Replicating financial market dynamics with a simple self-organized critical lattice model

We explore a simple lattice field model intended to describe statistical properties of high frequency financial markets. The model is relevant in the cross-disciplinary area of econophysics. Its signature feature is the emergence of a self-organized critical state. This implies scale invariance of the model, without tuning parameters. Prominent results of our simulation are time series of gains, prices, volatility, and gains frequency distributions, which all compare favorably to features of historical market data. Applying a standard GARCH(1,1) fit to the lattice model gives results that are almost indistinguishable from historical NASDAQ data.Comment: 20 pages, 33 figure

Effect of Systemic Matrix Metalloproteinase Inhibition on Periodontal Wound Repair: A Proof of Concept Trial

Peer Reviewedhttps://deepblue.lib.umich.edu/bitstream/2027.42/141196/1/jper0441.pd

Vacuum structure of Toroidal Carbon Nanotubes

Low energy excitations in carbon nanotubes can be described by an effective field theory of two components spinor. It is pointed out that the chiral anomaly in 1+1 dimensions should be observed in a metallic toroidal carbon nanotube on a planar geometry with varying magnetic field. We propose an experimental setup for studying this quantum effect. We also analyze the vacuum structure of the metallic toroidal carbon nanotube including the Coulomb interactions and discuss some effects of external charges on the vacuum.Comment: 10 pages, 11 figure

Nonlinear excitations in CsNiF3 in magnetic fields perpendicular to the easy plane

Experimental and numerical studies of the magnetic field dependence of the specific heat and magnetization of single crystals of CsNiF3 have been performed at 2.4 K, 2.9 K, and 4.2 K in magnetic fields up to 9 T oriented perpendicular to the easy plane. The experimental results confirm the presence of the theoretically predicted double peak structure in the specific heat arising from the formation of nonlinear spin modes. The demagnetizing effects are found to be negligible, and the overall agreement between the data and numerical predictions is better than reported for the case when the magnetic field was oriented in the easy plane. Demagnetizing effects might play a role in generating the difference observed between theory and experiment in previous work analyzing the excess specific heat using the sine-Gordon model.Comment: 6 pages, 5 figures, submitted to Phys. Rev.

Magneto-Optic Trapping of β-Decaying 38Km, 37K From an On-Line Isotope Separator

A magneto-optic trap (MOT) can provide a well-polarized, backing-free, localized source of radioactive atoms for β-decay experiments. We have trapped approximately 6000 atoms of 38Km ( t1/2 = 0.925s) and 2000 atoms of 37K (1.226 s) produced at the TRIUMF on-line separator TISOL in a vapor-cell MOT. We have measured optical isotope shifts and deduced the nuclear charge radii, which show an unusual lack of change at the neutron number N = 20 shell closure. Plans include a search for scalar contributions to the β+- ν correlation in the 0+→0+ decay of 38Km

Quantum cellular automata quantum computing with endohedral fullerenes

We present a scheme to perform universal quantum computation using global addressing techniques as applied to a physical system of endohedrally doped fullerenes. The system consists of an ABAB linear array of Group V endohedrally doped fullerenes. Each molecule spin site consists of a nuclear spin coupled via a Hyperfine interaction to an electron spin. The electron spin of each molecule is in a quartet ground state $S=3/2$. Neighboring molecular electron spins are coupled via a magnetic dipole interaction. We find that an all-electron construction of a quantum cellular automata is frustrated due to the degeneracy of the electronic transitions. However, we can construct a quantum celluar automata quantum computing architecture using these molecules by encoding the quantum information on the nuclear spins while using the electron spins as a local bus. We deduce the NMR and ESR pulses required to execute the basic cellular automata operation and obtain a rough figure of merit for the the number of gate operations per decoherence time. We find that this figure of merit compares well with other physical quantum computer proposals. We argue that the proposed architecture meets well the first four DiVincenzo criteria and we outline various routes towards meeting the fifth criteria: qubit readout.Comment: 16 pages, Latex, 5 figures, See http://planck.thphys.may.ie/QIPDDF/ submitted to Phys. Rev.

Encoded Recoupling and Decoupling: An Alternative to Quantum Error Correcting Codes, Applied to Trapped Ion Quantum Computation

A recently developed theory for eliminating decoherence and design constraints in quantum computers, ``encoded recoupling and decoupling'', is shown to be fully compatible with a promising proposal for an architecture enabling scalable ion-trap quantum computation [D. Kielpinski et al., Nature 417, 709 (2002)]. Logical qubits are encoded into pairs of ions. Logic gates are implemented using the Sorensen-Molmer (SM) scheme applied to pairs of ions at a time. The encoding offers continuous protection against collective dephasing. Decoupling pulses, that are also implemented using the SM scheme directly to the encoded qubits, are capable of further reducing various other sources of qubit decoherence, such as due to differential dephasing and due to decohered vibrational modes. The feasibility of using the relatively slow SM pulses in a decoupling scheme quenching the latter source of decoherence follows from the observed 1/f spectrum of the vibrational bath.Comment: 12 pages, no figure

Expansions of algebras and superalgebras and some applications

After reviewing the three well-known methods to obtain Lie algebras and superalgebras from given ones, namely, contractions, deformations and extensions, we describe a fourth method recently introduced, the expansion of Lie (super)algebras. Expanded (super)algebras have, in general, larger dimensions than the original algebra, but also include the Inonu-Wigner and generalized IW contractions as a particular case. As an example of a physical application of expansions, we discuss the relation between the possible underlying gauge symmetry of eleven-dimensional supergravity and the superalgebra osp(1|32).Comment: Invited lecture delivered at the 'Deformations and Contractions in Mathematics and Physics Workshop', 15-21 January 2006, Mathematisches Forschungsinstitut Oberwolfach, German

Spin-Charge Separation in the t−Jt-J Model: Magnetic and Transport Anomalies

A real spin-charge separation scheme is found based on a saddle-point state of the $t-J$ model. In the one-dimensional (1D) case, such a saddle-point reproduces the correct asymptotic correlations at the strong-coupling fixed-point of the model. In the two-dimensional (2D) case, the transverse gauge field confining spinon and holon is shown to be gapped at {\em finite doping} so that a spin-charge deconfinement is obtained for its first time in 2D. The gap in the gauge fluctuation disappears at half-filling limit, where a long-range antiferromagnetic order is recovered at zero temperature and spinons become confined. The most interesting features of spin dynamics and transport are exhibited at finite doping where exotic {\em residual} couplings between spin and charge degrees of freedom lead to systematic anomalies with regard to a Fermi-liquid system. In spin dynamics, a commensurate antiferromagnetic fluctuation with a small, doping-dependent energy scale is found, which is characterized in momentum space by a Gaussian peak at ($\pi/a$, $\pi/a$) with a doping-dependent width ($\propto \sqrt{\delta}$, $\delta$ is the doping concentration). This commensurate magnetic fluctuation contributes a non-Korringa behavior for the NMR spin-lattice relaxation rate. There also exits a characteristic temperature scale below which a pseudogap behavior appears in the spin dynamics. Furthermore, an incommensurate magnetic fluctuation is also obtained at a {\em finite} energy regime. In transport, a strong short-range phase interference leads to an effective holon Lagrangian which can give rise to a series of interesting phenomena including linear-$T$ resistivity and $T^2$ Hall-angle. We discuss the striking similarities of these theoretical features with those found in the high-$T_c$ cuprates and give aComment: 70 pages, RevTex, hard copies of 7 figures available upon request; minor revisions in the text and references have been made; To be published in July 1 issue of Phys. Rev. B52, (1995