Small-Angle X-ray and neutron scattering from diamond single crystals

Results of Small-Angle Scattering study of diamonds with various types of point and extended defects and different degrees of annealing are presented. It is shown that thermal annealing and/or mechanical deformation cause formation of nanosized planar and threedimensional defects giving rise to Small-Angle Scattering. The defects are often facetted by crystallographic planes 111, 100, 110, 311, 211 common for diamond. The scattering defects likely consist of clusters of intrinsic and impurity-related defects; boundaries of mechanical twins also contribute to the SAS signal. There is no clear correlation between concentration of nitrogen impurity and intensity of the scattering.Comment: 6 pages, 5 figures; presented at SANS-YuMO User Meeting 2011, Dubna, Russi

A New Look at Pricing of the Russian Option

The “Russian option” was introduced and calculated with the help of the solution of the optimal stopping problem for a two-dimensional Markov process in [10]. This paper proposes a new derivation of the general results [10]. The key idea is to introduce the dual martingale measure which permits one to reduce the “two-dimensional” optimal stopping problem to a “one-dimensional” one. This approach simplifies the discussion and explain the simplicity of the answer found in [10]

Optimal Stopping Rules and Maximal Inequalities for Bessel Processes

We consider, for Bessel processes X ∈ Besα with arbitrary order (dimension) α ∈ R, the problem of the optimal stopping (1.4) for which the gain is determined by the value of the maximum of the process X and the cost which is proportional to the duration of the observation time. We give a description of the optimal stopping rule structure (Theorem 1) and the price (Theorem 2). These results are used for the proof of maximal inequalities of the type E max Xrr≤r ≤ γ(α) is a constant depending on the dimension (order) α. It is shown that γ(α) ∼ √α at α → ∞

The Resonance Peak in Sr2_2RuO4_4: Signature of Spin Triplet Pairing

We study the dynamical spin susceptibility, $\chi({\bf q}, \omega)$, in the normal and superconducting state of Sr$_2$RuO$_4$. In the normal state, we find a peak in the vicinity of ${\bf Q}_i\simeq (0.72\pi,0.72\pi)$ in agreement with recent inelastic neutron scattering (INS) experiments. We predict that for spin triplet pairing in the superconducting state a {\it resonance peak} appears in the out-of-plane component of $\chi$, but is absent in the in-plane component. In contrast, no resonance peak is expected for spin singlet pairing.Comment: 4 pages, 4 figures, final versio

Incorporating Inertia Into Multi-Agent Systems

We consider a model that demonstrates the crucial role of inertia and stickiness in multi-agent systems, based on the Minority Game (MG). The inertia of an agent is introduced into the game model by allowing agents to apply hypothesis testing when choosing their best strategies, thereby reducing their reactivity towards changes in the environment. We find by extensive numerical simulations that our game shows a remarkable improvement of global cooperation throughout the whole phase space. In other words, the maladaptation behavior due to over-reaction of agents is removed. These agents are also shown to be advantageous over the standard ones, which are sometimes too sensitive to attain a fair success rate. We also calculate analytically the minimum amount of inertia needed to achieve the above improvement. Our calculation is consistent with the numerical simulation results. Finally, we review some related works in the field that show similar behaviors and compare them to our work.Comment: extensively revised, 8 pages, 10 figures in revtex