Dependence Properties of exit times with applications to risk management

We investigate the dependence structure of d-dimensional Itˆo processes which are not necessarily time-homogeneous. Sufficient conditions are given which imply that the processes are associated, i.e. show a certain kind of positive dependence. We also prove that associated processes have associated hitting times. Some applications in risk management are given

Measurement of the Transmission Phase of an Electron in a Quantum Two-Path Interferometer

A quantum two-path interferometer allows for direct measurement of the transmission phase shift of an electron, providing useful information on coherent scattering problems. In mesoscopic systems, however, the two-path interference is easily smeared by contributions from other paths, and this makes it difficult to observe the \textit{true} transmission phase shift. To eliminate this problem, multi-terminal Aharonov-Bohm (AB) interferometers have been used to derive the phase shift by assuming that the relative phase shift of the electrons between the two paths is simply obtained when a smooth shift of the AB oscillations is observed. Nevertheless the phase shifts using such a criterion have sometimes been inconsistent with theory. On the other hand, we have used an AB ring contacted to tunnel-coupled wires and acquired the phase shift consistent with theory when the two output currents through the coupled wires oscillate with well-defined anti-phase. Here, we investigate thoroughly these two criteria used to ensure a reliable phase measurement, the anti-phase relation of the two output currents and the smooth phase shift in the AB oscillation. We confirm that the well-defined anti-phase relation ensures a correct phase measurement with a quantum two-path interference. In contrast we find that even in a situation where the anti-phase relation is less well-defined, the smooth phase shift in the AB oscillation can still occur but does not give the correct transmission phase due to contributions from multiple paths. This indicates that the phase relation of the two output currents in our interferometer gives a good criterion for the measurement of the \textit{true} transmission phase while the smooth phase shift in the AB oscillation itself does not.Comment: 5 pages, 4 figure

Enhanced self-field critical current density of nano-composite YBa(2)Cu(3)O(7) thin films grown by pulsed-laser deposition

This is the author's accepted manuscript. The final published article is available from the link below. Copyright @ EPLA, 2008.Enhanced self-field critical current density Jc of novel, high-temperature superconducting thin films is reported. Layers are deposited on (001) MgO substrates by laser ablation of YBa2Cu3O7−δ(Y-123) ceramics containing Y2Ba4CuMOx (M-2411, M=Ag, Nb, Ru, Zr) nano-particles. The Jc of films depends on the secondary-phase content of the ceramic targets, which was varied between 0 and 15 mol%. Composite layers (2 mol% of Ag-2411 and Nb-2411) exhibit Jc values at 77 K of up to 5.1 MA/cm2, which is 3 to 4 times higher than those observed in films deposited from phase pure Y-123 ceramics. Nb-2411 grows epitaxially in the composite layers and the estimated crystallite size is ~10 nm.The Austrian Science Fund, the Austrian Federal Ministry of Economics and Labour, the European Science Foundation and the Higher Education Commission of Pakistan

Non-universal transmission phase behaviour of a large quantum dot

The electron wave function experiences a phase modification at coherent transmission through a quantum dot. This transmission phase undergoes a characteristic shift of $\pi$ when scanning through a Coulomb-blockade resonance. Between successive resonances either a transmission phase lapse of $\pi$ or a phase plateau is theoretically expected to occur depending on the parity of the corresponding quantum dot states. Despite considerable experimental effort, this transmission phase behaviour has remained elusive for a large quantum dot. Here we report on transmission phase measurements across such a large quantum dot hosting hundreds of electrons. Using an original electron two-path interferometer to scan the transmission phase along fourteen successive resonances, we observe both phase lapses and plateaus. Additionally, we demonstrate that quantum dot deformation alters the sequence of transmission phase lapses and plateaus via parity modifications of the involved quantum dot states. Our findings set a milestone towards a comprehensive understanding of the transmission phase of quantum dots.Comment: Main paper: 18 pages, 5 figures, Supplementary materials: 8 pages, 4 figure

Transmission Phase in the Kondo Regime Revealed in a Two-Path Interferometer

We report on the direct observation of the transmission phase shift through a Kondo correlated quantum dot by employing a new type of two-path interferometer. We observed a clear $\pi/2$-phase shift, which persists up to the Kondo temperature $T_{\rm K}$. Above this temperature, the phase shifts by more than $\pi/2$ at each Coulomb peak, approaching the behavior observed for the standard Coulomb blockade regime. These observations are in remarkable agreement with 2-level numerical renormalization group calculations. The unique combination of experimental and theoretical results presented here fully elucidates the phase evolution in the Kondo regime.Comment: 4 pages, 3 figure

Electron - nuclear recoil discrimination by pulse shape analysis

In the framework of the ``ULTIMA'' project, we use ultra cold superfluid 3He bolometers for the direct detection of single particle events, aimed for a future use as a dark matter detector. One parameter of the pulse shape observed after such an event is the thermalization time constant. Until now it was believed that this parameter only depends on geometrical factors and superfluid 3He properties, and that it is independent of the nature of the incident particles. In this report we show new results which demonstrate that a difference for muon- and neutron events, as well as events simulated by heater pulses exist. The possibility to use this difference for event discrimination in a future dark matter detector will be discussed.Comment: Proseedings of QFS 2007, Kazan, Russia; 8 pages, 4 figures. Submited to J. Low Temp. Phy

Experimental Test of the Numerical Renormalization Group Theory for Inelastic Scattering from Magnetic Impurities

We present measurements of the phase coherence time \tauphi in quasi one-dimensional Au/Fe Kondo wires and compare the temperature dependence of \tauphi with a recent theory of inelastic scattering from magnetic impurities (Phys. Rev. Lett. 93, 107204 (2004)). A very good agreement is obtained for temperatures down to 0.2 $T_K$. Below the Kondo temperature $T_K$, the inverse of the phase coherence time varies linearly with temperature over almost one decade in temperature.Comment: 5 pages, 3 figure

Observation of conduction electron spin resonance in boron doped diamond

We observe the electron spin resonance of conduction electrons in boron doped (6400 ppm) superconducting diamond (Tc =3.8 K). We clearly identify the benchmarks of conduction electron spin resonance (CESR): the nearly temperature independent ESR signal intensity and its magnitude which is in good agreement with that expected from the density of states through the Pauli spin-susceptibility. The temperature dependent CESR linewidth weakly increases with increasing temperature which can be understood in the framework of the Elliott-Yafet theory of spin-relaxation. An anomalous and yet unexplained relation is observed between the g-factor, CESR linewidth, and the resistivity using the empirical Elliott-Yafet relation.Comment: 10 pages, 11 figures, submitted to Phys. Rev.