Intermittency of density fluctuations and zonal-flow generation in MAST edge plasmas

The properties of the edge ion-scale turbulence are studied using the beam emission spectroscopy (BES) diagnostic on MAST. Evidence of the formation of large-scale high-amplitude coherent structures, filamentary density blobs and holes, 2–4 cm inside the plasma separatrix is presented. Measurements of radial velocity and skewness of the density fluctuations indicate that density holes propagate radially inwards, with the skewness profile peaking at 7–10 cm inside the separatrix. Poloidal velocities of the density fluctuations measured using cross-correlation time delay estimation (CCTDE) are found to exhibit an intermittent behaviour. Zonal-flow analysis reveals the presence of poloidally symmetric coherent oscillations – low-frequency (LF) zonal flows and geodesic acoustic modes (GAM). Shearing rates of the observed zonal flows are found to be comparable to the turbulence decorrelation rate. The observed bursts in density-fluctuation power are followed by quiescent periods with a transient increase in the power of sheared flows. Three-wave interactions between broadband turbulence and a GAM are illustrated using the autobispectral technique. It is shown that the zonal flows and the density-fluctuation field are nonlinearly coupled and LF zonal flows mediate the energy transfer from high- to low-frequency density fluctuations

Magnitude and Sign Correlations in Heartbeat Fluctuations

We propose an approach for analyzing signals with long-range correlations by decomposing the signal increment series into magnitude and sign series and analyzing their scaling properties. We show that signals with identical long-range correlations can exhibit different time organization for the magnitude and sign. We find that the magnitude series relates to the nonlinear properties of the original time series, while the sign series relates to the linear properties. We apply our approach to the heartbeat interval series and find that the magnitude series is long-range correlated, while the sign series is anticorrelated and that both magnitude and sign series may have clinical applications.Comment: 4 pages,late

Scale Invariance in the Nonstationarity of Physiological Signals

We introduce a segmentation algorithm to probe temporal organization of heterogeneities in human heartbeat interval time series. We find that the lengths of segments with different local values of heart rates follow a power-law distribution. This scale-invariant structure is not a simple consequence of the long-range correlations present in the data. We also find that the differences in mean heart rates between consecutive segments display a common functional form, but with different parameters for healthy individuals and for patients with heart failure. This finding may provide information into the way heart rate variability is reduced in cardiac disease.Comment: 13 pages, 5 figures, corrected typo

Noise Effects on the Complex Patterns of Abnormal Heartbeats

Patients at high risk for sudden death often exhibit complex heart rhythms in which abnormal heartbeats are interspersed with normal heartbeats. We analyze such a complex rhythm in a single patient over a 12-hour period and show that the rhythm can be described by a theoretical model consisting of two interacting oscillators with stochastic elements. By varying the magnitude of the noise, we show that for an intermediate level of noise, the model gives best agreement with key statistical features of the dynamics.Comment: 4 pages, 4 figures, RevTe

Characterization of Sleep Stages by Correlations of Heartbeat Increments

We study correlation properties of the magnitude and the sign of the increments in the time intervals between successive heartbeats during light sleep, deep sleep, and REM sleep using the detrended fluctuation analysis method. We find short-range anticorrelations in the sign time series, which are strong during deep sleep, weaker during light sleep and even weaker during REM sleep. In contrast, we find long-range positive correlations in the magnitude time series, which are strong during REM sleep and weaker during light sleep. We observe uncorrelated behavior for the magnitude during deep sleep. Since the magnitude series relates to the nonlinear properties of the original time series, while the signs series relates to the linear properties, our findings suggest that the nonlinear properties of the heartbeat dynamics are more pronounced during REM sleep. Thus, the sign and the magnitude series provide information which is useful in distinguishing between the sleep stages.Comment: 7 pages, 4 figures, revte

