Critical Dynamics of Random Surfaces and Multifractal Scaling

Christof Schmidhuber

Papers from arXiv.org

Abstract: The critical dynamics of conformal field theories on random surfaces is investigated beyond the previously studied dynamics of the overall area and the genus. It is found that the evolution of the order parameter in physical time performs a generalization of the multifractal random walk. Accordingly, the higher moments of time variations of the order parameter exhibit multifractal scaling. The series of Hurst exponents is computed and illustrated at the examples of the Ising-, 3-state-Potts-, and general minimal models as well as $c=1$ models on a random surface. It is noted that some of these models can replicate the observed multifractal scaling in financial markets.

Date: 2025-05, Revised 2025-11
New Economics Papers: this item is included in nep-ets and nep-mac
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://arxiv.org/pdf/2505.23928 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2505.23928

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().