22,867 research outputs found
Ferromagnetic ordering in graphs with arbitrary degree distribution
We present a detailed study of the phase diagram of the Ising model in random
graphs with arbitrary degree distribution. By using the replica method we
compute exactly the value of the critical temperature and the associated
critical exponents as a function of the minimum and maximum degree, and the
degree distribution characterizing the graph. As expected, there is a
ferromagnetic transition provided < \infty. However, if the fourth
moment of the degree distribution is not finite then non-trivial scaling
exponents are obtained. These results are analyzed for the particular case of
power-law distributed random graphs.Comment: 9 pages, 1 figur
Generating Innovations in Economic Variables
Stock prices should respond only to unpredictable components of economic news (‘innovations’) in efficient markets. While innovations used in empirical investigations of the economic underpinnings of stock market risk should at least satisfy this basic requirement this may not guarantee satisfactory research results. Three methods of generating innovations are evaluated for a variety of economic variables. First differencing produces unsatisfactory serially correlated innovations in general. Both ARIMA and Kalman Filter innovations are unpredictable, but in a further evaluation the component scores from Principal Components Analysis are regressed against economic innovations using PcGets. The results are far less noisy when Kalman Filter innovations are used.Macroeconomic variables, Innovations, stock returns, principal components analysis
Variability of the HeI5876 A line in early type chemically peculiar stars
Chemically peculiar stars present spectral and photometric variability with a
single period. In the oblique rotator model, the non homogeneous distribution
of elements on the stellar surface is at the origin of the observed variations.
As to helium weak stars, it has been suggested that photometric and helium line
equivalent width variations are out of phase. To understand the behaviour of
helium in CP stars, we have obtained time resolved spectra of the HeI5876 A
line for a sample of 16 chemically peculiar stars in the spectral range B3 --
A1 and belonging to different sub-groups. The HeI5876 A line is too weak to be
measured in the spectra of the stars HD 24155, HD 41269, and HD 220825. No
variation of the equivalent width of the selected He line has been revealed in
the stars HD 22920, HD 24587, HD 36589, HD 49606, and HD 209515. The equivalent
width variation of the HeI5876 A line is in phase with the photometric
variability for the stars HD 43819, HD 171247 and HD 176582. On the contrary it
is out of phase for the stars HD 28843, HD 182255 and HD 223640. No clear
relation has been found for the stars HD 26571 and HD 177003.Comment: 8 pages, 9 figures. 1998, A&AS in pres
Changes in the risk structure of stock returns. Consumer Confidence and the Dotcom Bubble.
Changes in the risk structure of stock returns may sometimes be very revealing. We examine economic variables that help explain principal components in UK stock returns, 01/1985 to 12/2001. The loading pattern on explanatory variables for the first component in a ‘bubble’ period is distinctive and consistent with a bubble/crash market. The second component shows a loading pattern on a Consumer Confidence variable in a pre-bubble period only. We observe apparently systematic changes in the structure of risk, and conjecture that Consumer Confidence captures a change in market sentiment that could be a signal for the evolution of stock prices.Macroeconomic variables, consumer confidence, stock returns, principal components analysis
Quark mixing renormalization effects in the determination of |V_{tq}|
We study the numerical effects of several renormalization schemes of the
Cabibbo-Kobayashi-Maskawa (CKM) quark mixing matrix on the top-quark decay
widths. We then employ these results to infer the relative shifts in the CKM
parameters |V_{tq}|^2 due to the quark mixing renormalization corrections,
assuming that they are determined directly from the top-quark partial decay
widths, without imposing unitarity constraints. We also discuss the
implications of these effects on the ratio R = Gamma(t -> Wb) / Gamma_t and the
determination of |V_{tb}|^2.Comment: 10 pages, 3 table
Exchange-Repairs: Managing Inconsistency in Data Exchange
In a data exchange setting with target constraints, it is often the case that
a given source instance has no solutions. In such cases, the semantics of
target queries trivialize. The aim of this paper is to introduce and explore a
new framework that gives meaningful semantics in such cases by using the notion
of exchange-repairs. Informally, an exchange-repair of a source instance is
another source instance that differs minimally from the first, but has a
solution. Exchange-repairs give rise to a natural notion of exchange-repair
certain answers (XR-certain answers) for target queries. We show that for
schema mappings specified by source-to-target GAV dependencies and target
equality-generating dependencies (egds), the XR-certain answers of a target
conjunctive query can be rewritten as the consistent answers (in the sense of
standard database repairs) of a union of conjunctive queries over the source
schema with respect to a set of egds over the source schema, making it possible
to use a consistent query-answering system to compute XR-certain answers in
data exchange. We then examine the general case of schema mappings specified by
source-to-target GLAV constraints, a weakly acyclic set of target tgds and a
set of target egds. The main result asserts that, for such settings, the
XR-certain answers of conjunctive queries can be rewritten as the certain
answers of a union of conjunctive queries with respect to the stable models of
a disjunctive logic program over a suitable expansion of the source schema.Comment: 29 pages, 13 figures, submitted to the Journal on Data Semantic
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