a novel Clifford sampling technique. Note that previous works on quantum estimation of partition functions require O(1/ε√∆)-depth quantum circuits [17, 23], where ∆ is the minimum spectral gap of stochastic matrices and ε is the multiplicative error. Our algorithm requires only a shallow O(1)-depth quantum circuit, repeated O(n/ε2) times, to provide a comparable ε approximation. Shallow-depth quantum circuits are considered vitally important for currently available NISQ (Noisy Intermediate-Scale Quantum) devices.

Grand canonical partition function of a serial metallic island system

We present a calculation of the grand canonical partition function of a serial metallic island system by the imaginary-time path integral formalism. To this purpose, all electronic excitations in the lead and island electrodes are described using Grassmann numbers. The Coulomb charging energy of the system is represented in terms of phase fields conjugate to the island charges. By the large channel approximation, the tunneling action phase dependence can also be determined explicitly. Therefore, we represent the partition function as a path integral over phase fields with a path probability given in an analytically known effective action functional. Using the result, we also propose a calculation of the average electron number of the serial island system in terms of the expectation value of winding numbers. Finally, as an example, we describe the Coulomb blockade effect in the two-island system by the average electron number and propose a method to construct the quantum stability diagram.

Decomposition of BPS moduli spaces and asymptotics of supersymmetric partition functions

We present a prototype for Wilsonian analysis of asymptotics of supersymmetric partition functions of non-abelian gauge theories. Localization allows expressing such partition functions as an integral over a BPS moduli space. When the limit of interest introduces a scale hierarchy in the problem, asymptotics of the partition function is obtained in the Wilsonian approach by i) decomposing (in some suitable scheme) the BPS moduli space into various patches according to the set of light fields (lighter than the scheme dependent cut-off Λ) they support, ii) localizing the partition function of the effective field theory on each patch (with cut-offs set by the scheme), and iii) summing up the contributions of all patches to obtain the final asymptotic result (which is scheme-independent and accurate as Λ → ∞). Our prototype concerns the Cardy-like asymptotics of the 4d superconformal index, which has been of interest recently for its application to black hole microstate counting in AdS5/CFT4. As a byproduct of our analysis we obtain the most general asymptotic expression for the index of gauge theories in the Cardy-like limit, encompassing and extending all previous results.

Quantum-tunneling transitions and exact statistical mechanics of bistable systems with parametrized Dikandé–Kofané double-well potentials

We consider a one-dimensional system of interacting particles (which can be atoms, molecules, ions, etc.), in which particles are subjected to a bistable potential the double-well shape of which is tunable via a shape deformability parameter. Our objective is to examine the impact of shape deformability on the order of transition in quantum tunneling in the bistable system, and on the possible existence of exact solutions to the transfer-integral operator associated with the partition function of the system. The bistable potential is represented by a class composed of three families of parametrized double-well potentials, whose minima and barrier height can be tuned distinctly. It is found that the extra degree of freedom, introduced by the shape deformability parameter, favors a first-order transition in quantum tunneling, in addition to the second-order transition predicted with the $$\phi ^4$$ ϕ 4 model. This first-order transition in quantum tunneling, which is consistent with Chudnovsky’s conjecture of the influence of the shape of the potential barrier on the order of thermally assisted transitions in bistable systems, is shown to occur at a critical value of the shape-deformability parameter which is the same for the three families of parametrized double-well potentials. Concerning the statistical mechanics of the system, the associate partition function is mapped onto a spectral problem by means of the transfer-integral formalism. The condition that the partition function can be exactly integrable, is determined by a criterion enabling exact eigenvalues and eigenfunctions for the transfer-integral operator. Analytical expressions of some of these exact eigenvalues and eigenfunctions are given, and the corresponding ground-state wavefunctions are used to compute the probability density which is relevant for calculations of thermodynamic quantities such as the correlation functions and the correlation lengths. Graphic Abstract

Fast Algorithms for General Spin Systems on Bipartite Expanders

A spin system is a framework in which the vertices of a graph are assigned spins from a finite set. The interactions between neighbouring spins give rise to weights, so a spin assignment can also be viewed as a weighted graph homomorphism. The problem of approximating the partition function (the aggregate weight of spin assignments) or of sampling from the resulting probability distribution is typically intractable for general graphs. In this work, we consider arbitrary spin systems on bipartite expander Δ-regular graphs, including the canonical class of bipartite random Δ-regular graphs. We develop fast approximate sampling and counting algorithms for general spin systems whenever the degree and the spectral gap of the graph are sufficiently large. Roughly, this guarantees that the spin system is in the so-called low-temperature regime. Our approach generalises the techniques of Jenssen et al. and Chen et al. by showing that typical configurations on bipartite expanders correspond to “bicliques” of the spin system; then, using suitable polymer models, we show how to sample such configurations and approximate the partition function in Õ( n 2 ) time, where n is the size of the graph.

Solutions of Schrodinger equation and thermodynamic properties of Iodine and Scandium Fluoride molecules based on Formula method

The study presents the thermodynamic properties of the Iodine and Scandium Flouride molecules with molecular Deng-Fan potential. The bound state energy solution of the radial Schrodinger equation is obtained via the formula method. The partition function and other thermodynamic properties are evaluated via the Poisson summation approach. The numerical values of energy of the I2 and ScF molecules are found to be in agreement with results obtained from other methods in the literature. The results further show that the partition function decreases, and then converges to a constant value as temperature increases.

Dual Superconductor Model of Confinement: Quantum-String Representation of the 4D Yang–Mills Theory on a Torus and the Correlation Length away from the London Limit

This paper is devoted to the dual superconductor model of confinement in the 4D Yang–Mills theory. In the first part, we consider the latter theory compactified on a torus, and use the dual superconductor model in order to obtain the Polchinski–Strominger term in the string representation of a Wilson loop. For a certain realistic critical value of the product of circumferences of the compactification circles, which is expressed in terms of the gluon condensate and the vacuum correlation length, the coupling of the Polchinski–Strominger term turns out to be such that the string conformal anomaly cancels out, making the string representation fully quantum. In the second part, we use the analogy between the London limit of the dual superconductor and the low-energy limit of the 4D compact QED, to obtain the partition function of the dual superconductor model away from the London limit. There, we find a decrease of the vacuum correlation length, and derive the corresponding potential of monopole currents.

Black Hole Quasinormal Modes and Seiberg–Witten Theory

We present new analytic results on black hole perturbation theory. Our results are based on a novel relation to four-dimensional $${\mathcal {N}}=2$$ N = 2 supersymmetric gauge theories. We propose an exact version of Bohr-Sommerfeld quantization conditions on quasinormal mode frequencies in terms of the Nekrasov partition function in a particular phase of the $$\Omega $$ Ω -background. Our quantization conditions also enable us to find exact expressions of eigenvalues of spin-weighted spheroidal harmonics. We test the validity of our conjecture by comparing against known numerical results for Kerr black holes as well as for Schwarzschild black holes. Some extensions are also discussed.