607 research outputs found
Functional co-monotony of processes with applications to peacocks and barrier options
We show that several general classes of stochastic processes satisfy a
functional co-monotony principle, including processes with independent
increments, Brownian diffusions, Liouville processes. As a first application,
we recover some recent results about peacock processes obtained by Hirsch et
al. which were themselves motivated by a former work of Carr et al. about the
sensitivity of Asian Call options with respect to their volatility and residual
maturity (seniority). We also derive semi-universal bounds for various barrier
options.Comment: 27 page
X-Ray Reflectivity of Fibonacci Multilayers
We have numerically computed the reflectivity of X-ray incident normally onto
Fibonacci multilayers, and compared the results with those obtained in periodic
approximant multilayers. The constituent layers are of low and high refractive
indices with the same thickness. Whereas reflectivity of periodic approximant
multilayers changes only slightly with increasing the number of layers,
Fibonacci multilayers present a completely different behaviour. In particular,
we have found a highly-fragmented and self-similar reflectivity pattern in
Fibonacci systems. The behaviour of the fragmentation pattern on increasing the
number of layers is quantitatively described using multifractal techniques. The
paper ends with a brief discussion on possible practical applications of our
results in the design of new X-ray devices.Comment: 8 pages, REVTeX 3.0, 3 figures available upon request from
[email protected]. To appear in Physics Letters
Is There a Causal Association between Genotoxicity and the Imposex Effect?
There is a growing body of evidence that indicates common environmental pollutants are capable of disrupting reproductive and developmental processes by interfering with the actions of endogenous hormones. Many reports of endocrine disruption describe changes in the normal development of organs and tissues that are consistent with genetic damage, and recent studies confirm that many chemicals classified to have hormone-modulating effects also possess carcinogenic and mutagenic potential. To date, however, there have been no conclusive examples linking genetic damage with perturbation of endocrine function and adverse effects in vivo. Here, we provide the first evidence of DNA damage associated with the development of imposex (the masculinization of female gastropods considered to be the result of alterations to endocrine-mediated pathways) in the dog-whelk Nucella lapillus. Animals (n = 257) that displayed various stages of tributyltin (TBT)-induced imposex were collected from sites in southwest England, and their imposex status was determined by physical examination. Linear regression analysis revealed a very strong relationship (correlation coefficient of 0.935, p < 0.0001) between the degree of imposex and the extent of DNA damage (micronucleus formation) in hemocytes. Moreover, histological examination of a larger number of dog-whelks collected from sites throughout Europe confirmed the presence of hyperplastic growths, primarily on the vas deferens and penis in both TBT-exposed male snails and in females that exhibited imposex. A strong association was found between TBT body burden and the prevalence of abnormal growths, thereby providing compelling evidence to support the hypothesis that environmental chemicals that affect reproductive processes do so partly through DNA damage pathways
Dynamical phenomena in Fibonacci Semiconductor Superlattices
We present a detailed study of the dynamics of electronic wavepackets in
Fibonacci semiconductor superlattices, both in flat band conditions and subject
to homogeneous electric fields perpendicular to the layers. Coherent
propagation of electrons is described by means of a scalar Hamiltonian using
the effective-mass approximation. We have found that an initial Gaussian
wavepacket is filtered selectively when passing through the superlattice. This
means that only those components of the wavepacket whose wavenumber belong to
allowed subminibands of the fractal-like energy spectrum can propagate over the
entire superlattice. The Fourier pattern of the transmitted part of the
wavepacket presents clear evidences of fractality reproducing those of the
underlying energy spectrum. This phenomenon persists even in the presence of
unintentional disorder due to growth imperfections. Finally, we have
demonstrated that periodic coherent-field induced oscillations (Bloch
oscillations), which we are able to observe in our simulations of periodic
superlattices, are replaced in Fibonacci superlattices by more complex
oscillations displaying quasiperiodic signatures, thus sheding more light onto
the very peculiar nature of the electronic states in these systems.Comment: 7 pagex, RevTex, 5 Postscript figures. Physical Review B (in press
Energy spectra of quasiperiodic systems via information entropy
We study the relationship between the electronic spectrum structure and the
configurational order of one-dimensional quasiperiodic systems. We take the
Fibonacci case as an specific example, but the ideas outlined here may be
useful to accurately describe the energy spectra of general quasiperiodic
systems of technological interest. Our main result concerns the {\em
minimization} of the information entropy as a characteristic feature associated
to quasiperiodic arrangements. This feature is shown to be related to the
ability of quasiperiodic systems to encode more information, in the Shannon
sense, than periodic ones. In the conclusion we comment on interesting
implications of these results on further developments on the issue of
quasiperiodic order.Comment: REVTeX 3.0, 8 pages, 3 figures available on request from FD-A
([email protected]), Phys Rev E submitted, MA/UC3M/02/9
Fermi-Edge Singularities in AlxGa1-xAs Quantum Wells : Extrinsic Versus Many-Body Scattering Processes
A Fano resonance mechanism is evidenced to control the formation of optical
Fermi-edge singularities in multi-subband systems such as remotely doped
AlxGa1-xAs heterostructures. Using Fano parameters, we probe the physical
nature of the interaction between Fermi-sea electrons and empty conduction
subbands. We show that processes of extrinsic origin like alloy-disorder
prevail easily at 2D over multiple diffusions from charged valence holes
expected by many-body scenarios.Comment: 4 pages, 3 figures, accepted for publication in Physical Review
Letter
Multifractal analysis of the electronic states in the Fibonacci superlattice under weak electric fields
Influence of the weak electric field on the electronic structure of the
Fibonacci superlattice is considered. The electric field produces a nonlinear
dynamics of the energy spectrum of the aperiodic superlattice. Mechanism of the
nonlinearity is explained in terms of energy levels anticrossings. The
multifractal formalism is applied to investigate the effect of weak electric
field on the statistical properties of electronic eigenfunctions. It is shown
that the applied electric field does not remove the multifractal character of
the electronic eigenfunctions, and that the singularity spectrum remains
non-parabolic, however with a modified shape. Changes of the distances between
energy levels of neighbouring eigenstates lead to the changes of the inverse
participation ratio of the corresponding eigenfunctions in the weak electric
field. It is demonstrated, that the local minima of the inverse participation
ratio in the vicinity of the anticrossings correspond to discontinuity of the
first derivative of the difference between marginal values of the singularity
strength. Analysis of the generalized dimension as a function of the electric
field shows that the electric field correlates spatial fluctuations of the
neighbouring electronic eigenfunction amplitudes in the vicinity of
anticrossings, and the nonlinear character of the scaling exponent confirms
multifractality of the corresponding electronic eigenfunctions.Comment: 10 pages, 9 figure
Enhanced fluctuations of the tunneling density of states near bottoms of Landau bands measured by a local spectrometer
We have found that the local density of states fluctuations (LDOSF) in a
disordered metal, detected using an impurity in the barrier as a spectrometer,
undergo enhanced (with respect to SdH and dHvA effects) oscillations in strong
magnetic fields, omega _c\tau > 1. We attribute this to the dominant role of
the states near bottoms of Landau bands which give the major contribution to
the LDOSF and are most strongly affected by disorder. We also demonstrate that
in intermediate fields the LDOSF increase with B in accordance with the results
obtained in the diffusion approximation.Comment: 4 pages, 4 figure
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