A Continuous Time GARCH Process Driven by a Lévy Process: Stationarity and Second Order Behaviour

We use a discrete time analysis, giving necessary and sufficient conditions for the almost sure convergence of ARCH(1) and GARCH(1,1) discrete time models, tosuggest an extension of the (G)ARCH concept to continuous time processes. Our "COGARCH" (continuous time GARCH) model, based on a single background driving Levy process, is different from, though related to, other continuous time stochastic volatility models that have been proposed. The model generalises the essential features of discrete time GARCH processes, and is amenable to further analysis, possessing useful Markovian and stationarity properties

Universal transport signatures of Majorana fermions in superconductor-Luttinger liquid junctions

One of the most promising proposals for engineering topological superconductivity and Majorana fermions employs a spin-orbit coupled nanowire subjected to a magnetic field and proximate to an s-wave superconductor. When only part of the wire's length contacts to the superconductor, the remaining conducting portion serves as a natural lead that can be used to probe these Majorana modes via tunneling. The enhanced role of interactions in one dimension dictates that this configuration should be viewed as a superconductor-Luttinger liquid junction. We investigate such junctions between both helical and spinful Luttinger liquids, and topological as well as non-topological superconductors. We determine the phase diagram for each case and show that universal low-energy transport in these systems is governed by fixed points describing either perfect normal reflection or perfect Andreev reflection. In addition to capturing (in some instances) the familiar Majorana-mediated `zero-bias anomaly' in a new framework, we show that interactions yield dramatic consequences in certain regimes. Indeed, we establish that strong repulsion removes this conductance anomaly altogether while strong attraction produces dynamically generated effective Majorana modes even in a junction with a trivial superconductor. Interactions further lead to striking signatures in the local density of states and the line-shape of the conductance peak at finite voltage, and also are essential for establishing smoking-gun transport signatures of Majorana fermions in spinful Luttinger liquid junctions.Comment: 25 pages, 6 figures, v

Symmetric Brownian motor

In this paper we present a model of a symmetric Brownian motor (SBM) which changes the sign of its velocity when the temperature gradient is inverted. The velocity, external work and efficiency are studied as a function of the temperatures of the baths and other relevant parameters. The motor shows a current reversal when another parameter (a phase shift) is varied. Analytical predictions and results from numerical simulations are performed and agree very well. Generic properties of this type of motors are discussed.Comment: 8 pages and 10 figure

Geometric scaling of purely-elastic flow instabilities

We present a combined experimental, numerical and theoretical investigation of the geometric scaling of the onset of a purely-elastic flow instability in a serpentine channel. Good qualitative agreement is obtained between experiments, using dilute solutions of flexible polymers in microfluidic devices, and two-dimensional numerical simulations using the UCM model. The results are confirmed by a simple theoretical analysis, based on the dimensionless criterion proposed by Pakdel-McKinley for onset of a purely-elastic instability

Stationarity and second order behaviour of discrete and continuous time GARCH(1,1) processes

We use a discrete time analysis, giving necessary and sufficient conditions for the almost sure convergence of ARCH(1) and GARCH(1,1) discrete time models, to suggest an extension of the (G)ARCH concept to continuous time processes. The models, based on a single background driving Levy process, are different from, though related to, other continuous time stochastic volatility models that have been proposed. Our models generalise the essential features of discrete time GARCH processes, and are amenable to further analysis, possessing useful Markovian and stationarity properties

Deriving Boltzmann Equations from Kadanoff-Baym Equations in Curved Space-Time

To calculate the baryon asymmetry in the baryogenesis via leptogenesis scenario one usually uses Boltzmann equations with transition amplitudes computed in vacuum. However, the hot and dense medium and, potentially, the expansion of the universe can affect the collision terms and hence the generated asymmetry. In this paper we derive the Boltzmann equation in the curved space-time from (first-principle) Kadanoff-Baym equations. As one expects from general considerations, the derived equations are covariant generalizations of the corresponding equations in Minkowski space-time. We find that, after the necessary approximations have been performed, only the left-hand side of the Boltzmann equation depends on the space-time metric. The amplitudes in the collision term on the right--hand side are independent of the metric, which justifies earlier calculations where this has been assumed implicitly. At tree level, the matrix elements coincide with those computed in vacuum. However, the loop contributions involve additional integrals over the the distribution function.Comment: 14 pages, 5 figures, extended discussion of the constraint equations and the solution for the spectral functio

Pulsation period variations in the RRc Lyrae star KIC 5520878

Learned et. al. proposed that a sufficiently advanced extra-terrestrial civilization may tickle Cepheid and RR Lyrae variable stars with a neutrino beam at the right time, thus causing them to trigger early and jogging the otherwise very regular phase of their expansion and contraction. This would turn these stars into beacons to transmit information throughout the galaxy and beyond. The idea is to search for signs of phase modulation (in the regime of short pulse duration) and patterns, which could be indicative of intentional, omnidirectional signaling. We have performed such a search among variable stars using photometric data from the Kepler space telescope. In the RRc Lyrae star KIC 5520878, we have found two such regimes of long and short pulse durations. The sequence of period lengths, expressed as time series data, is strongly auto correlated, with correlation coefficients of prime numbers being significantly higher ($p=99.8$\%). Our analysis of this candidate star shows that the prime number oddity originates from two simultaneous pulsation periods and is likely of natural origin. Simple physical models elucidate the frequency content and asymmetries of the KIC 5520878 light curve. Despite this SETI null result, we encourage testing other archival and future time-series photometry for signs of modulated stars. This can be done as a by-product to the standard analysis, and even partly automated.Comment: Accepted for publication in ApJ. 49 pages, 16 figure

Dynamical Gauge Symmetry Breaking in SU(3)L⊗U(1)XSU(3)_L\otimes U(1)_X Extension of the Standard Model

We study the $SU(3)_L\otimes U(1)_X$ extension of the Standard model with a strong U(1) coupling. We argue that current experiments limit this coupling to be relatively large. The model is dynamically broken to the Standard $SU(2)_L \otimes U(1)$ model at the scale of a few TeV with all the extra gauge bosons and the exotic quarks acquiring masses much larger than the scale of electroweak symmetry breaking. Furthermore we find that the model leads to large dynamical mass of the top quark and hence also breaks the electroweak gauge symmetry. It therefore leads to large dynamical effects within the Standard model and can partially replace the Higgs interactions.Comment: 4 pages, revtex, no figures; revised version predicting realistic mass spectru

Remarks on the Upper Bounds on the Higgs Boson Mass from Triviality

We study the effects of the one-loop matching conditions on Higgs boson and top quark masses on the triviality bounds on the Higgs boson mass using $\beta_{\lambda}$ with corrected two-loop coefficients. We obtain quite higher results than previous ones and observe that the triviality bounds are not nearly influenced by varying top quark mass over the range measured at CDF and D0. The effects of typo errors in $\beta_{\lambda}^{(2)}$ and the one-loop matching condition on the top quark mass are negligible. We estimate the size of effects on the triviality bounds from the one-loop matching condition on the Higgs boson mass.Comment: 9 pages, tar'ed gzip'ed uuencoded files, LaTex, 5 PostScript figures. To appear in Physical Review