Common Scaling Patterns in Intertrade Times of U. S. Stocks

We analyze the sequence of time intervals between consecutive stock trades of thirty companies representing eight sectors of the U. S. economy over a period of four years. For all companies we find that: (i) the probability density function of intertrade times may be fit by a Weibull distribution; (ii) when appropriately rescaled the probability densities of all companies collapse onto a single curve implying a universal functional form; (iii) the intertrade times exhibit power-law correlated behavior within a trading day and a consistently greater degree of correlation over larger time scales, in agreement with the correlation behavior of the absolute price returns for the corresponding company, and (iv) the magnitude series of intertrade time increments is characterized by long-range power-law correlations suggesting the presence of nonlinear features in the trading dynamics, while the sign series is anti-correlated at small scales. Our results suggest that independent of industry sector, market capitalization and average level of trading activity, the series of intertrade times exhibit possibly universal scaling patterns, which may relate to a common mechanism underlying the trading dynamics of diverse companies. Further, our observation of long-range power-law correlations and a parallel with the crossover in the scaling of absolute price returns for each individual stock, support the hypothesis that the dynamics of transaction times may play a role in the process of price formation.Comment: 8 pages, 5 figures. Presented at The Second Nikkei Econophysics Workshop, Tokyo, 11-14 Nov. 2002. A subset appears in "The Application of Econophysics: Proceedings of the Second Nikkei Econophysics Symposium", editor H. Takayasu (Springer-Verlag, Tokyo, 2003) pp.51-57. Submitted to Phys. Rev. E on 25 June 200

Pseudorapidity and transverse momentum dependence of flow harmonics in pPb and PbPb collisions

info:eu-repo/semantics/publishe

Differential cross section measurements for the production of a W boson in association with jets in proton–proton collisions at √s = 7 TeV

Measurements are reported of differential cross sections for the production of a W boson, which decays into a muon and a neutrino, in association with jets, as a function of several variables, including the transverse momenta (pT) and pseudorapidities of the four leading jets, the scalar sum of jet transverse momenta (HT), and the difference in azimuthal angle between the directions of each jet and the muon. The data sample of pp collisions at a centre-of-mass energy of 7 TeV was collected with the CMS detector at the LHC and corresponds to an integrated luminosity of 5.0 fb[superscript −1]. The measured cross sections are compared to predictions from Monte Carlo generators, MadGraph + pythia and sherpa, and to next-to-leading-order calculations from BlackHat + sherpa. The differential cross sections are found to be in agreement with the predictions, apart from the pT distributions of the leading jets at high pT values, the distributions of the HT at high-HT and low jet multiplicity, and the distribution of the difference in azimuthal angle between the leading jet and the muon at low values.United States. Dept. of EnergyNational Science Foundation (U.S.)Alfred P. Sloan Foundatio

Penilaian Kinerja Keuangan Koperasi di Kabupaten Pelalawan

This paper describe development and financial performance of cooperative in District Pelalawan among 2007 - 2008. Studies on primary and secondary cooperative in 12 sub-districts. Method in this stady use performance measuring of productivity, efficiency, growth, liquidity, and solvability of cooperative. Productivity of cooperative in Pelalawan was highly but efficiency still low. Profit and income were highly, even liquidity of cooperative very high, and solvability was good

Optimasi Portofolio Resiko Menggunakan Model Markowitz MVO Dikaitkan dengan Keterbatasan Manusia dalam Memprediksi Masa Depan dalam Perspektif Al-Qur`an

Risk portfolio on modern finance has become increasingly technical, requiring the use of sophisticated mathematical tools in both research and practice. Since companies cannot insure themselves completely against risk, as human incompetence in predicting the future precisely that written in Al-Quran surah Luqman verse 34, they have to manage it to yield an optimal portfolio. The objective here is to minimize the variance among all portfolios, or alternatively, to maximize expected return among all portfolios that has at least a certain expected return. Furthermore, this study focuses on optimizing risk portfolio so called Markowitz MVO (Mean-Variance Optimization). Some theoretical frameworks for analysis are arithmetic mean, geometric mean, variance, covariance, linear programming, and quadratic programming. Moreover, finding a minimum variance portfolio produces a convex quadratic programming, that is minimizing the objective function ðð¥with constraintsð ð 𥠥 ðandð´ð¥ = ð. The outcome of this research is the solution of optimal risk portofolio in some investments that could be finished smoothly using MATLAB R2007b software together with its graphic analysis