Determination of the Sign of g factors for Conduction Electrons Using Time-resolved Kerr Rotation

The knowledge of electron g factor is essential for spin manipulation in the field of spintronics and quantum computing. While there exist technical difficulties in determining the sign of g factor in semiconductors by the established magneto-optical spectroscopic methods. We develop a time resolved Kerr rotation technique to precisely measure the sign and the amplitude of electron g factor in semiconductors

Implication of Cotton Price Behavior on Market Integration

The cotton market in China is highly interactive with international markets, especially, the US market. The prices in these two markets can reveal important market relations. Investigating the data of futures prices from the New York Board of Trade (NYBOT) and the Zhengzhou Commodity Exchange (CZCE) using several time series methods, we find a long-run cointegration relationship between these I(1) series. Furthermore, a bi-directional Granger Causality between these two futures markets is detected with Generalized Autoregressive Conditional Heteroskedasticity (GARCH) error specifications. We also find the relationship is impacted by the Chinese exchange rate policy change in the 2005.cotton futures prices, cointegration, granger causality test, AR-GARCH., Agricultural Finance,

Trade and Integration of the US and China’s Cotton Markets

The cotton market in China is highly interactive with international markets, especially, the US market. The prices in these two markets can reveal important market relations. Investigating the data of futures prices from the New York Board of Trade (NYBOT) and the Zhengzhou Commodity Exchange (CZCE) using several time series methods, we find a long-run cointegration relationship between these I(1) series. Furthermore, a bi-directional Granger Causality between these two futures markets is detected with Generalized Autoregressive Conditional Heteroskedasticity (GARCH) error specifications. We also find the relationship is impacted by the Chinese exchange rate policy change in the 2005.cotton futures prices, cointegration, granger causality test, AR-GARCH, Agricultural Finance, Demand and Price Analysis, International Relations/Trade,

A double bounded key identity for Goellnitz's (big) partition theorem

Given integers i,j,k,L,M, we establish a new double bounded q-series identity from which the three parameter (i,j,k) key identity of Alladi-Andrews-Gordon for Goellnitz's (big) theorem follows if L, M tend to infinity. When L = M, the identity yields a strong refinement of Goellnitz's theorem with a bound on the parts given by L. This is the first time a bounded version of Goellnitz's (big) theorem has been proved. This leads to new bounded versions of Jacobi's triple product identity for theta functions and other fundamental identities.Comment: 17 pages, to appear in Proceedings of Gainesville 1999 Conference on Symbolic Computation