Auto-tail dependence coefficients for stationary solutions of linear stochastic recurrence equations and for GARCH(1,1)

We examine the auto-dependence structure of strictly stationary solutions of linear stochastic recurrence equations and of strictly stationary GARCH(1, 1) processes from the point of view of ordinary and generalized tail dependence coefficients. Since such processes can easily be of infinite variance, a substitute for the usual auto-correlation function is needed

Evaporation of buffer gas-thermalized anions out of a multipole rf ion trap

We identify plain evaporation of ions as the fundamental loss mechanism out of a multipole ion trap. Using thermalized negative Cl- ions we find that the evaporative loss rate is proportional to a Boltzmann factor. This thermodynamic description sheds new light on the dynamics of particles in time-varying confining potentials. It specifically allows us to extract the effective depth of the ion trap as the activation energy for evaporation. As a function of the rf amplitude we find two distinct regimes related to the stability of motion of the trapped ions. For low amplitudes the entire trap allows for stable motion and the trap depth increases with the rf field. For larger rf amplitudes, however, rapid energy transfer from the field to the ion motion can occur at large trap radii, which leads to a reduction of the effective trapping volume. In this regime the trap depth decreases again with increasing rf amplitude. We give an analytical parameterization of the trap depth for various multipole traps that allows predictions of the most favorable trapping conditions.Comment: Phys. Rev. Lett., in pres

Weak convergence of Vervaat and Vervaat Error processes of long-range dependent sequences

Following Cs\"{o}rg\H{o}, Szyszkowicz and Wang (Ann. Statist. {\bf 34}, (2006), 1013--1044) we consider a long range dependent linear sequence. We prove weak convergence of the uniform Vervaat and the uniform Vervaat error processes, extending their results to distributions with unbounded support and removing normality assumption

Is network traffic approximated by stable Levy motion or fractional Brownian motion?

Cumulative broadband network traffic is often thought to be well modeled by fractional Brownian motion (FBM). However, some traffic measurements do not show an agreement with the Gaussian marginal distribution assumption. We show that if connection rates are modest relative to heavy tailed connection length distribution tails, then stable Levy motion is a sensible approximation to cumulative traffic over a time period. If connection rates are large relative to heavy tailed connection length distribution tails, then FBM is the appropriate approximation. The results are framed as limit theorems for a sequence of cumulative input processes whose connection rates are varying in such a way as to remove or induce long range dependence

Formation of ultracold LiCs molecules

We present the first observation of ultracold LiCs molecules. The molecules are formed in a two-species magneto-optical trap and detected by two-photon ionization and time-of-flight mass spectrometry. The production rate coefficient is found to be in the range 10^{-18}\unit{cm^3s^{-1}} to 10^{-16}\unit{cm^3s^{-1}}, at least an order of magnitude smaller than for other heteronuclear diatomic molecules directly formed in a magneto-optical trap.Comment: 8 pages, 2 figure

A planar multipole ion trap

We report on the realisation of a chip-based multipole ion trap manufactured using micro-electromechanical systems (MEMS) technology. It provides ion confinement in an almost field-free volume between two planes of radiofrequency electrodes, deposited on glass substrates, which allows for optical access to the trap. An analytical model of the effective trapping potential is presented and compared with numerical calculations. Stable trapping of argon ions is achieved and a lifetime of 16s is measured. Electrostatic charging of the chip surfaces is studied and found to agree with a numerical estimate

Multi-channel electronic and vibrational dynamics in polyatomic resonant high-order harmonic generation

High-order harmonic generation in polyatomic molecules generally involves multiple channels of ionization. Their relative contribution can be strongly influenced by the presence of resonances, whose assignment remains a major challenge for high-harmonic spectroscopy. Here we present a multi-modal approach for the investigation of unaligned polyatomic molecules, using SF6 as an example. We combine methods from extreme-ultraviolet spectroscopy, above-threshold ionization and attosecond metrology. Fragment-resolved above-threshold ionization measurements reveal that strong-field ionization opens at least three channels. A shape resonance in one of them is found to dominate the signal in the 20-26 eV range. This resonance induces a phase jump in the harmonic emission, a switch in the polarization state and different dynamical responses to molecular vibrations. This study demonstrates a method for extending high-harmonic spectroscopy to polyatomic molecules, where complex attosecond dynamics are expected

Gaussian risk models with financial constraints

In this paper, we investigate Gaussian risk models which include financial elements, such as inflation and interest rates. For some general models for inflation and interest rates, we obtain an asymptotic expansion of the finite-time ruin probability for Gaussian risk models. Furthermore, we derive an approximation of the conditional ruin time by an exponential random variable as the initial capital tends to infinity