Miguel Virasoro | Universidad Nacional de General Sarmiento (original) (raw)
Uploads
Papers by Miguel Virasoro
Http Dx Doi Org 10 1080 03091928808208860, Aug 18, 2006
ABSTRACT
Phys Rev Lett, 1969
We generalize Veneziano's formula for the five-point function by writing an integral formula on a... more We generalize Veneziano's formula for the five-point function by writing an integral formula on a two-dimensional space and imposing on it the requirements implied by crossing symmetry, analyticity, and Regge behavior.
Physica A: Statistical Mechanics and its Applications
Physical review D: Particles and fields
ABSTRACT
Journal de Physique I
We study the replica free energy surface for a spin glass model near the glassy temperature. In t... more We study the replica free energy surface for a spin glass model near the glassy temperature. In this model the simplicity of the equilibrium solution hides non trivial metastable saddle points. By means of the stability analysis performed for one and two real replicas constrained, an interpretation for some of them is achieved. 1 Introduction In spin glass models, replica symmetry breaking implies the existence of many pure states of equilibrium. Their hierarchical organisation is described by the order parameter Q = fq ab g [1]. In the SK model q ab has a continuum form and it is a marginally stable saddle point of the replica free energy surface in the limit n ! 0 [2]. In other models, like the p-spin spherical model, the stable solution is just one-step, yielding a simpler equilibrium state organisation [3]. In this paper we investigate this different feature from the stability point of view. We use the generalisation of the replica method recently developed to study non equilib...
We find a remarkable time persistence of various proxies for the kurtosis (p-kurtosis) of the int... more We find a remarkable time persistence of various proxies for the kurtosis (p-kurtosis) of the intraday returns distribution for the S&P500 index and this permits a significant measure of their evolution from 1983 to 2004. There appears a long time scale dramatic variation of the p-kurtosis uncorrelated with the variation of the volatility thus falsifying any hypothesis of a universal shape for the probability distribution of the returns. A large increase in the kurtosis anticipates the October 87 crash. During the years 1991-2003 it continuously decreases even when the volatility grows during the dot-com bubble. We propose some speculative interpretations of these results.
Journal de Physique, 1989
Journal de Physique, 1989
Journal de Physique, 1989
Journal de Physique Lettres, 1985
Physical Review, 1966
We consider the generalization of the meson bootstrap scheme to SW¯(3) symmetry, assigning the sp... more We consider the generalization of the meson bootstrap scheme to SW¯(3) symmetry, assigning the spin zero mesons to the (3,3*) ⊕ (3*,3) representation. We find that the leading Regge trajectory is an SW¯(3) singlet and identify it with the Pomeranchuk trajectory. In addition we observe that the self-consistent solution includes the vector and axial vector mesons in the (1,8) ⊕
Cognition, Computation, and Consciousness, 1997
Lecture Notes in Physics, 2008
The historical path leading to the so-called Virasoro algebra is recalled, and the associated phy... more The historical path leading to the so-called Virasoro algebra is recalled, and the associated physical context is briefly discussed.
Lecture Notes in Physics, 1990
ABSTRACT
Http Dx Doi Org 10 1080 03091928808208860, Aug 18, 2006
ABSTRACT
Phys Rev Lett, 1969
We generalize Veneziano's formula for the five-point function by writing an integral formula on a... more We generalize Veneziano's formula for the five-point function by writing an integral formula on a two-dimensional space and imposing on it the requirements implied by crossing symmetry, analyticity, and Regge behavior.
Physica A: Statistical Mechanics and its Applications
Physical review D: Particles and fields
ABSTRACT
Journal de Physique I
We study the replica free energy surface for a spin glass model near the glassy temperature. In t... more We study the replica free energy surface for a spin glass model near the glassy temperature. In this model the simplicity of the equilibrium solution hides non trivial metastable saddle points. By means of the stability analysis performed for one and two real replicas constrained, an interpretation for some of them is achieved. 1 Introduction In spin glass models, replica symmetry breaking implies the existence of many pure states of equilibrium. Their hierarchical organisation is described by the order parameter Q = fq ab g [1]. In the SK model q ab has a continuum form and it is a marginally stable saddle point of the replica free energy surface in the limit n ! 0 [2]. In other models, like the p-spin spherical model, the stable solution is just one-step, yielding a simpler equilibrium state organisation [3]. In this paper we investigate this different feature from the stability point of view. We use the generalisation of the replica method recently developed to study non equilib...
We find a remarkable time persistence of various proxies for the kurtosis (p-kurtosis) of the int... more We find a remarkable time persistence of various proxies for the kurtosis (p-kurtosis) of the intraday returns distribution for the S&P500 index and this permits a significant measure of their evolution from 1983 to 2004. There appears a long time scale dramatic variation of the p-kurtosis uncorrelated with the variation of the volatility thus falsifying any hypothesis of a universal shape for the probability distribution of the returns. A large increase in the kurtosis anticipates the October 87 crash. During the years 1991-2003 it continuously decreases even when the volatility grows during the dot-com bubble. We propose some speculative interpretations of these results.
Journal de Physique, 1989
Journal de Physique, 1989
Journal de Physique, 1989
Journal de Physique Lettres, 1985
Physical Review, 1966
We consider the generalization of the meson bootstrap scheme to SW¯(3) symmetry, assigning the sp... more We consider the generalization of the meson bootstrap scheme to SW¯(3) symmetry, assigning the spin zero mesons to the (3,3*) ⊕ (3*,3) representation. We find that the leading Regge trajectory is an SW¯(3) singlet and identify it with the Pomeranchuk trajectory. In addition we observe that the self-consistent solution includes the vector and axial vector mesons in the (1,8) ⊕
Cognition, Computation, and Consciousness, 1997
Lecture Notes in Physics, 2008
The historical path leading to the so-called Virasoro algebra is recalled, and the associated phy... more The historical path leading to the so-called Virasoro algebra is recalled, and the associated physical context is briefly discussed.
Lecture Notes in Physics, 1990
ABSTRACT
In economic models, expectations about future parameters influence the behaviour of the agents.... more In economic models, expectations about future parameters influence the
behaviour of the agents. To have a well-defined model one has to
write down a closed system of equations that relates expected and real
values. Infinite rationality with perfect foresight provides a simple and
appealing recipe. Other possibilities include adaptive expectations
and/or evolving, adaptive agents. In this paper we examine critically
some of these ideas in a simple model for inflation.