Time-series characteristics of UK commercial property returns: testing for multiple changes in persistence

The random-walk hypothesis, vis-à-vis asset prices , suggests that prices traded in a market cannot be predicted based on historical information. Employing unsecuritised UK commercial property returns, we analyze this hypothesis, investigating multiple changes in persistence in the series . Our results uncover multiple changes in persistence in both the aggregate and sector-specific data. We highlight some implications for academics, practitioners and regulators

Quark mixing renormalization effects in the determination of |V_{tq}|

We study the numerical effects of several renormalization schemes of the Cabibbo-Kobayashi-Maskawa (CKM) quark mixing matrix on the top-quark decay widths. We then employ these results to infer the relative shifts in the CKM parameters |V_{tq}|^2 due to the quark mixing renormalization corrections, assuming that they are determined directly from the top-quark partial decay widths, without imposing unitarity constraints. We also discuss the implications of these effects on the ratio R = Gamma(t -> Wb) / Gamma_t and the determination of |V_{tb}|^2.Comment: 10 pages, 3 table

Optical properties of Ge-oxygen defect center embedded in silica films

The photo-luminescence features of Ge-oxygen defect centers in a 100nm thick Ge-doped silica film on a pure silica substrate were investigated by looking at the emission spectra and time decay detected under synchrotron radiation excitation in the 10-300 K temperature range. This center exhibits two luminescence bands centered at 4.3eV and 3.2eV associated with its de-excitation from singlet (S1) and triplet (T1) states, respectively, that are linked by an intersystem crossing process. The comparison with results obtained from a bulk Ge-doped silica sample evidences that the efficiency of the intersystem crossing rate depends on the properties of the matrix embedding the Ge-oxygen defect centers, being more effective in the film than in the bulk counterpart.Comment: 10 pages, 3 figures, in press on J. Non cryst. solids (2007

Supersymmetry without a light Higgs boson at the LHC

We analyze the LHC phenomenology of lambdaSUSY - a version of NMSSM with a largish SH1H2 coupling. The scalar spectrum of the model contains a 200-300 GeV Higgs boson h with Standard-Model like properties, and heavy CP-even and CP-odd Higgs bosons H and A with masses in 500-800 GeV range. We study the discovery potential of H and A in the decay chains H->hh->4V->2l6j and A->Zh->Z2V->2l4j. The dominant backgrounds are the diffuse Z6j and Z4j productions, which can be suppressed by demanding reconstruction of V's and h's in intermediate states. The excess of signal events allows for a discovery of both H and A with over 5sigma significance for 100 inverse fb of integrated luminosity.Comment: 29 pages, 19 figure

R-Parity Violating Supersymmetry Explanation for Large t tbar Forward-Backward Asymmetry

We propose a supersymmetric explanation for the anomalously high forward backward asymmetry in top pair production measured by CDF and D0. We suppose that it is due to the t-channel exchange of a right-handed sbottom which couples to d_R and t_R, as is present in the R-parity violating minimal supersymmetric standard model. We show that all Tevatron and LHC experiments' t tbar constraints may be respected for a sbottom mass between 300 and 1200 GeV, and a large Yukawa coupling >2.2, yielding A_{FB} up to 0.18. The non Standard Model contribution to the LHC charge asymmetry parameter is Delta A_C^y=0.017-0.045, small enough to be consistent with current measurements but non-zero and positive, allowing for LHC confirmation in the future within 20 fb^-1. A small additional contribution to the LHC t tbar production cross-section is also predicted, allowing a further test. We estimate that 10 fb^-1 of LHC luminosity would be sufficient to rule out the proposal to 95% confidence level, if the measurements of the t tbar cross-section turn out to be centred on the Standard Model prediction.Comment: 5 pages, 2 figures, v2 has added comments and references and increased statistics, leading to more accurate numerical predictions. v3 has typos in Fig 1 fixed: arrow directions and t and tbar labels. v4 has added discussion and corrections to Eq 4. v5 has luminosity predictions, additional checks and small numerical change

Repeatability and validity of a food frequency questionnaire in free-living older people in relation to cognitive function

Objectives: To determine the repeatability and validity of a self-administered, 175-item food frequency questionnaire (FFQ) in free-living older people and to assess whether these are influenced by cognitive function. Participants and setting: 189 free-living people aged 64-80y were recruited from participants in a previous study. Design: To assess repeatability, 102 (52M, 50F) participants completed the FFQ on two occasions three months apart. To assess validity, another 87 participants (44 M, 43 F) completed the FFQ and a four-day weighed diet record three months later. 25 nutrients were studied. Results: For repeatability, Spearman rank correlation coefficients were above 0.35 (p<0.05) for all nutrients. Cohen’s weighted Kappa was above 0.4 for all nutrients except starch, riboflavin, retinol, β-carotene, and calcium. There were no substantial differences in correlation coefficients between sub-groups divided by short-term memory test score. There was no clear pattern for correlation coefficients in sub-groups divided by executive function test score. For validity, the Spearman rank correlation coefficients were above 0.2 (p<0.05) for all nutrients except fat, mono-unsaturated fatty acids, niacin equivalents and vitamin D, and Cohen’s weighted kappa was above 0.4 for alcohol and was above 0.2 for 13 other nutrients. Participants in the lowest-score groups of short-term memory and executive function had the lowest median Spearman correlation coefficient. Conclusions: The FFQ had reasonable repeatability and validity in ranking nutrient intakes in this population though the results varied between nutrients. Poor short-term memory or executive function may affect FFQ validity in ranking nutrient intakes

