CM Seminars

[CM ICTP - Trieste]

CONDENSED MATTER AND STATISTICAL PHYSICS SECTION
	
INFORMAL SEMINAR on   Disorder and strong electron correlations




Thursday, 2 November    -    11:00 a.m.



Room 239,  Main Bldg.- II floor



S. TEBER  ( the Abdus Salam I.C.T.P. )



" Bosonization approach to charge and spin dynamics of 1D fermions "


Abstract


The dynamics of fermions in clean quantum wires are generally described 
by the low-energy Tomonaga-Luttinger model which assumes forward 
scattering interactions and a linearized  dispersion: $\xi_k = 
v(|k|-k_F)$, around the Fermi points $\pm k_F$.  This model can be 
solved exactly with the help of the bosonization technique which maps 
the low-energy interacting fermions to free bosons. At these 
low-energies the dynamics of spin and charge excitations are separated 
and dissipation-less. In this talk some higher-energy features of the 
dynamics will be explored with the help of bosonization by taking into 
account band-curvature corrections to the spectrum: $\xi_k = v(|k|-k_F) 
+ (|k|-k_F)2/2m$. The latter lead to interactions between the 
low-energy bosons which are crucial to the description of the precise 
line-shape of dynamical correlators (in relation with plasmon life-time 
and optical fermion  conductivity).  I will show how this non-linear 
bosonization can be implemented, discuss its efficiency and limitations 
and finally give signatures of spin-charge coupling due to 
band-curvature on dynamical correlation functions. The latter could be 
observed experimentally via energy and momentum resolved 
spectroscopies.
=======================================



CONDENSED MATTER AND STATISTICAL PHYSICS SECTION

	
INFORMAL SEMINAR  on  Statistical Physics




Wednesday, 8 November    -    11:00 a.m.



Seminar Room - Main Building  (first floor)

		

R. KÜHN   ( King's College, London )


" Statistical physics approach to models of risk "



Abstract

We look at the problem of estimating risk (Operational Risk, Credit 
Risk and Market Risk) and argue that risk elements, such as processes 
in an organization, credits  in a loan-portfolio or share prices in an 
investment portfolio cannot be regarded as independent. This naturally 
leads to formulating risk models as dynamical models of interacting 
degrees of freedom (particles).  The operational risk and credit risk 
problems can be cast into a language describing heterogeneous lattice 
gasses, in which interaction parameters and non-uniform chemical 
potentials have an interpretation in terms of unconditional and 
conditional failure probabilities.  For the market risk problem, a 
minimal interacting generalization of the classical Geometric Brownian 
Motion model leads to a formulation of market dynamics that is formally 
similar to the dynamics of graded response neurons.  We describe 
elements of the statistical mechanical analysis of these models to 
reveal their macroscopic properties.