Portfolio analysis and optimization, together with the associated risk assessment and
management, require knowledge of the likely distributions of returns at different time scales …

We consider the fluctuations of the free energy for the 2-spin spherical Sherrington–
Kirkpatrick model with no magnetic field. We show that the law of the fluctuations converges …

We review some applications of central limit theorems and extreme values statistics in the
context of disordered systems. We discuss several problems, in particular concerning …

Extremal Optimization (EO), a new local search heuristic, is used to approximate ground
states of the mean-field spin glass model introduced by Sherrington and Kirkpatrick. The …

We show that large deviation properties of Erdös-Rényi random graphs can be derived from
the free energy of the q-state Potts model of statistical mechanics. More precisely the …

We compute analytically the probability distribution of large deviations in the spin-glass free
energy for the Sherrington-Kirkpatrick mean-field model; ie, we compute the exponentially …

We consider the probability distribution of large deviations in the spin-glass free energy for
the Sherrington-Kirkpatrick mean-field model, ie, the exponentially small probability of …

We study the probability distribution function of the ground-state energies of the disordered
one-dimensional Ising spin chain with power-law interactions using a combination of …

We derive, within the replica formalism, a generalisation of the Crisanti–Sommers formula to
describe the large deviation function (LDF) L (e) for the speed-N atypical fluctuations of the …

We investigate zero and finite-temperature properties of the one-dimensional spin-glass
model for vector spins in the limit of an infinite number m of spin components where the …