Dynamical model and nonextensive statistical mechanics of a market index on large time windows

The shape and tails of partial distribution functions (PDF) for a financial signal, i.e. the S&P500 and the turbulent nature of the markets are linked through a model encompassing Tsallis nonextensive statistics and leading to evolution equations of the Langevin and Fokker-Planck type. A model originally proposed to describe the intermittent behavior of turbulent flows describes the behavior of normalized log-returns for such a financial market index, for small and large time windows, both for small and large log-returns. These turbulent market volatility (of normalized log-returns) distributions can be sufficiently well fitted with a $\chi^2$-distribution. The transition between the small time scale model of nonextensive, intermittent process and the large scale Gaussian extensive homogeneous fluctuation picture is found to be at $ca.$ a 200 day time lag. The intermittency exponent ($\kappa$) in the framework of the Kolmogorov log-normal model is found to be related to the scaling exponent of the PDF moments, -thereby giving weight to the model. The large value of $\kappa$ points to a large number of cascades in the turbulent process. The first Kramers-Moyal coefficient in the Fokker-Planck equation is almost equal to zero, indicating ''no restoring force''. A comparison is made between normalized log-returns and mere price increments.Comment: 40 pages, 14 figures; accepted for publication in Phys Rev

Lifetime distributions in the methods of non-equilibrium statistical operator and superstatistics

A family of non-equilibrium statistical operators is introduced which differ by the system age distribution over which the quasi-equilibrium (relevant) distribution is averaged. To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime of a system. Superstatistics, introduced in works of Beck and Cohen [Physica A \textbf{322}, (2003), 267] as fluctuating quantities of intensive thermodynamical parameters, are obtained from the statistical distribution of lifetime (random time to the system degeneracy) considered as a thermodynamical parameter. It is suggested to set the mixing distribution of the fluctuating parameter in the superstatistics theory in the form of the piecewise continuous functions. The distribution of lifetime in such systems has different form on the different stages of evolution of the system. The account of the past stages of the evolution of a system can have a substantial impact on the non-equilibrium behaviour of the system in a present time moment.Comment: 18 page

The Muonium Atom as a Probe of Physics beyond the Standard Model

The observed interactions between particles are not fully explained in the successful theoretical description of the standard model to date. Due to the close confinement of the bound state muonium ($M = \mu^+ e^-$) can be used as an ideal probe of quantum electrodynamics and weak interaction and also for a search for additional interactions between leptons. Of special interest is the lepton number violating process of sponteanous conversion of muonium to antimuonium.Comment: 15 pages,6 figure

Anisotropy at the end of the cosmic ray spectrum?

The starburst galaxies M82 and NGC253 have been proposed as the primary sources of cosmic rays with energies above $10^{18.7}$ eV. For energies \agt 10^{20.3} eV the model predicts strong anisotropies. We calculate the probabilities that the latter can be due to chance occurrence. For the highest energy cosmic ray events in this energy region, we find that the observed directionality has less than 1% probability of occurring due to random fluctuations. Moreover, during the first 5 years of operation at Auger, the observation of even half the predicted anisotropy has a probability of less than $10^{-5}$ to occur by chance fluctuation. Thus, this model can be subject to test at very small cost to the Auger priors budget and, whatever the outcome of that test, valuable information on the Galactic magnetic field will be obtained.Comment: Final version to be published in Physical Review

Magnetic Fields in the Milky Way

This chapter presents a review of observational studies to determine the magnetic field in the Milky Way, both in the disk and in the halo, focused on recent developments and on magnetic fields in the diffuse interstellar medium. I discuss some terminology which is confusingly or inconsistently used and try to summarize current status of our knowledge on magnetic field configurations and strengths in the Milky Way. Although many open questions still exist, more and more conclusions can be drawn on the large-scale and small-scale components of the Galactic magnetic field. The chapter is concluded with a brief outlook to observational projects in the near future.Comment: 22 pages, 5 figures, to appear in "Magnetic Fields in Diffuse Media", eds. E.M. de Gouveia Dal Pino and A. Lazaria

