On an effective solution of the optimal stopping problem for random walks

We find a solution of the optimal stopping problem for the case when a reward function is an integer power function of a random walk on an infinite time interval. It is shown that an optimal stopping time is a first crossing time through a level defined as the largest root of Appell's polynomial associated with the maximum of the random walk. It is also shown that a value function of the optimal stopping problem on the finite interval {0, 1, . . . , T} converges with an exponential rate as T → ∞ to the limit under the assumption that jumps of the random walk are exponentially bounded

An Exact Formula for the Average Run Length to False Alarm of the Generalized Shiryaev-Roberts Procedure for Change-Point Detection under Exponential Observations

We derive analytically an exact closed-form formula for the standard minimax Average Run Length (ARL) to false alarm delivered by the Generalized Shiryaev-Roberts (GSR) change-point detection procedure devised to detect a shift in the baseline mean of a sequence of independent exponentially distributed observations. Specifically, the formula is found through direct solution of the respective integral (renewal) equation, and is a general result in that the GSR procedure's headstart is not restricted to a bounded range, nor is there a "ceiling" value for the detection threshold. Apart from the theoretical significance (in change-point detection, exact closed-form performance formulae are typically either difficult or impossible to get, especially for the GSR procedure), the obtained formula is also useful to a practitioner: in cases of practical interest, the formula is a function linear in both the detection threshold and the headstart, and, therefore, the ARL to false alarm of the GSR procedure can be easily computed.Comment: 9 pages; Accepted for publication in Proceedings of the 12-th German-Polish Workshop on Stochastic Models, Statistics and Their Application

Random walk with barriers: Diffusion restricted by permeable membranes

Restrictions to molecular motion by barriers (membranes) are ubiquitous in biological tissues, porous media and composite materials. A major challenge is to characterize the microstructure of a material or an organism nondestructively using a bulk transport measurement. Here we demonstrate how the long-range structural correlations introduced by permeable membranes give rise to distinct features of transport. We consider Brownian motion restricted by randomly placed and oriented permeable membranes and focus on the disorder-averaged diffusion propagator using a scattering approach. The renormalization group solution reveals a scaling behavior of the diffusion coefficient for large times, with a characteristically slow inverse square root time dependence. The predicted time dependence of the diffusion coefficient agrees well with Monte Carlo simulations in two dimensions. Our results can be used to identify permeable membranes as restrictions to transport in disordered materials and in biological tissues, and to quantify their permeability and surface area.Comment: 8 pages, 3 figures; origin of dispersion clarified, refs adde

Long Lived Fourth Generation and the Higgs

A chiral fourth generation is a simple and well motivated extension of the standard model, and has important consequences for Higgs phenomenology. Here we consider a scenario where the fourth generation neutrinos are long lived and have both a Dirac and Majorana mass term. Such neutrinos can be as light as 40 GeV and can be the dominant decay mode of the Higgs boson for Higgs masses below the W-boson threshold. We study the effect of the Majorana mass term on the Higgs branching fractions and reevaluate the Tevatron constraints on the Higgs mass. We discuss the prospects for the LHC to detect the semi-invisible Higgs decays into fourth generation neutrino pairs. Under the assumption that the lightest fourth generation neutrino is stable, it's thermal relic density can be up to 20% of the observed dark matter density in the universe. This is in agreement with current constraints on the spin dependent neutrino-neutron cross section, but can be probed by the next generation of dark matter direct detection experiments.Comment: v1: 19 pages, 5 figures; v2: References added; v3: version to appear in JHE

Electric field gradients in s-, p- and d-metal diborides and the effect of pressure on the band structure and Tc_c in MgB2_2

Results of FLMTO-GGA (full-potential linear muffin-tin orbital -- generalized gradient approximation) calculations of the band structure and boron electric field gradients (EFG) for the new medium-T$_c$ superconductor (MTSC), MgB$_2$, and related diborides MB$_2$, M=Be, Al, Sc, Ti, V, Cr, Mo and Ta are reported. The boron EFG variations are found to be related to specific features of their band structure and particularly to the M-B hybridization. The strong charge anisotropy at the B site in MgB$_2$ is completely defined by the valence electrons - a property which sets MgB$_2$ apart from other diborides. The boron EFG in MgB$_2$ is weakly dependent of applied pressure: the B p electron anisotropy increases with pressure, but it is partly compensated by the increase of core charge assymetry. The concentration of holes in bonding $\sigma$ bands is found to decrease slightly from 0.067 to 0.062 holes/B under a pressure of 10 GPa. Despite a small decrease of N(E$_F$), the Hopfield parameter increases with pressure and we believe that the main reason for the reduction under pressure of the superconducting transition temperature, T$_c$, is the strong pressure dependence of phonon frequencies, which is sufficient to compensate the electronic effects.Comment: 12 pages, 3 figure

Witten index in supersymmetric 3d theories revisited

We have performed a direct calculation of Witten index in N = 1,2,3 supersymmetric Yang-Mills Chern-Simons 3d theories. We do it in the framework of Born-Oppenheimer (BO) approach by putting the system into a small spatial box and studying the effective Hamiltonian depending on the zero field harmonics. At the tree level, our results coincide with the results of Witten, but there is a difference in the way the loop effects are implemented. In Witten's approach, one has only take into account the fermion loops, which bring about a negative shift of the (chosen positive at the tree level) Chern-Simons coupling k. As a result, Witten index vanishes and supersymmetry is broken at small k. In the effective BO Hamiltonian framework, fermion, gluon and ghost loops contribute on an equal footing. Fermion loop contribution to the effective Hamiltonian can be evaluated exactly, and their effect amounts to the negative shift k -> k - h/2 for N =1 and k -> k - h for N = 2,3 in the tree-level formulae for the index. In our approach, with rather natural assumptions on the structure of bosonic corrections, the shift k -> k + h brought about by the gluon loops also affects the index. Since the total shift of k is positive or zero, Witten index appears to be nonzero at nonzero k, and supersymmetry is not broken. We discuss possible reasons for such disagreement.Comment: A bug in Eq.(2.20) is fixe

Search for Heavy Neutral and Charged Leptons in e+ e- Annihilation at LEP

A search for exotic unstable neutral and charged heavy leptons as well as for stable charged heavy leptons is performed with the L3 detector at LEP. Sequential, vector and mirror natures of heavy leptons are considered. No evidence for their existence is found and lower limits on their masses are set