Deep Inelastic Scattering from the AdS/CFT correspondence

We calculate the cross section of an ultra relativistic nucleus scattering on a qq^(bar) pair at large coupling in N=4 SUSY gauge theory. We study the problem in the context of the AdS/CFT correspondence. The nucleus is modeled as a gravitational shockwave in an AdS_5 background moving along the light cone. The dipole qq^(bar) is represented by a Wilson loop moving in the opposite direction. Due to the correspondence, calculating the scattering amplitude of the Wilson loop with the nucleus reduces to calculating the extreme value of the Nambu-Goto action for an open string. Its two end points are attached to the qq^(bar) respectively and it hangs in an AdS_5 shockwave spacetime. Six solutions are found two of which are physically meaningful. Both solutions predict that the saturation scale Q_s at high enough energies becomes energy independent; in particular it behaves as Q_s A^{1/3} where A is the atomic number. One solution predicts pomeron intercept alpha_p=2. However, there is a parameter window of r (dipole size) and s (c.m. energy) where it violates the black disk limit. On the other hand, the other solution respects this limit and corresponds to pomeron intercept alpha_p=1.5. We conjecture that this is the right value for gauge theories at strong coupling.Comment: 4 pages, 3 figures - To appear in the conference proceedings for Quark Matter 2009, March 30 - April 4, Knoxville, Tennessee; v2: line numbers remove

Heavy Quark Potential at Finite Temperature in AdS/CFT

A calculation of the heavy quark potential at finite temperature at strong coupling based on the AdS/CFT correspondence is presented. The calculation relies on the method of complex string trajectories and on the introduction of a modified renormalization subtraction. The obtained potential is smooth, negative definite for all quark-antiquark separations, and develops an imaginary part for r > r_c =0.870/\pi T . At large separations the real part of the potential does not exhibit the exponential Debye falloff expected from perturbation theory and instead falls off as a power law, proportional to 1/r^4.Comment: 4 pages, 1 figure. Contribution to the proceedings of the 21st International Conference on Ultra-Relativistic Nucleus-Nucleus collisions (QM09), March 30 April 4 2009, Knoxville (TN

CGC phenomenology at RHIC and the LHC

I present a brief review of the recent phenomenological analyses of RHIC data based on the the Color Glass Condensate, including the use of non-linear evolution equations with running coupling. In particular, I focus in the study of the total multiplicities in Au+Au collisions, and in the single inclusive and double inclusive forward spectra in d+Au collisions. Predictions for the LHC are also discussed.Comment: 4 pages, 5 figures. Contributed to the proceedings of the XLVth Rencontres de Moriond, QCD session. March 13th - 20th, La Thuile, Ital

Single and double inclusive particle production in d+Au collisions at RHIC, leading twist and beyond

We discuss the evidence for the presence of QCD saturation effects in the data collected in d+Au collisions at RHIC. In particular we focus our analysis on forward hadron yields and azimuthal correlations. Approaches alternative to the CGC description of these two observables are discussed in parallel.Comment: 20 pages ann 9 figures. Contribution to the proceedings of the Workshop "Saturation, the Color Glass Condensate and Glasma: What Have we Learned from RHIC?", May 10-12 2010, Brookhaven National Laboratory, US

Econometric modelling for short-term inflation forecasting in the EMU.

Inflation forecasts are in great demand by agents in financial markets and monetary authorities that also require frequent updates. In the case of the EMU, these can be done monthly using Harmonised Indices of Consumer Prices (HICP). Analysing the HICP it was detected in a previous paper that breaking down the HICP in a vector of n sectors so that each price index component corresponds to a group of relatively homogeneous markets, or in a vector of n countries, there are in both cases fewer than (n-1) cointegration relationships. It can then be said that the components of the index are not fully cointegrated in the sense that there is more than one common trend in the HICP vector. In such a case, one way to increase sample information about the HICP trend is to consider the n price components and approach disaggregated econometric modelling. The paper shows that the breakdown that joins both criteria by considering a price index for each large group of markets in each country improves EMU inflation forecasts and establishes a framework in which general and specific explanatory variables and non-linear structures can be introduced for further improvements. The paper shows that VEqCM of ten price indices " two sectors by five geographical areas " including three cointegration relationships, with a sector-block diagonal restriction, generates forecasts of the year-on-year inflation rate in the HICP such that their error variances are one third or one fifth of the forecast errors from an aggregate ARIMA model, depending whether the horizon is three or twelve months. This vector model also provides better forecasts than single-equation models or alternative vector models for the components. A successful formulation of the vector model requires the inclusion of dummy variables to take account of special events such as seasonality changes due to sales, the introduction of the euro, Greece becoming a member of the EMU, the introduction of ecological taxes, bad weather periods and others events altering the evolution of unprocessed food prices, etc. and the inclusion of international Brent prices in euros. With the breakdown used in the paper it is shown that a usual measure of core inflation is not a good predictor of total inflation, but the interest in core inflation could lie in the fact that its corresponding price index is constructed with price indices in which innovations are more persistent than those in the other consumer price indexes excluded from the core. The disaggregated forecasts presented in this paper are useful for policy-making because they tell us which sectors have the highest expected inflation rates and how persistent are the shocks affecting different sectors