Bivariate FIGARCH and Fractional Cointegration

We consider the modelling of volatility on closely related markets. Univariate fractional volatility (FIGARCH) models are now standard, as are multivariate GARCH models. In this paper we adopt a combination of the two methodologies. There is as yet little consensus on the methodology for testing for fractional cointegration. The contribution of this paper is to demonstrate the feasibility of estimating and testing cointegrated bivariate FIGARCH models. We apply these methods to volatility on the NYMEX and IPE crude oil markets. We find a common order of fractional integration for the two volatility processes and confirm that they are fractionally cointegrated. An estimated error correction FIGARCH model indicates that the preponderant adjustment is of the IPE towards NYMEX.FIGARCH, Fractional Cointegration, ECM

Dynamical locality of the nonminimally coupled scalar field and enlarged algebra of Wick polynomials

We discuss dynamical locality in two locally covariant quantum field theories, the nonminimally coupled scalar field and the enlarged algebra of Wick polynomials. We calculate the relative Cauchy evolution of the enlarged algebra, before demonstrating that dynamical locality holds in the nonminimally coupled scalar field theory. We also establish dynamical locality in the enlarged algebra for the minimally coupled massive case and the conformally coupled massive case.Comment: 39p

Particle reacceleration in Coma cluster: radio properties and hard X-ray emission

The radio spectral index map of the Coma halo shows a progressive steepening of the spectral index with increasing radius. Such a steepening cannot be simply justified by models involving continuous injection of fresh particles in the Coma halo or by models involving diffusion of fresh electrons from the central regions. We propose a {\it two phase} model in which the relativistic electrons injected in the Coma cluster by some processes (starbursts, AGNs, shocks, turbulence) during a {\it first phase} in the past are systematically reaccelerated during a {\it second phase} for a relatively long time ($\sim$ 1 Gyr) up to the present time. We show that for reacceleration time scales of $\sim 0.1$ Gyr this hypothesis can well account for the radio properties of Coma C. For the same range of parameters which explain Coma C we have calculated the expected fluxes from the inverse Compton scattering of the CMB photons finding that the hard X-ray tail discovered by BeppoSAX may be accounted for by the stronger reacceleration allowed by the model. The possibility of extending the main model assumptions and findings to the case of the other radio haloes is also discussed, the basic predictions being consistent with the observations.Comment: 15 pages, 13 figures, accepted for publication in MNRA

Comparison between a vector multiport network analyzer and the national S-parameter measurement system

A multiport vector network analyzer based on a new calibration concept, has been compared with the P-port S-parameter National measurement system at IENGF. The measurements were performed on precision 7 mm standard components and exhibited an optimum agreement. These results open the possibility to use the new multiport network analyzer for certification measurements of multiport device

Accuracy of a multiport network analyzer

The accuracy of a multiport vector network analyzer, which uses a new calibration concept, has been compared with a 2-port network analyzer that implements the classical TRL procedure. The accuracy assessment is based on the analysis of the error propagation due to the connectors repeatability, both of the used standards and the measurands. The comparison, performed in the 2-18 GHz band on devices fitted with APC-7 mm connectors, proved the high accuracy reached by a multiport system which can qualify for metrological applications

Optical Stark Effect and Dressed Excitonic States in a Mn-doped Quantum Dot

We report on the observation of spin dependent optically dressed states and optical Stark effect on an individual Mn spin in a semiconductor quantum dot. The vacuum-to-exciton or the exciton-to-biexciton transitions in a Mn-doped quantum dot are optically dressed by a strong laser field and the resulting spectral signature is measured in photoluminescence. We demonstrate that the energy of any spin state of a Mn atom can be independently tuned using the optical Stark effect induced by a control laser. High resolution spectroscopy reveals a power, polarization and detuning dependent Autler-Townes splitting of each optical transition of the Mn-doped quantum dot. This experiment demonstrates a complete optical resonant control of the exciton-Mn system