Four Dimensional Supergravity from String Theory

A derivation of N=1 supergravity action from string theory is presented. Starting from a Nambu-Goto bosonic string, matter field is introduced to obtain a superstring in four dimension. The excitation quanta of this string contain graviton and the gravitino. Using the principle of equivalence, the action in curved space time are found and the sum of them is the Deser-Zumino N=1 supergravity action. The energy tensor is Lorentz invariant due to supersymmetry.Comment: 9 page

Parity Effects in Eigenvalue Correlators, Parametric and Crossover Correlators in Random Matrix Models: Application to Mesoscopic systems

This paper summarizes some work I've been doing on eigenvalue correlators of Random Matrix Models which show some interesting behaviour. First we consider matrix models with gaps in there spectrum or density of eigenvalues. The density-density correlators of these models depend on whether N, where N is the size of the matrix, takes even or odd values. The fact that this dependence persists in the large N thermodynamic limit is an unusual property and may have consequences in the study of one electron effects in mesoscopic systems. Secondly, we study the parametric and cross correlators of the Harish Chandra-Itzykson-Zuber matrix model. The analytic expressions determine how the correlators change as a parameter (e.g. the strength of a perturbation in the hamiltonian of the chaotic system or external magnetic field on a sample of material) is varied. The results are relevant for the conductance fluctuations in disordered mesoscopic systems.Comment: 12 pages, Latex, 2 Figure

Estimation of Long Memory in Volatility

We discuss some of the issues pertaining to modelling and estimating long memory in volatility. The main focus is on semi parametric estimation of the memory parameter in the long memory stochastic volatility model. We present the asymptotic properties of the log periodogram regression estimator of the memory parameter in this model. A modest simulation study of the estimator is also presented to study its behaviour when the volatility possesses only short memory. We conclude with a discussion of the appropriate choice of transformation of returns to measure persistence in volatility.Statistics Working Papers Serie

Preventing German bank failures: Federalism and decisions to save troubled banks

We examine government decisions to support troubled banks. Our contribution is the examination of how federalism can affect decisions to classify banks as systemically important. Whether a bank is viewed by politicians as 'systemically important' varies based on how its failure would affect supporters of the government. How a federation is designed has a strong influence on which banks are given public assistance. Where the top level of government is solely responsible for banks, there will be fewer systemically important institutions and so more banks will be allowed to fail. Where lower levels are responsible, governments will allow fewer failures. We use this approach to understand government support for failing banks in Germany. Our findings are relevant for the European Banking Union

Electrical energy demand forecasting model development and evaluation with maximum overlap discrete wavelet transform-online sequential extreme learning machines algorithms

To support regional electricity markets, accurate and reliable energy demand (G) forecast models are vital stratagems for stakeholders in this sector. An online sequential extreme learning machine (OS-ELM) model integrated with a maximum overlap discrete wavelet transform (MODWT) algorithm was developed using daily G data obtained from three regional campuses (i.e., Toowoomba, Ipswich, and Springfield) at the University of Southern Queensland, Australia. In training the objective and benchmark models, the partial autocorrelation function (PACF) was first employed to select the most significant lagged input variables that captured historical fluctuations in the G time-series data. To address the challenges of non-stationarities associated with the model development datasets, a MODWT technique was adopted to decompose the potential model inputs into their wavelet and scaling coefficients before executing the OS-ELM model. The MODWT-PACF-OS-ELM (MPOE) performance was tested and compared with the non-wavelet equivalent based on the PACF-OS-ELM (POE) model using a range of statistical metrics, including, but not limited to, the mean absolute percentage error (MAPE%). For all of the three datasets, a significantly greater accuracy was achieved with the MPOE model relative to the POE model resulting in an MAPE = 4.31% vs. MAPE = 11.31%, respectively, for the case of the Toowoomba dataset, and a similarly high performance for the other two campuses. Therefore, considering the high efficacy of the proposed methodology, the study claims that the OS-ELM model performance can be improved quite significantly by integrating the model with the MODWT algorithm

Regular networks of Luttinger liquids

We consider arrays of Luttinger liquids, where each node is described by a unitary scattering matrix. In the limit of small electron-electron interaction, we study the evolution of these scattering matrices as the high-energy single particle states are gradually integrated out. Interestingly, we obtain the same renormalization group equations as those derived by Lal, Rao, and Sen, for a system composed of a single node coupled to several semi-infinite 1D wires. The main difference between the single node geometry and a regular lattice is that in the latter case, the single particle spectrum is organized into periodic energy bands, so that the renormalization procedure has to stop when the last totally occupied band has been eliminated. We therefore predict a strongly renormalized Luttinger liquid behavior for generic filling factors, which should exhibit power-law suppression of the conductivity at low temperatures E_{F}/(k_{F}a) > 1. Some fully insulating ground-states are expected only for a discrete set of integer filling factors for the electronic system. A detailed discussion of the scattering matrix flow and its implication for the low energy band structure is given on the example of a square lattice.Comment: 16 pages, 7 figure

Orbit spaces of free involutions on the product of two projective spaces

Let $X$ be a finitistic space having the mod 2 cohomology algebra of the product of two projective spaces. We study free involutions on $X$ and determine the possible mod 2 cohomology algebra of orbit space of any free involution, using the Leray spectral sequence associated to the Borel fibration $X \hookrightarrow X_{\mathbb{Z}_2} \longrightarrow B_{\mathbb{Z}_2}$. We also give an application of our result to show that if $X$ has the mod 2 cohomology algebra of the product of two real projective spaces (respectively complex projective spaces), then there does not exist any $\mathbb{Z}_2$-equivariant map from $\mathbb{S}^k \to X$ for $k \geq 2$ (respectively $k \geq 3$), where $\mathbb{S}^k$ is equipped with the antipodal involution.Comment: 14 pages, to appear in Results in Mathematic

Quantising Gravity Using Physical States of a Superstring

A symmetric zero mass tensor of rank two is constructed using the superstring modes of excitation which satisfies the physical state constraints of a superstring. These states have one to one correspondence with quantised operators and are shown to be the absorption and emission quanta of the Minkowski space Lorentz tensors using the Gupta-Bleuler method of quantisation. The principle of equivalence makes the tensor identical to the metric tensor at any arbitrary space-time point. The propagator for the quantised field is deduced. The gravitational interaction is switched on by going over from ordinary derivatives to coderivatives.The Riemann-Christoffel affine connections are calculated and the weak field Ricci tensor $R^{0}_{\mu \nu}$ is shown to vanish. The interaction part $R^{int}_{\mu \nu}$ is found out and the exact $R_{\mu \nu}$ of theory of gravity is expressed in terms of the quantised metric. The quantum mechanical self energy of the gravitational field, in vacuum, is shown to vanish. It is suggested that quantum gravity may be renormalisable by the use of the physical ground states of the superstring theory.Comment: 14 page