Superscaling in electron- and neutrino-nucleus scattering

The superscaling properties of electron scattering data are used to extract model-independent predictions for neutrino-nucleus cross sections.Comment: Contibution to NuInt05, 4th international workshop on neutrino-nucleus interaction in the few GeV region, Sept. 26 - 29 2005, Okayama, Japa

Meson-exchange currents and quasielastic neutrino cross sections in the SuperScaling Approximation model

We evaluate the quasielastic double differential neutrino cross sections obtained in a phenomenological model based on the superscaling behavior of electron scattering data. We compare our results with the recent experimental data for neutrinos of MiniBooNE and estimate the contribution of the vector meson-exchange currents in the 2p-2h sector.Comment: 6 pages, 4 figure

Inclusive quasielastic scattering of polarized electrons from polarized nuclei

The inclusive quasielastic response functions that appear in the scattering of polarized electrons from polarized nuclei are computed and analyzed for several closed-shell-minus-one nuclei with special attention paid to 39K. Results are presented using two models for the ejected nucleon --- when described by a distorted wave in the continuum shell model or by a plane wave in PWIA with on- and off-shell nucleons. Relativistic effects in kinematics and in the electromagnetic current have been incorporated throughout. Specifically, the recently obtained expansion of the electromagnetic current in powers only of the struck nucleon's momentum is employed for the on-shell current and the effects of the first-order terms (spin-orbit and convection) are compared with the zeroth-order (charge and magnetization) contributions. The use of polarized inclusive quasielastic electron scattering as a tool for determining near-valence nucleon momentum distributions is discussed.Comment: 51 LaTeX pages, 14 Postscript figure

Information Flow, Social Interactions and the Fluctuations of Prices in Financial Markets

We model how excess demand or excess supply can be generated in the presence of a social network of interactions, where agents are subject to external information and individual incentives. In this context we study price fluctuations in financial markets under equilibrium. In particular, we isolate the role of these different factors in the determination of price fluctuations and describe non trivial sensitivities to changes in equilibrium due to the existence of social interactions. We characterize equilibrium and distinguish between stable and unstable equilibrium. Crashes or bubbles are seen as out-of-equilibrium situations, preceeded by unstable equilibrium. Fluctuations under unstable equilibrium are shown to be abnormal and particulary large. Also, we show how fluctuations of the external information flows affect the fluctuations of the return process. In all cases we explain the well-known phenomena that prices do not fluctuate upwards in the same way as they fluctuate downwards. This asymmetry of price fluctuations is due to asymmetries in the price elasticity of demand and supply curves at the level defining equilibriumsocial network, excess demand, excess supply, price fluctuations

Scaling and isospin effects in quasielastic lepton-nucleus scattering in the Relativistic Mean Field Approach

The role of isospin in quasielastic electron scattering and charge-changing neutrino reactions is investigated in the relativistic impulse approximation. We analyze proton and neutron scaling functions making use of various theoretical descriptions for the final-state interactions, focusing on the effects introduced by the presence of strong scalar and vector terms in the relativistic mean field approach. An explanation for the differences observed in the scaling functions evaluated from $(e,e')$ and $(\nu,\mu)$ reactions is provided by invoking the differences in isoscalar and isovector contributions.Comment: 10 pages, 5 figures, submitted to Phys. Lett.

Spanning trees with generalized degree constraints arising in the design of wireless networks

In this paper we describe a minimum spanning tree problem with generalized degree constraints which arises in the design of wireless networks. The signal strength on the receiver side of a wireless link decreases with the distance between transmitter and receiver. In order to work properly, the interference on the receiving part of the link must be under a given threshold. In order to guarantee this constraint, for each node we impose a degree constraint that depends on the ”length” of the links adjacent to the corresponding node, more precisely, nodes adjacent to long links must have a smaller degree and vice-versa. The problem is complicated by considering different signal strengths for each link. Increasing the strength in a link increases the cost of the link. However, it also reduces the maximum allowed degree on its end nodes. We create two models using adequate sets of variables, one may be considered an extended version of the other, and relate, from a theoretical perspective, the corresponding linear programming relaxations.FCT - POCTI-ISFL-1-152FCT - PTDC/EIA/64772/200

Role of 2p-2h MEC excitations in superscaling

Following recent studies of inclusive electron scattering from nuclei at high energies which focused on two-nucleon emission mediated by meson-exchange currents, in this work the superscaling behavior of such contributions is investigated. Comparisons are made with existing data below the quasielastic peak where at high momentum transfers scaling of the second kind is known to be excellent and scaling of the first kind is good, in the proximity of the peak where both 1p-1h and 2p-2h contributions come into play, and above the peak where inelasticity becomes important and one finds scaling violations of the two kinds.Comment: 27 pages, 12 figures; references adde

Equilibrium Bid-Ask Spread of European Derivatives in Dry Markets

In the framework of incomplete markets, due to the non-existence of trade at some points in time, and using a partial equilibrium analysis, we show how the bid-ask spread of an European derivative is generated. We also ¯nd conditons for the existence of the spread. These conditions concern the market structure of the maret-makers, which can be a oligolopoly with price competition or a monopoly, as well as the riskaversion of the demand and supply of the market.

Super-replicating Bounds on European Option Prices when the Underlying Asset is Illiquid

We derive super-replicating bounds on European option prices when the underlying asset is illiquid. Illiquidity is taken as the impossibility of transacting the underlying asset at some points in time, generating market incompleteness. We conclude that option price bounds follow a Black-Scholes partial differential equation where the volatility term is adjusted to reflect different levels of illiquidity.

Dry Markets and Statistical Arbitrage Bounds for European Derivatives

We derive statistical arbitrage bounds for the buying and selling price of European derivatives under incomplete markets. In this paper, incompleteness is generated due to the fact that the market is dry, i.e., the underlying asset cannot be transacted at certain points in time. In particular, we re¯ne the notion of statistical arbitrage in order to extend the procedure for the case where dryness is random, i.e., at each point in time the asset can be transacted with a given probability. We analytically characterize several properties of the statistical arbitragefree interval, show that it is narrower than the super-replication interval and dominates somehow alternative intervals provided in the literature. Moreover, we show that, for su±ciently incomplete markets, the statistical arbitrage interval contains the reservation price of the derivative.