Spin effects in deeply virtual Compton scattering

We consider the azimuthal angle dependence in the cross section of the hard leptoproduction of a photon on a nucleon target. We show that this dependence allows to define observables that isolate the twist-two and twist-three sectors in the deeply virtual Compton scattering amplitude. All twist-two and twist-three Compton form factors can be extracted from measurements of the charge odd part of the polarized cross section and give access to all generalized parton distributions.Comment: 6 pages, LaTeX, 1 figure, Talk given at IX International Workshop on Deep Inelastic Scattering Bologna, 27 April - 1 May 200

Solar X-ray spectrum reproduced in vacuum

Desired low energy X rays are produced by modifying commercial ion tubes and combining them with standard power supplies and control circuitry. These X rays have less deviation from the solar X ray spectrum in energy and intensity

A 2-Dimensional Cellular Automaton for Agents Moving from Origins to Destinations

We develop a two-dimensional cellular automaton (CA) as a simple model for agents moving from origins to destinations. Each agent moves towards an empty neighbor site corresponding to the minimal distance to its destination. The stochasticity or noise ($p$) is introduced in the model dynamics, through the uncertainty in estimating the distance from the destination. The friction parameter $"\mu"$ is also introduced to control the probability that the movement of all agents involved to the same site (conflict) is denied at one time step. This model displays two states; namely the freely moving and the jamming state. If $\mu$ is large and $p$ is low, the system is in the jamming state even if the density is low. However, if $\mu$ is large and $p$ is high, a freely moving state takes place whenever the density is low. The cluster size and the travel time distributions in the two states are studied in detail. We find that only very small clusters are present in the freely moving state while the jamming state displays a bimodal distribution. At low densities, agents can take a very long time to reach their destinations if $\mu$ is large and $p$ is low (jamming state); but long travel times are suppressed if $p$ becomes large (freely moving state).Comment: 10 pages, 12 figure

Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework

This paper provides an insight to the time-varying dynamics of the shape of the distribution of financial return series by proposing an exponential weighted moving average model that jointly estimates volatility, skewness and kurtosis over time using a modified form of the Gram-Charlier density in which skewness and kurtosis appear directly in the functional form of this density. In this setting VaR can be described as a function of the time-varying higher moments by applying the Cornish-Fisher expansion series of the first four moments. An evaluation of the predictive performance of the proposed model in the estimation of 1-day and 10-day VaR forecasts is performed in comparison with the historical simulation, filtered historical simulation and GARCH model. The adequacy of the VaR forecasts is evaluated under the unconditional, independence and conditional likelihood ratio tests as well as Basel II regulatory tests. The results presented have significant implications for risk management, trading and hedging activities as well as in the pricing of equity derivatives

Gravitational collapse of plasmas in General Relativity

We provide a covariant derivation of plasma physics coupled to gravitation by utilizing the 3+1 formulation of general relativity, including a discussion of the Lorentz force law. We then reduce the system to the spherically symmetric case and show that all regions of the spacetime can be represented in a single coordinate system, thus revoking the need for junction conditions. We further show that the region exterior to the collapsing region is naturally described by the charged Vaidya spacetime in non-null coordinates.Comment: Talk given at the Spanish Relativity Meeting, Tenerife, September 200

Quantum criticality of the sub-ohmic spin-boson model

We revisit the critical behavior of the sub-ohmic spin-boson model. Analysis of both the leading and subleading terms in the temperature dependence of the inverse static local spin susceptibility at the quantum critical point, calculated using a numerical renormalization-group method, provides evidence that the quantum critical point is interacting in cases where the quantum-to-classical mapping would predict mean-field behavior. The subleading term is shown to be consistent with an w/T scaling of the local dynamical susceptibility, as is the leading term. The frequency and temperature dependences of the local spin susceptibility in the strong-coupling (delocalized) regime are also presented. We attribute the violation of the quantum-to-classical mapping to a Berry-phase term in a continuum path-integral representation of the model. This effect connects the behavior discussed here with its counterparts in models with continuous spin symmetry.Comment: 9 pages, 10 figure

Scaling and Enhanced Symmetry at the Quantum Critical Point of the Sub-Ohmic Bose-Fermi Kondo Model

We consider the finite temperature scaling properties of a Kondo-destroying quantum critical point in the Ising-anisotropic Bose-Fermi Kondo model (BFKM). A cluster-updating Monte Carlo approach is used, in order to reliably access a wide temperature range. The scaling function for the two-point spin correlator is found to have the form dictated by a boundary conformal field theory, even though the underlying Hamiltonian lacks conformal invariance. Similar conclusions are reached for all multi-point correlators of the spin-isotropic BFKM in a dynamical large-N limit. Our results suggest that the quantum critical local properties of the sub-ohmic BFKM are those of an underlying boundary conformal field theory.Comment: 4 pages, 3 embedded eps figures; published versio

Universal out-of-equilibrium Transport in Kondo-correlated quantum dots: Renormalized dual Fermions on the Keldysh contour

The nonlinear conductance of semiconductor heterostructures and single molecule devices exhibiting Kondo physics has recently attracted attention. We address the observed sample dependence of the measured steady state transport coefficients by considering additional electronic contributions in the effective low-energy model underlying these experiments that are absent in particle-hole symmetric setups. A novel version of the superperturbation theory of Hafermann et al. in terms of dual fermions is developed, which correctly captures the low-temperature behavior. We compare our results with the measured transport coefficients.Comment: 5 pages, 2 figure