4,163 research outputs found

    No-arbitrage in discrete-time markets with proportional transaction costs and general information structure

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    We discuss the no-arbitrage conditions in a general framework for discrete-time models of financial markets with proportional transaction costs and general information structure. We extend the results of Kabanov and al. (2002), Kabanov and al. (2003) and Schachermayer (2004) to the case where bid-ask spreads are not known with certainty. In the "no-friction" case, we retrieve the result of Kabanov and Stricker (2003)

    Temperature dependence of the nitrogen-vacancy magnetic resonance in diamond

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    The temperature dependence of the magnetic resonance spectra of nitrogen-vacancy (NV-) ensembles in the range of 280-330 K was studied. Four samples prepared under different conditions were studied with NV- concentrations ranging from 10 ppb to 15 ppm. For all of these samples, the axial zero-field splitting (ZFS) parameter, D, was found to vary significantly with temperature, T, as dD/dT = -74.2(7) kHz/K. The transverse ZFS parameter, E, was non-zero (between 4 and 11 MHz) in all samples, and exhibited a temperature dependence of dE/(EdT) = -1.4(3) x 10^(-4) K^(-1). The results might be accounted for by considering local thermal expansion. The observation of the temperature dependence of the ZFS parameters presents a significant challenge for room-temperature diamond magnetometers and may ultimately limit their bandwidth and sensitivity.Comment: 5 pages, 2 figures, 1 tabl

    Deepest Near-IR Surface Photometry of Galaxies in the Local Sphere of Influence

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    We present near-IR, deep (4 mag deeper than 2MASS) imaging of 56 Local Volume galaxies. Global parameters such as total magnitudes and stellar masses have been derived and the new near-IR data combined with existing 21cm and optical B-band data. We present multiwavelength relations such as the HI mass-to-light ratio and investigate the maximum total baryonic mass a galaxy can have.Comment: 4 pages, 3 figures, To be published in the proceedings of "Galaxies in the Local Volume", ed. B. Koribalski, H. Jerje

    Open Gromov-Witten Invariants of Toric Calabi-Yau 3-Folds

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    We present a proof of the mirror conjecture of Aganagic-Vafa [arXiv:hep-th/0012041] and Aganagic-Klemm-Vafa [arXiv:hep-th/0105045] on disk enumeration in toric Calabi-Yau 3-folds for all smooth semi-projective toric Calabi-Yau 3-folds. We consider both inner and outer branes, at arbitrary framing. In particular, we recover previous results on the conjecture for (i) an inner brane at zero framing in the total space of the canonical line bundle of the projective plane (Graber-Zaslow [arXiv:hep-th/0109075]), (ii) an outer brane at arbitrary framing in the resolved conifold (Zhou [arXiv:1001.0447]), and (iii) an outer brane at zero framing in the total space of the canonical line bundle of the projective plane (Brini [arXiv:1102.0281, Section 5.3]).Comment: 39 pages, 11 figure

    One-Loop Self Energy and Renormalization of the Speed of Light for some Anisotropic Improved Quark Actions

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    One-loop corrections to the fermion rest mass M_1, wave function renormalization Z_2 and speed of light renormalization C_0 are presented for lattice actions that combine improved glue with clover or D234 quark actions and keep the temporal and spatial lattice spacings, a_t and a_s, distinct. We explore a range of values for the anisotropy parameter \chi = a_s/a_t and treat both massive and massless fermions.Comment: 45 LaTeX pages with 4 postscript figure

    Electron dynamics in intentionally disordered semiconductor superlattices

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    We study the dynamical behavior of disordered quantum-well-based semiconductor superlattices where the disorder is intentional and short-range correlated. We show that, whereas the transmission time of a particle grows exponentially with the number of wells in an usual disordered superlattice for any value of the incident particle energy, for specific values of the incident energy this time increases linearly when correlated disorder is included. As expected, those values of the energy coincide with a narrow subband of extended states predicted by the static calculations of Dom\'{\i}nguez-Adame {\em et al.} [Phys. Rev. B {\bf 51}, 14 ,359 (1994)]; such states are seen in our dynamical results to exhibit a ballistic regime, very close to the WKB approximation of a perfect superlattice. Fourier transform of the output signal for an incident Gaussian wave packet reveals a dramatic filtering of the original signal, which makes us confident that devices based on this property may be designed and used for nanotechnological applications. This is more so in view of the possibility of controllingthe outp ut band using a dc electric field, which we also discuss. In the conclusion we summarize our results and present an outlook for future developments arising from this work.Comment: 10 pagex, RevTex, 13 Postscript figures. Physical Review B (in press
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