6,425 research outputs found

    Autocorrelation of Random Matrix Polynomials

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    We calculate the autocorrelation functions (or shifted moments) of the characteristic polynomials of matrices drawn uniformly with respect to Haar measure from the groups U(N), O(2N) and USp(2N). In each case the result can be expressed in three equivalent forms: as a determinant sum (and hence in terms of symmetric polynomials), as a combinatorial sum, and as a multiple contour integral. These formulae are analogous to those previously obtained for the Gaussian ensembles of Random Matrix Theory, but in this case are identities for any size of matrix, rather than large-matrix asymptotic approximations. They also mirror exactly autocorrelation formulae conjectured to hold for L-functions in a companion paper. This then provides further evidence in support of the connection between Random Matrix Theory and the theory of L-functions

    Decoupling Graphene from SiC(0001) via Oxidation

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    When epitaxial graphene layers are formed on SiC(0001), the first carbon layer (known as the "buffer layer"), while relatively easy to synthesize, does not have the desirable electrical properties of graphene. The conductivity is poor due to a disruption of the graphene pi-bands by covalent bonding to the SiC substrate. Here we show that it is possible to restore the graphene pi-bands by inserting a thin oxide layer between the buffer layer and SiC substrate using a low temperature, CMOS-compatible process that does not damage the graphene layer

    Long-range memory model of trading activity and volatility

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    Earlier we proposed the stochastic point process model, which reproduces a variety of self-affine time series exhibiting power spectral density S(f) scaling as power of the frequency f and derived a stochastic differential equation with the same long range memory properties. Here we present a stochastic differential equation as a dynamical model of the observed memory in the financial time series. The continuous stochastic process reproduces the statistical properties of the trading activity and serves as a background model for the modeling waiting time, return and volatility. Empirically observed statistical properties: exponents of the power-law probability distributions and power spectral density of the long-range memory financial variables are reproduced with the same values of few model parameters.Comment: 12 pages, 5 figure

    Plasma density measurements using chirped pulse broad-band Raman amplification

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    Stimulated Raman backscattering is used as a non-destructive method to determine the density of plasma media at localized positions in space and time. By colliding two counter-propagating, ultra-short laser pulses with a spectral bandwidth larger than twice the plasma frequency, amplification occurs at the Stokes wavelengths, which results in regions of gain and loss separated by twice the plasma frequency, from which the plasma density can be deduced. By varying the relative delay between the laser pulses, and therefore the position and timing of the interaction, the spatio-temporal distribution of the plasma density can be mapped out

    An FTIR spectrometer for remote measurements of atmospheric composition

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    The JPL IV interferometer, and infrared Michelson interferometer, was built specifically for recording high resolution solar absorption spectra from remote ground-based sites, aircraft and from stratospheric balloons. The instrument is double-passed, with one fixed and one moving corner reflector, allowing up to 200-cm of optical path difference (corresponding to an unapodised spectral resolution of 0.003/cm). The carriage which holds the moving reflector is driven by a flexible nut riding on a lead screw. This arrangement, together with the double-passed optical scheme, makes the instrument resistant to the effects of mechanical distortion and shock. The spectral range of the instrument is covered by two liquid nitrogen-cooled detectors: an InSb photodiode is used for the shorter wavelengths (1.85 to 5.5 microns, 1,800 to 5,500/cm) and a HgCdTe photoconductor for the range (5.5 to 15 microns, 650 to 1,800/cm). For a single spectrum of 0.01/cm resolution, which requires a scan time of 105 seconds, the signal/noise ratio is typically 800:1 over the entire wavelength range

    Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior

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    Despite the availability of very detailed data on financial market, agent-based modeling is hindered by the lack of information about real trader behavior. This makes it impossible to validate agent-based models, which are thus reverse-engineering attempts. This work is a contribution to the building of a set of stylized facts about the traders themselves. Using the client database of Swissquote Bank SA, the largest on-line Swiss broker, we find empirical relationships between turnover, account values and the number of assets in which a trader is invested. A theory based on simple mean-variance portfolio optimization that crucially includes variable transaction costs is able to reproduce faithfully the observed behaviors. We finally argue that our results bring into light the collective ability of a population to construct a mean-variance portfolio that takes into account the structure of transaction costsComment: 26 pages, 9 figures, Fig. 8 fixe

    Does the European Union have a reverse gear? Policy dismantling in a hyperconsensual polity

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    The financial crisis has triggered demands to halt and even reverse the expansion of European Union (EU) policies. But have these and previous demands actually resulted in policy dismantling? The existing literature has charted the rise of dismantling discourses such as subsidiarity and better regulation, but has not examined the net effect on the acquis. For the first time, this contribution addresses this gap in the literature through an empirical study of policy change between 1992 and 2014. It is guided by a coding framework which captures the direction of policy change. It reveals that, despite its disposition towards consensualism, the EU has become a new locus of policy dismantling. However, not all policies targeted have been cut; many have stayed the same and some have even expanded. It concludes by identifying new directions for research on a topic that has continually fallen into the analytical blind spot of EU scholars

    Chirped pulse Raman amplification in plasma: high gain measurements

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    High power short pulse lasers are usually based on chirped pulse amplification (CPA), where a frequency chirped and temporarily stretched ``seed'' pulse is amplified by a broad-bandwidth solid state medium, which is usually pumped by a monochromatic ``pump'' laser. Here, we demonstrate the feasibility of using chirped pulse Raman amplification (CPRA) as a means of amplifying short pulses in plasma. In this scheme, a short seed pulse is amplified by a stretched and chirped pump pulse through Raman backscattering in a plasma channel. Unlike conventional CPA, each spectral component of the seed is amplified at different longitudinal positions determined by the resonance of the seed, pump and plasma wave, which excites a density echelon that acts as a "chirped'" mirror and simultaneously backscatters and compresses the pump. Experimental evidence shows that it has potential as an ultra-broad bandwidth linear amplifier which dispenses with the need for large compressor gratings
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