4,376 research outputs found

    Exact solution at integrable coupling of a model for the Josephson effect between small metallic grains

    Full text link
    A model is introduced for two reduced BCS systems which are coupled through the transfer of Cooper pairs between the systems. The model may thus be used in the analysis of the Josephson effect arising from pair tunneling between two strongly coupled small metallic grains. At a particular coupling strength the model is integrable and explicit results are derived for the energy spectrum, conserved operators, integrals of motion, and wave function scalar products. It is also shown that form factors can be obtained for the calculation of correlation functions. Further, a connection with perturbed conformal field theory is made.Comment: 12 pages, latex, no figure

    Exact results for a tunnel-coupled pair of trapped Bose-Einstein condensates

    Full text link
    A model describing coherent quantum tunneling between two trapped Bose-Einstein condensates is shown to admit an exact solution. The spectrum is obtained by the algebraic Bethe ansatz. An asymptotic analysis of the Bethe ansatz equations leads us to explicit expressions for the energies of the ground and first excited states in the limit of {\it weak} tunneling and all energies for {\it strong} tunneling. The results are used to extract the asymptotic limits of the quantum fluctuations of the boson number difference between the two Bose-Einstein condensates and to characterize the degree of coherence in the system.Comment: 5 pages, RevTex, No figure

    Why risk is so hard to measure

    Get PDF
    This paper analyzes the robustness of standard risk analysis techniques, with a special emphasis on the specifications in Basel III. We focus on the difference between Value– at–Risk and expected shortfall, the small sample properties of these risk measures and the impact of using an overlapping approach to construct data for longer holding periods. Overall, risk forecasts are extremely uncertain at low sample sizes. By comparing the estimation uncertainty, we find that Value–at–Risk is superior to expected shortfall and the time-scaling approach for risk forecasts with longer holding periods is preferable to using overlapping data

    Why risk is so hard to measure

    Get PDF
    This paper analyzes the robustness of standard risk analysis techniques, with a special emphasis on the specifications in Basel III. We focus on the difference between Value– at–Risk and expected shortfall, the small sample properties of these risk measures and the impact of using an overlapping approach to construct data for longer holding periods. Overall, risk forecasts are extremely uncertain at low sample sizes. By comparing the estimation uncertainty, we find that Value–at–Risk is superior to expected shortfall and the time-scaling approach for risk forecasts with longer holding periods is preferable to using overlapping data

    Bayesian Analysis of Cell-Cycle Gene Expression Data

    Get PDF
    The study of the cell-cycle is important in order to aid in our understanding of the basic mechanisms of life, yet progress has been slow due to the complexity of the process and our lack of ability to study it at high resolution. Recent advances in microarray technology have enabled scientists to study the gene expression at the genome-scale with a manageable cost, and there has been an increasing effort to identify cell-cycle regulated genes. In this chapter, we discuss the analysis of cell-cycle gene expression data, focusing on a model-based Bayesian approaches. The majority of the models we describe can be fitted using freely available software

    Automatic Extraction of Complex Web Data

    Get PDF
    A new wrapper induction algorithm WTM for generating rules that describe the general web page layout template is presented. WTM is mainly designed for use in weblog crawling and indexing system. Most weblogs are maintained by content management systems and have similar layout structures in all pages. In addition, they provide RSS feeds to describe the latest entries. These entries appear in the weblog homepage in HTML format as well. WTM is built upon these two observations. It uses RSS feed data to automatically label the corresponding HTML file (weblog homepage) and induces general template rules from the labeled page. The rules can then be used to extract data from other pages of similar layout template. WTM is tested on some selected weblogs and the results are satisfactory

    Solvable models of Bose-Einstein condensates: a new algebraic Bethe ansatz scheme

    Full text link
    A new algebraic Bethe ansatz scheme is proposed to diagonalise classes of integrable models relevant to the description of Bose-Einstein condensates in dilute alkali gases. This is achieved by introducing the notion of Z-graded representations of the Yang-Baxter algebra.Comment: 14 pages, latex, no figure
    • …
    corecore