Default contagion risks in Russian interbank market

Systemic risks of default contagion in the Russian interbank market are investigated. The analysis is based on considering the bow-tie structure of the weighted oriented graph describing the structure of the interbank loans. A probabilistic model of interbank contagion explicitly taking into account the empirical bow-tie structure reflecting functionality of the corresponding nodes (borrowers, lenders, borrowers and lenders simultaneously), degree distributions and disassortativity of the interbank network under consideration based on empirical data is developed. The characteristics of contagion-related systemic risk calculated with this model are shown to be in agreement with those of explicit stress tests.Comment: Final version, to appear in Physica

QCD Heat Kernel in Covariant Gauge

We report the calculation of the fourth coefficient in an expansion of the heat kernel of a non-minimal, non-abelian kinetic operator in an arbitrary background gauge in arbitrary space-time dimension. The fourth coefficient is shown to bring a nontrivial gauge dependence due to the contribution of the lowest order off-shell gauge invariant structure.Comment: 6 pages + title page, standart LaTe

Thermodynamics of oxygen in CaMnO3-δ

The experimental data for equilibrium oxygen content were used in order to extract increments of partial molar thermodynamic functions of oxygen with changes of oxygen stoichiometry in calcium manganite CaMnO3-δ. It is shown that along with the oxygen exchange reaction, thermal excitation of Mn4+ cations plays an important role in equilibration of charged manganese species that appear in response to the loss of oxygen at heating. The interrelation of partial molar enthalpy and entropy of oxygen with electron and ion defect formation parameters is obtained in approximation of the point defect model. The nearly linear changes of oxygen partial molar enthalpy are shown to directly reflect thermally driven changes in concentration of Mn3+ cations. © Springer-Verlag Berlin Heidelberg 2013

Electron transport in CaMnO3 - δ at elevated temperatures: A mobility analysis

The drift mobility of electron charge carriers in oxygen non-stoichiometric manganite CaMnO3 - δ was calculated by combining the total electrical conductivity and oxygen non-stoichiometry data at 700-950 ° C and oxygen partial pressure varying between 10-6 and 1 atm. The carrier concentration changes with pressure and temperature were obtained with the help of the earlier-developed defect model involving reactions of oxygen exchange and thermal excitation of manganese sites. The activation energy for mobility is found to increase with oxygen non-stoichiometry. High-temperature electron transport properties of the manganite CaMnO3 - δ can be explained in terms of activated jumps of n-type small polarons in adiabatic regime. The relatively small mobility of charge carriers is explained by strong localization of polarons on manganese sites. © 2013 Springer-Verlag Berlin Heidelberg

Defect equilibrium in PrBaCo2O5+δ at elevated temperatures

A defect equilibrium model for PrBaCo2O5+δ is suggested based on oxygen non-stoichiometry data. The model includes reactions of oxygen exchange and charge disproportionation of Co3+ cations. The respective equilibrium constants, enthalpies and entropies for the reactions entering the model are obtained from the fitting of the experimental data for oxygen non-stoichiometry. The enthalpies of oxidation Co2+→ Co3+ and Co3+→Co4+ are found to be equal to 115±9 kJ mol-1 and 45±4 kJ mol-1, respectively. The obtained equilibrium constants were used in order to calculate variations in concentration of cobalt species with non-stoichiometry, temperature and oxygen pressure. © 2013 Elsevier Inc

Correlation Functions and Cumulants in Elliptic Flow Analysis

We consider various methods of flow analysis in heavy ion collisions and compare experimental data on corresponding observables to the predictions of our saturation model proposed earlier. We demonstrate that, due to the nature of the standard flow analysis, azimuthal distribution of particles with respect to reaction plane determined from the second order harmonics should always be proportional to $\cos 2(\phi-\Psi_R)$ independent of the physical origin of particle correlations (flow or non-flow). The amplitude of this distribution is always physical and proportional to $v_2$. Two-particle correlations analysis is therefore a more reliable way of extracting the shape of physical azimuthal anisotropy. We demonstrate that two-particle correlation functions generated in our minijet model of particle production are in good agreement with the data reported by PHENIX. We discuss the role of non-flow correlations in the cumulant flow analysis and demonstrate using a simple example that if the flow is weak, higher order cumulants analysis does not significantly reduce the contribution of non-flow correlations to elliptic flow observable $v_2$ in RHIC data.Comment: 18 pages, 1 figure; v2: IR safety and v2(pT) from 4th order cumulant discussions adde

The model of particle production by strong external sources

Using some knowledge of multiplicity disributions for high energy reactions, it is possible to propose a simple analytical model of particle production by strong external sources. The model describes qualitatively most peculiar properties of the distributions. The generating function of the distribution varies so drastically as it can happen at phase transitions.Comment: 7 pages, no Figures, LATEX; Eq. (10) corrected, Eqs (25), (26) added, ref [20] corrected; Pisma v Zhetf 84, n5 (2006

The Wilson renormalization group for low x physics: towards the high density regime

We continue the study of the effective action for low $x$ physics based on a Wilson renormalization group approach. We express the full nonlinear renormalization group equation in terms of the average value and the average fluctuation of extra color charge density generated by integrating out gluons with intermediate values of $x$. This form clearly exhibits the nature of the phenomena driving the evolution and should serve as the basis of the analysis of saturation effects at high gluon density at small $x$.Comment: 14 pages, late