Phase transition in a log-normal Markov functional model

We derive the exact solution of a one-dimensional Markov functional model with log-normally distributed interest rates in discrete time. The model is shown to have two distinct limiting states, corresponding to small and asymptotically large volatilities, respectively. These volatility regimes are separated by a phase transition at some critical value of the volatility. We investigate the conditions under which this phase transition occurs, and show that it is related to the position of the zeros of an appropriately defined generating function in the complex plane, in analogy with the Lee-Yang theory of the phase transitions in condensed matter physics.Comment: 9 pages, 5 figures. v2: Added asymptotic expressions for the convexity-adjusted Libors in the small and large volatility limits. v3: Added one reference. Final version to appear in Journal of Mathematical Physic

Structure of 10N in 9C+p resonance scattering

The structure of exotic nucleus 10N was studied using 9C+p resonance scattering. Two L=0 resonances were found to be the lowest states in 10N. The ground state of 10N is unbound with respect to proton decay by 2.2(2) or 1.9(2) MeV depending on the 2- or 1- spin-parity assignment, and the first excited state is unbound by 2.8(2) MeV.Comment: 6 pages, 4 figures, 1 table, submitted to Phys. Lett.

Using the Sound Card as a Timer

Experiments in mechanics can often be timed by the sounds they produce. In such cases, digital audio recordings provide a simple way of measuring time intervals with an accuracy comparable to that of photogate timers. We illustrate this with an experiment in the physics of sports: to measure the speed of a hard-kicked soccer ball.Comment: 3 pages, 4 figures, Late

K3-fibered Calabi-Yau threefolds I, the twist map

A construction of Calabi-Yaus as quotients of products of lower-dimensional spaces in the context of weighted hypersurfaces is discussed, including desingularisation. The construction leads to Calabi-Yaus which have a fiber structure, in particular one case has K3 surfaces as fibers. These Calabi-Yaus are of some interest in connection with Type II -heterotic string dualities in dimension 4. A section at the end of the paper summarises this for the non-expert mathematician.Comment: 31 pages LaTeX, 11pt, 2 figures. To appear in International Journal of Mathematics. On the web at http://personal-homepages.mis.mpg.de/bhunt/preprints.html , #

Recent Developments: The Uniform Arbitration Act

This Article is an overview of recent court decisions that interpret state versions of the Uniform Arbitration Act ( U.A.A. ).\u27 Arbitration statutes patterned after the U.A.A. have been adopted by thirty-four states and the District of Columbia. The goal of this project is to promote uniformity in the interpretation of the U.A.A. by articulating the underlying policies and rationales of recent court decisions interpreting the U.A.A

Project Echo: Horn-Reflector Antenna for Space Communication

This paper describes the mechanical features of the horn- reflector antenna used for receiving signals reflected from the Project Echo balloon satellite, and presents in some detail the electrical characteristics (radiation patterns and gain) measured at a frequency of 2390 Mc. Theoretically derived characteristics which agree very well with the measurements are also presented; details of the calculations are given in the appendices