Cutoff Effects on Energy-Momentum Tensor Correlators in Lattice Gauge Theory

We investigate the discretization errors affecting correlators of the energy-momentum tensor $T_{\mu\nu}$ at finite temperature in SU($N_c$) gauge theory with the Wilson action and two different discretizations of $T_{\mu\nu}$. We do so by using lattice perturbation theory and non-perturbative Monte-Carlo simulations. These correlators, which are functions of Euclidean time $x_0$ and spatial momentum ${\bf p}$, are the starting point for a lattice study of the transport properties of the gluon plasma. We find that the correlator of the energy $\int d^3x T_{00}$ has much larger discretization errors than the correlator of momentum $\int d^3x T_{0k}$. Secondly, the shear and diagonal stress correlators ($T_{12}$ and $T_{kk}$) require \Nt\geq 8 for the $Tx_0={1/2}$ point to be in the scaling region and the cutoff effect to be less than 10%. We then show that their discretization errors on an anisotropic lattice with \as/\at=2 are comparable to those on the isotropic lattice with the same temporal lattice spacing. Finally, we also study finite ${\bf p}$ correlators.Comment: 16 pages, 5 figure

Law Behind Second Law of Thermodynamics --Unification with Cosmology--

In an abstract setting of a general classical mechanical system as a model for the universe we set up a general formalism for a law behind the second law of thermodynamics, i.e. really for "initial conditions". We propose a unification with the other laws by requiring similar symmetry and locality properties.Comment: 17 page

AGRICULTURE IN THE NATIONAL ECONOMY

Agricultural and Food Policy,

Prediction for Nonabelian Fine Structure Constants from Multicriticality

In developing a model for predicting the nonabelian gauge coupling constants we argue for the phenomenological validity of a ``principle of multiple point criticality''. This is supplemented with the assumption of an ``(grand) anti-unified'' gauge group $SMG^{N_{gen.}}\sim U(1)^{N_{gen.}}\times SU(2)^{N_{gen.}}\times SU(3)^{N_{gen.}}$ that, at the Planck scale, breaks down to the diagonal subgroup. Here $N_{gen}$ is the number of generations which is assumed to be 3. According to this ``multiple point criticality principle'', the Planck scale experimental couplings correspond to multiple point couplings of the bulk phase transition of a lattice gauge theory (with gauge group $SMG^{N_{gen.}}$). Predictions from this principle agree with running nonabelian couplings (after an extrapolation to the Planck scale using the assumption of a ``desert'') to an accuracy of 7\%. As an explanation for the existence of the multiple point, a speculative model using a glassy lattice gauge theory is presented.Comment: 42, NBI-HE-93-2

Probabilistic methods for seasonal forecasting in a changing climate: Cox-type regression models

For climate risk management, cumulative distribution functions (CDFs) are an important source of information. They are ideally suited to compare probabilistic forecasts of primary (e.g. rainfall) or secondary data (e.g. crop yields). Summarised as CDFs, such forecasts allow an easy quantitative assessment of possible, alternative actions. Although the degree of uncertainty associated with CDF estimation could influence decisions, such information is rarely provided. Hence, we propose Cox-type regression models (CRMs) as a statistical framework for making inferences on CDFs in climate science. CRMs were designed for modelling probability distributions rather than just mean or median values. This makes the approach appealing for risk assessments where probabilities of extremes are often more informative than central tendency measures. CRMs are semi-parametric approaches originally designed for modelling risks arising from time-to-event data. Here we extend this original concept to other positive variables of interest beyond the time domain. We also provide tools for estimating CDFs and surrounding uncertainty envelopes from empirical data. These statistical techniques intrinsically account for non-stationarities in time series that might be the result of climate change. This feature makes CRMs attractive candidates to investigate the feasibility of developing rigorous global circulation model (GCM)-CRM interfaces for provision of user-relevant forecasts. To demonstrate the applicability of CRMs, we present two examples for El Niño/Southern Oscillation (ENSO)-based forecasts: the onset date of the wet season (Cairns, Australia) and total wet season rainfall (Quixeramobim, Brazil). This study emphasises the methodological aspects of CRMs rather than discussing merits or limitations of the ENSO-based predictor

Risk and Insurance in Sharecropping

This essay summarizes some recent empirical contributions on two aspects of sharecropping: (i) the effects of the contractual form (incentive power and contract length) on resource allocation and farm performance; and (ii) the exogenous elements behind the choice of different contractual forms.Empirical, Sharecropping, Survey

Pension Buyouts: What Can We Learn From the UK Experience?

Over the past half century, employer-sponsored defined benefit (DB) pensions have been crucial sources of retirement income and security. However, the popularity of DB pensions in the private sector has dwindled, and competitive pressures may drive DB plans from the private sector altogether. Significantly, this burden is not only a US phenomenon, as UK private plan sponsors are also struggling to manage their DB pension commitments. Nonetheless, a fundamental difference of opinion exists between UK and US policymakers about how to address the decline of the DB system. In the United Kingdom, DB stakeholders have accepted the plans’ decline as inevitable and are now promoting alternative mechanisms to shore up retirement security. For example, in the Pensions Act of 2008, the UK government mandated that employers enroll eligible employees into a workplace pension and created a new second pillar pension institution, the Personal Accounts Delivery Authority (PADA), to facilitate the new policy. In addition, UK policymakers, and indeed most DB stakeholders, have endorsed the use of pension buyouts as a way to manage the decline of this once important institution. A buyout allows firms to pay an insurance company a fee to take over the assets and liabilities of their plan, thereby freeing them from their DB obligations. As such, UK policymakers perceive buyouts to be part of the process of unwinding an unsustainable institution, and most see the rising popularity of pension buyouts as a direct response to the increasingly burdensome nature of DB pensions...