Robust Estimation for Linear Panel Data Models

In different fields of applications including, but not limited to, behavioral, environmental, medical sciences and econometrics, the use of panel data regression models has become increasingly popular as a general framework for making meaningful statistical inferences. However, when the ordinary least squares (OLS) method is used to estimate the model parameters, presence of outliers may significantly alter the adequacy of such models by producing biased and inefficient estimates. In this work we propose a new, weighted likelihood based robust estimation procedure for linear panel data models with fixed and random effects. The finite sample performances of the proposed estimators have been illustrated through an extensive simulation study as well as with an application to blood pressure data set. Our thorough study demonstrates that the proposed estimators show significantly better performances over the traditional methods in the presence of outliers and produce competitive results to the OLS based estimates when no outliers are present in the data set

The Many Phases of Holographic Superfluids

We investigate holographic superfluids in AdS_{d+1} with d=3,4 in the non-backreacted approximation for various masses of the scalar field. In d=3 the phase structure is universal for all the masses that we consider: the critical temperature decreases as the superfluid velocity increases, and as it is cranked high enough, the order of the phase transition changes from second to first. Surprisingly, in d=4 we find that the phase structure is more intricate. For sufficiently high mass, there is always a second order phase transition to the normal phase, no matter how high the superfluid velocity. For some parameters, as we lower the temperature, this transition happens before a first order transition to a new superconducting phase. Across this first order transition, the gap in the transverse conductivity jumps from almost zero to about half its maximum value. We also introduce a double scaling limit where we can study the phase transitions (semi-)analytically in the large velocity limit. The results corroborate and complement our numerical results. In d=4, this approach has the virtue of being fully analytically tractable.Comment: 31 pages, 19 figure

Chaos around Holographic Regge Trajectories

Using methods of Hamiltonian dynamical systems, we show analytically that a dynamical system connected to the classical spinning string solution holographically dual to the principal Regge trajectory is non-integrable. The Regge trajectories themselves form an integrable island in the total phase space of the dynamical system. Our argument applies to any gravity background dual to confining field theories and we verify it explicitly in various supergravity backgrounds: Klebanov-Strassler, Maldacena-Nunez, Witten QCD and the AdS soliton. Having established non-integrability for this general class of supergravity backgrounds, we show explicitly by direct computation of the Poincare sections and the largest Lyapunov exponent, that such strings have chaotic motion.Comment: 28 pages, 5 figures. V3: Minor changes complying to referee's suggestions. Typos correcte

Classical integrability in the BTZ black hole

Using the fact the BTZ black hole is a quotient of AdS_3 we show that classical string propagation in the BTZ background is integrable. We construct the flat connection and its monodromy matrix which generates the non-local charges. From examining the general behaviour of the eigen values of the monodromy matrix we determine the set of integral equations which constrain them. These equations imply that each classical solution is characterized by a density function in the complex plane. For classical solutions which correspond to geodesics and winding strings we solve for the eigen values of the monodromy matrix explicitly and show that geodesics correspond to zero density in the complex plane. We solve the integral equations for BMN and magnon like solutions and obtain their dispersion relation. Finally we show that the set of integral equations which constrain the eigen values of the monodromy matrix can be identified with the continuum limit of the Bethe equations of a twisted SL(2, R) spin chain at one loop.Comment: 45 pages, Reference added, typos corrected, discussion on geodesics improved to include all geodesic

A scalar field instability of rotating and charged black holes in (4+1)-dimensional Anti-de Sitter space-time

We study the stability of static as well as of rotating and charged black holes in (4+1)-dimensional Anti-de Sitter space-time which possess spherical horizon topology. We observe a non-linear instability related to the condensation of a charged, tachyonic scalar field and construct "hairy" black hole solutions of the full system of coupled Einstein, Maxwell and scalar field equations. We observe that the limiting solution for small horizon radius is either a hairy soliton solution or a singular solution that is not a regular extremal solution. Within the context of the gauge/gravity duality the condensation of the scalar field describes a holographic conductor/superconductor phase transition on the surface of a sphere.Comment: 16 pages including 8 figures, v2: discussion on soliton solutions extended; v3: matches version accepted for publication in JHE

Holographic superfluids as duals of rotating black strings

We study the breaking of an Abelian symmetry close to the horizon of an uncharged rotating Anti-de Sitter black string in 3+1 dimensions. The boundary theory living on R^2 x S^1 has no rotation, but a magnetic field that is aligned with the axis of the black string. This boundary theory decribes non-rotating (2+1)-dimensional holographic superfluids with non-vanishing superfluid velocity. We study these superfluids in the grand canonical ensemble and show that for sufficiently small angular momentum of the dual black string and sufficiently small superfluid velocity the phase transition is 2nd order, while it becomes 1st order for larger superfluid velocity. Moreover, we observe that the phase transition is always 1st order above a critical value of the angular momentum independent of the choice of the superfluid velocity.Comment: 9 pages including 5 figures: v2: 12 pages including 7 figures; 2 figures added, discussion on free energy added; accepted for publication in JHE

Type IIB Holographic Superfluid Flows

We construct fully backreacted holographic superfluid flow solutions in a five-dimensional theory that arises as a consistent truncation of low energy type IIB string theory. We construct a black hole with scalar and vector hair in this theory, and study the phase diagram. As expected, the superfluid phase ceases to exist for high enough superfluid velocity, but we show that the phase transition between normal and superfluid phases is always second order. We also analyze the zero temperature limit of these solutions. Interestingly, we find evidence that the emergent IR conformal symmetry of the zero-temperature domain wall is broken at high enough velocity.Comment: v3: Published version. Figures 5 and 6 corrected. 24 pages, 7 figure

Constructing Dirac linear fermions in terms of non-linear Heisenberg spinors

We show that the massive (or massless) neutrinos can be described as special states of Heisenberg nonlinear spinors. As a by-product of this decomposition a particularly attractive consequence appears: the possibility of relating the existence of only three species of mass-less neutrinos to such internal non-linear structure. At the same time it allows the possibility that neutrino oscillation can occurs even for massless neutrinos

Holographic Studies of Entanglement Entropy in Superconductors

We present the results of our studies of the entanglement entropy of a superconducting system described holographically as a fully back-reacted gravity system, with a stable ground state. We use the holographic prescription for the entanglement entropy. We uncover the behavior of the entropy across the superconducting phase transition, showing the reorganization of the degrees of freedom of the system. We exhibit the behaviour of the entanglement entropy from the superconducting transition all the way down to the ground state at T=0. In some cases, we also observe a novel transition in the entanglement entropy at intermediate temperatures, resulting from the detection of an additional length scale.Comment: 21 pages, 14 figures. v2:Clarified some remarks concerning stability. v3: Updated to the version that appears in JHE

Analytic study of properties of holographic p-wave superconductors

In this paper, we analytically investigate the properties of p-wave holographic superconductors in $AdS_{4}$-Schwarzschild background by two approaches, one based on the Sturm-Liouville eigenvalue problem and the other based on the matching of the solutions to the field equations near the horizon and near the asymptotic $AdS$ region. The relation between the critical temperature and the charge density has been obtained and the dependence of the expectation value of the condensation operator on the temperature has been found. Our results are in very good agreement with the existing numerical results. The critical exponent of the condensation also comes out to be 1/2 which is the universal value in the mean field theory.Comment: Latex, To appear in JHE