Vacuum instability in Kaluza-Klein manifolds

The purpose of this work in to analyze particle creation in spaces with extra dimensions. We consider, in particular, a massive scalar field propagating in a Kaluza-Klein manifold subject to a constant electric field. We compute the rate of particle creation from vacuum by using techniques rooted in the spectral zeta function formalism. The results we obtain show explicitly how the presence of the extra-dimensions and their specific geometric characteristics, influence the rate at which pairs of particles and anti-particles are generated.Comment: 19 pages, LaTe

On the Hurwitz Zeta Function of Imaginary Second Argument

In this work we exploit Jonqui\`{e}re's formula relating the Hurwitz zeta function to a linear combination of polylogarithmic functions in order to evaluate the real and imaginary part of $\zeta_{H}(s,ia)$ and its first derivative with respect to the first argument $s$. In particular, we obtain expressions for the real and imaginary party of $\zeta_{H}(s,i a)$ and its derivative for $s=m$ with $m\in\mathbb{Z}\backslash\{1\}$ involving simpler transcendental functions.Comment: LaTeX, 15 page

A semi-Markov model for price returns

We study the high frequency price dynamics of traded stocks by a model of returns using a semi-Markov approach. More precisely we assume that the intraday return are described by a discrete time homogeneous semi-Markov process and the overnight returns are modeled by a Markov chain. Based on this assumptions we derived the equations for the first passage time distribution and the volatility autocorreletion function. Theoretical results have been compared with empirical findings from real data. In particular we analyzed high frequency data from the Italian stock market from first of January 2007 until end of December 2010. The semi-Markov hypothesis is also tested through a nonparametric test of hypothesis