In this talk, we explore an approach to understanding price fluctuations within a market via considerations of functional dependencies between asset prices. Interestingly, this approach suggests a class of models of a type used earlier to describe the dynamics of real and artificial neural networks. Statistical physics approaches turn out to be suitable for an analysis of their collective...
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability density function of the particle displacement is distinctly non-Gaussian, and often of exponential (Laplace) shape. This behaviour has been interpreted as...
Chemical processes in closed systems inevitably relax to equilibrium. Living systems avoid this fate and give rise to a much richer diversity of phenomena by operating under nonequilibrium conditions. Recent experiments in dissipative self-assembly also demonstrated that by opening reaction vessels and steering certain concentrations, an ocean of opportunities for artificial synthesis and...
The sensitivity to perturbations of the Fisher, Kolmogorov, Petrovskii, and Piskunov (FKPP) wave front is used to find a quantity revealing the perturbation of diffusion in a concentrated solution. We consider two chemical species A and B engaged in the reaction A + B $\rightarrow$ 2A. When A and B have different diffusivities $D_A$ and $D_B$, the deterministic dynamics includes...
