Hadronic current correlation functions at finite temperature in the NJL model

Recently there have been suggestions that for a proper description of hadronic matter and hadronic correlation functions within the NJL model at finite density/temperature the parameters of the model should be taken density/temperature dependent. Here we show that qualitatively similar results can be obtained using a cutoff-independent regularization of the NJL model. In this regularization scheme one can express the divergent parts at finite density/temperature of the amplitudes in terms of their counterparts in vacuum.Comment: Presented at 9th Hadron Physics and 8th Relativistic Aspects of Nuclear Physics (HADRON-RANP 2004): A Joint Meeting on QCD and QGP, Angra dos Reis, Rio de Janeiro, Brazil, 28 Mar - 3 Apr 200

Cutoff-independent regularization of four-fermion interactions for color superconductivity

We implement a cutoff-independent regularization of four-fermion interactions to calculate the color-superconducting gap parameter in quark matter. The traditional cutoff regularization has difficulties for chemical potentials \mu of the order of the cutoff \Lambda, predicting in particular a vanishing gap at \mu \sim \Lambda. The proposed cutoff-independent regularization predicts a finite gap at high densities and indicates a smooth matching with the weak coupling QCD prediction for the gap at asymptotically high densities.Comment: 5 pages, 1 eps figure - Revised manuscript to match the published pape

A comparison of unit root test criteria

During the past fifteen years, the ordinary least squares estimator and the corresponding pivotal statistic have been widely used for testing the unit root hypothesis in autoregressive processes. Recently, several new criteriia, based on the maximum likelihood estimators and weighted symmetric estimators, have been proposed. In this article, we describe several different test criteria. Results from a Monte Carlo study that compares the power of the different criteria indicates that the new tests are more powerful against the stationary alternative. Of the procedures studied, the weighted symmetric estimator and the unconditional maximum likelihood estimator provide the most powerful tests against the stationary alternative. As an illustration, we analyze the quarterly change in busine;ss investories