Sociology Back to the Publics

This article is a reading of the `new sociology' that is mainly identified with the works of C. Wright Mills and Alvin Gouldner. Its main argument is that during the past 40 years the new sociology gave back a public face to sociology. This distinguishes it from the `old sociology' that had not been able to free itself from `private' social values. It is argued that Mills' power elite and Gouldner's coming crisis theses provided the foundation for a common enterprise among many `new sociologists' to develop a critical and public sociology that would seek to shape what Mills called the `democratic society of publics'.`New sociologists' share a critique of modern societies, namely, that though most modern societies have formal democracies, a substantial democratic social structure of publics is often lacking, due to the erosion of the public sphere by private values

Ionic and electronic structure of sodium clusters up to N=59

We determined the ionic and electronic structure of sodium clusters with even electron numbers and 2 to 59 atoms in axially averaged and three-dimensional density functional calculations. A local, phenomenological pseudopotential that reproduces important bulk and atomic properties and facilitates structure calculations has been developed. Photoabsorption spectra have been calculated for $\mathrm{Na}_2$, $\mathrm{Na}_8$, and $\mathrm{Na}_9^+$ to $\mathrm{Na}_{59}^+$. The consistent inclusion of ionic structure considerably improves agreement with experiment. An icosahedral growth pattern is observed for $\mathrm{Na}_{19}^+$ to $\mathrm{Na}_{59}^+$. This finding is supported by photoabsorption data.Comment: To appear in Phys. Rev. B 62. Version with figures in better quality can be requested from the author

A Pragmatic Assessment of Government Support for Organic Agriculture in Ireland

Drawing on a pragmatic approach, this paper provides an analysis of governmental support for organic farming in Ireland. There are varying levels of encouragement and programmes provided to farmers in their conversion from conventional to organic production, and in their maintenance of organic production. Support policies vary across regions and are linked to European Union legislation, thus it is challenging to document the many types of support in place. This research investigates relevant technical, financial, and policy support available to organic farmers in Ireland. This exploratory study develops an assessment of Ireland within eight key categories of organic agricultural support: leadership, policy, research, technical support, financial support, marketing and promotion, education and information, and future developments. Information and data from the Irish Department of Agriculture, Fisheries and Food (DAFF), the Irish Agriculture and Food Development Authority (Teagasc), and other governmental and semi-governmental agencies were utilized to assess the level of support in each category. Following the pragmatic approach, this assessment provides key findings which allow policymakers, organizations and citizens to better understand the current situation and set a path for the future development of organic farming in Ireland

Measurement of the polarisation of W bosons produced with large transverse momentum in pp collisions at sqrt(s) = 7 TeV with the ATLAS experiment

This paper describes an analysis of the angular distribution of W->enu and W->munu decays, using data from pp collisions at sqrt(s) = 7 TeV recorded with the ATLAS detector at the LHC in 2010, corresponding to an integrated luminosity of about 35 pb^-1. Using the decay lepton transverse momentum and the missing transverse energy, the W decay angular distribution projected onto the transverse plane is obtained and analysed in terms of helicity fractions f0, fL and fR over two ranges of W transverse momentum (ptw): 35 < ptw < 50 GeV and ptw > 50 GeV. Good agreement is found with theoretical predictions. For ptw > 50 GeV, the values of f0 and fL-fR, averaged over charge and lepton flavour, are measured to be : f0 = 0.127 +/- 0.030 +/- 0.108 and fL-fR = 0.252 +/- 0.017 +/- 0.030, where the first uncertainties are statistical, and the second include all systematic effects.Comment: 19 pages plus author list (34 pages total), 9 figures, 11 tables, revised author list, matches European Journal of Physics C versio

Observation of a new chi_b state in radiative transitions to Upsilon(1S) and Upsilon(2S) at ATLAS

The chi_b(nP) quarkonium states are produced in proton-proton collisions at the Large Hadron Collider (LHC) at sqrt(s) = 7 TeV and recorded by the ATLAS detector. Using a data sample corresponding to an integrated luminosity of 4.4 fb^-1, these states are reconstructed through their radiative decays to Upsilon(1S,2S) with Upsilon->mu+mu-. In addition to the mass peaks corresponding to the decay modes chi_b(1P,2P)->Upsilon(1S)gamma, a new structure centered at a mass of 10.530+/-0.005 (stat.)+/-0.009 (syst.) GeV is also observed, in both the Upsilon(1S)gamma and Upsilon(2S)gamma decay modes. This is interpreted as the chi_b(3P) system.Comment: 5 pages plus author list (18 pages total), 2 figures, 1 table, corrected author list, matches final version in Physical Review Letter