Theory of Weak Hypernuclear Decay

The weak nonmesonic decay of Lambda-hypernuclei is studied in the context of a one-meson-exchange model. Predictions are made for the decay rate, p/n stimulation ratio and the asymmetry in polarized hypernuclear decay.Comment: Standard 41 page Latex fil

Statistical Arbitrage Mining for Display Advertising

We study and formulate arbitrage in display advertising. Real-Time Bidding (RTB) mimics stock spot exchanges and utilises computers to algorithmically buy display ads per impression via a real-time auction. Despite the new automation, the ad markets are still informationally inefficient due to the heavily fragmented marketplaces. Two display impressions with similar or identical effectiveness (e.g., measured by conversion or click-through rates for a targeted audience) may sell for quite different prices at different market segments or pricing schemes. In this paper, we propose a novel data mining paradigm called Statistical Arbitrage Mining (SAM) focusing on mining and exploiting price discrepancies between two pricing schemes. In essence, our SAMer is a meta-bidder that hedges advertisers' risk between CPA (cost per action)-based campaigns and CPM (cost per mille impressions)-based ad inventories; it statistically assesses the potential profit and cost for an incoming CPM bid request against a portfolio of CPA campaigns based on the estimated conversion rate, bid landscape and other statistics learned from historical data. In SAM, (i) functional optimisation is utilised to seek for optimal bidding to maximise the expected arbitrage net profit, and (ii) a portfolio-based risk management solution is leveraged to reallocate bid volume and budget across the set of campaigns to make a risk and return trade-off. We propose to jointly optimise both components in an EM fashion with high efficiency to help the meta-bidder successfully catch the transient statistical arbitrage opportunities in RTB. Both the offline experiments on a real-world large-scale dataset and online A/B tests on a commercial platform demonstrate the effectiveness of our proposed solution in exploiting arbitrage in various model settings and market environments.Comment: In the proceedings of the 21st ACM SIGKDD international conference on Knowledge discovery and data mining (KDD 2015

Exact Diagonalisation of The XY-Hamiltonian of Open Linear Chains with Periodic Coupling Constants and Its Application to Dynamics of One-Dimensional Spin Systems

A new method of diagonalisation of the XY-Hamiltonian of inhomogeneous open linear chains with periodic (in space) changing Larmor frequencies and coupling constants is developed. As an example of application, multiple quantum dynamics of an inhomogeneous chain consisting of 1001 spins is investigated. Intensities of multiple quantum coherences are calculated for arbitrary inhomogeneous chains in the approximation of the next nearest interactions. {\it Key words:} linear spin chain, nearest--neighbour approximation, three--diagonal matrices, diagonalisation, fermions, multiple--quantum NMR, multiple--quantum coherence, intensities of multiple--quantum coherences. {\it PACS numbers:} 05.30.-d; 76.20.+qComment: 21 pages + 1 figure (to download separately via ps-format

Constructive Field Theory and Applications: Perspectives and Open Problems

In this paper we review many interesting open problems in mathematical physics which may be attacked with the help of tools from constructive field theory. They could give work for future mathematical physicists trained with the constructive methods well within the 21st century

Validation and Calibration of Models for Reaction-Diffusion Systems

Space and time scales are not independent in diffusion. In fact, numerical simulations show that different patterns are obtained when space and time steps ($\Delta x$ and $\Delta t$) are varied independently. On the other hand, anisotropy effects due to the symmetries of the discretization lattice prevent the quantitative calibration of models. We introduce a new class of explicit difference methods for numerical integration of diffusion and reaction-diffusion equations, where the dependence on space and time scales occurs naturally. Numerical solutions approach the exact solution of the continuous diffusion equation for finite $\Delta x$ and $\Delta t$, if the parameter $\gamma_N=D \Delta t/(\Delta x)^2$ assumes a fixed constant value, where $N$ is an odd positive integer parametrizing the alghorithm. The error between the solutions of the discrete and the continuous equations goes to zero as $(\Delta x)^{2(N+2)}$ and the values of $\gamma_N$ are dimension independent. With these new integration methods, anisotropy effects resulting from the finite differences are minimized, defining a standard for validation and calibration of numerical solutions of diffusion and reaction-diffusion equations. Comparison between numerical and analytical solutions of reaction-diffusion equations give global discretization errors of the order of $10^{-6}$ in the sup norm. Circular patterns of travelling waves have a maximum relative random deviation from the spherical symmetry of the order of 0.2%, and the standard deviation of the fluctuations around the mean circular wave front is of the order of $10^{-3}$.Comment: 33 pages, 8 figures, to appear in Int. J. Bifurcation and Chao

Detection of HC11N in the Cold Dust Cloud TMC-1

Two consecutive rotational transitions of the long cyanopolyyne HC11N, J=39-38, and J=38-37, have been detected in the cold dust cloud TMC-1 at the frequencies expected from recent laboratory measurements by Travers et al. (1996), and at about the expected intensities. The astronomical lines have a mean radial velocity of 5.8(1) km/s, in good agreement with the shorter cyanopolyynes HC7N and HC9N observed in this very sharp-lined source [5.82(5) and 5.83(5) km/s, respectively]. The column density of HC11N is calculated to be 2.8x10^(11) cm^(-2). The abundance of the cyanopolyynes decreases smoothly with length to HC11N, the decrement from one to the next being about 6 for the longer carbon chains.Comment: plain tex 10 pages plus 3 ps fig file

On the Correlation Between CO Absorption and Far-Ultraviolet Non-Linear Extinction Toward Galactic OB Stars

A sample of 59 sight lines to reddened Galactic OB stars was examined for correlations of the strength of the CO Fourth Positive (A - X) absorption band system with the ultraviolet interstellar extinction curve parameters. We used archival high-dispersion NEWSIPS IUE spectra to measure the CO absorption for comparison to parametric fits of the extinction curves from the literature. A strong correlation with the non-linear far-UV curvature term was found with greater absorption, normalized to E(B-V), being associated with more curvature. A weaker trend with the linear extinction term was also found. Mechanisms for enhancing CO in dust environments exhibiting high non-linear curvature are discussed.Comment: 10 pages, including 6 figures. LaTeX2e (emulateapj5.sty). To appear in ApJ, Sep 20, 200