The radio lighthouse CU Virginis: the spindown of a single main sequence star

The fast rotating star CU Virginis is a magnetic chemically peculiar star with an oblique dipolar magnetic field. The continuum radio emission has been interpreted as gyrosyncrotron emission arising from a thin magnetospheric layer. Previous radio observations at 1.4 GHz showed that a 100% circular polarized and highly directive emission component overlaps to the continuum emission two times per rotation, when the magnetic axis lies in the plane of the sky. This sort of radio lighthouse has been proposed to be due to cyclotron maser emission generated above the magnetic pole and propagating perpendicularly to the magnetic axis. Observations carried out with the Australia Telescope Compact Array at 1.4 and 2.5 GHz one year after this discovery show that this radio emission is still present, meaning that the phenomenon responsible for this process is steady on a timescale of years. The emitted radiation spans at least 1 GHz, being observed from 1.4 to 2.5 GHz. On the light of recent results on the physics of the magnetosphere of this star, the possibility of plasma radiation is ruled out. The characteristics of this radio lighthouse provides us a good marker of the rotation period, since the peaks are visible at particular rotational phases. After one year, they show a delay of about 15 minutes. This is interpreted as a new abrupt spinning down of the star. Among several possibilities, a quick emptying of the equatorial magnetic belt after reaching the maximum density can account for the magnitude of the breaking. The study of the coherent emission in stars like CU Vir, as well as in pre main sequence stars, can give important insight into the angular momentum evolution in young stars. This is a promising field of investigation that high sensitivity radio interferometers such as SKA can exploit.Comment: Accepted to MNRAS, 8 pages, 7 figures, updated versio

Infrastrutture verdi multifunzionali: un caso di studio dalla città metropolitana di Cagliari

Le infrastrutture verdi (IV) sono definite come reti di aree naturali e semi-naturali pianificate a livello strategico per garantire la connessione ecologica tra gli ecosistemi. La questione dell’identificazione spaziale delle IV e della loro gestione rappresenta quindi un tema chiave nella pianificazione del paesaggio. Infatti, la definizione delle IV, favorendo l’integrazione del concetto della conservazione della biodiversità nelle pratiche pianificatorie, può contribuire all’attuazione dell’articolo 10 della Direttiva 92/43/CEE. Partendo dall’approccio utilizzato da Arcidiacono et al. (2016), il contributo sviluppa una metodologia di supporto alle decisioni per l’identificazione di una possibile IV tenendo conto del concetto di multifunzionalità attraverso quattro valori (valore conservazionistico, valore naturale, valore ricrea-tivo e patrimonio antropico) nel contesto della città metropolitana di Cagliari. In particolare, l’introduzione del valore conservazionistico sottolinea l’importanza della tutela della biodiversità, tematica fortemente connessa al concetto di IV, in quanto la conservazione di aree naturali e semi-naturali (quali sono gli habitat tutelati dalla Direttiva Habitat) all’interno di paesaggi a vario livello antropizzati e urbanizzati (Garmendia et al., 2016) è prerequisito essenziale per l’erogazione di servizi ecosistemici da parte delle IV. L’analisi dei quattro valori mostra come, all’interno del territorio analizzato, aree diverse tendono ad esercitare funzioni differenti, talvolta mutuamente comple-mentari. Di conseguenza, lo studio di sinergie e trade off tra aree e valori risulta di fondamentale importanza nella definizione di una IV

Replica bounds for diluted non-Poissonian spin systems

In this paper we extend replica bounds and free energy subadditivity arguments to diluted spin-glass models on graphs with arbitrary, non-Poissonian degree distribution. The new difficulties specific of this case are overcome introducing an interpolation procedure that stresses the relation between interpolation methods and the cavity method. As a byproduct we obtain self-averaging identities that generalize the Ghirlanda-Guerra ones to the multi-overlap case.Comment: Latex file, 15 pages, 2 eps figures; Weak point revised and corrected; Misprints correcte

Polarization and angular distribution of the radiation emitted in laser-assisted recombination

The effect of an intense external linear polarized radiation field on the angular distributions and polarization states of the photons emitted during the radiative recombination is investigated. It is predicted, on symmetry grounds, and corroborated by numerical calculations of approximate recombination rates, that emission of elliptically polarized photons occurs when the momentum of the electron beam is not aligned to the direction of the oscillating field. Moreover, strong modifications to the angular distributions of the emitted photons are induced by the external radiation field.Comment: 5 pages, 3 figure