Zobrazeno 1 - 10
of 52
pro vyhledávání: '"Villamaina, Dario"'
Many active funds hold concentrated portfolios. Flow-driven trading in these securities causes price pressure, which pushes up the funds' existing positions resulting in realized returns. We decompose fund returns into a price pressure (self-inflated
Externí odkaz:
http://arxiv.org/abs/2405.12768
Publikováno v:
Physics of Fluids 28, 083302 (2016)
The self-similar expansion of a blast wave, well-studied in air, has peculiar counterparts in dense and dissipative media such as granular gases. Recent results have shown that, while the traditional Taylor-von Neumann-Sedov (TvNS) derivation is not
Externí odkaz:
http://arxiv.org/abs/1606.02134
Publikováno v:
Phys. Rev. Lett. 115, 214301 (2015)
The blast caused by an intense explosion has been extensively studied in conservative fluids, where the Taylor-von Neumann-Sedov hydrodynamic solution is a prototypical example of self-similarity driven by conservation laws. In dissipative media howe
Externí odkaz:
http://arxiv.org/abs/1510.08678
Autor:
Monasson, Rémi, Villamaina, Dario
We consider the problem of estimating the principal components of a population correlation matrix from a limited number of measurement data. Using a combination of random matrix and information-theoretic tools, we show that all the eigenmodes of the
Externí odkaz:
http://arxiv.org/abs/1503.00287
Publikováno v:
Phys. Rev. E 89, 062146 (2014)
We consider an invariant random matrix model where the standard Gaussian potential is distorted by an additional single pole of order $m$. We compute the average or macroscopic spectral density in the limit of large matrix size, solving the loop equa
Externí odkaz:
http://arxiv.org/abs/1402.0755
Autor:
Villamaina, Dario, Trizac, Emmanuel
Publikováno v:
European Journal of Physics 35, 035011 (2014)
The isothermal compressibility of an interacting or non interacting system may be extracted from the fluctuations of the number of particles in a well chosen control volume. Finite size effects are prevalent and should then be accounted for to obtain
Externí odkaz:
http://arxiv.org/abs/1401.2683
Publikováno v:
J. Phys. A: Math. Theor. 46 (2013) 022001
We compute analytically the probability density function (pdf) of the largest eigenvalue $\lambda_{\max}$ in rotationally invariant Cauchy ensembles of $N\times N$ matrices. We consider unitary ($\beta = 2$), orthogonal ($\beta =1$) and symplectic ($
Externí odkaz:
http://arxiv.org/abs/1210.5400
Autor:
Villamaina, Dario, Vivo, Pierpaolo
Publikováno v:
Phys. Rev. B 88, 041301 (2013)
We compute analytically the distributions of concurrence $\bm{\mathcal{C}}$ and squared norm $\bm{\mathcal{N}}$ for the production of electronic entanglement in a chaotic quantum dot. The dot is connected to the external world via one ideal and one p
Externí odkaz:
http://arxiv.org/abs/1207.4623
Publikováno v:
J. Stat. Mech. (2012) L06001
We study the Einstein relation between diffusion and response to an external field in systems showing superdiffusion. In particular, we investigate a continuous time Levy walk where the velocity remains constant for a time \tau, with distribution P(\
Externí odkaz:
http://arxiv.org/abs/1205.6621