9,402 research outputs found
Scaling and data collapse for the mean exit time of asset prices
We study theoretical and empirical aspects of the mean exit time of financial
time series. The theoretical modeling is done within the framework of
continuous time random walk. We empirically verify that the mean exit time
follows a quadratic scaling law and it has associated a pre-factor which is
specific to the analyzed stock. We perform a series of statistical tests to
determine which kind of correlation are responsible for this specificity. The
main contribution is associated with the autocorrelation property of stock
returns. We introduce and solve analytically both a two-state and a three-state
Markov chain models. The analytical results obtained with the two-state Markov
chain model allows us to obtain a data collapse of the 20 measured MET profiles
in a single master curve.Comment: REVTeX 4, 11 pages, 8 figures, 1 table, submitted for publicatio
Timelike self-similar spherically symmetric perfect-fluid models
Einstein's field equations for timelike self-similar spherically symmetric
perfect-fluid models are investigated. The field equations are rewritten as a
first-order system of autonomous differential equations. Dimensionless
variables are chosen in such a way that the number of equations in the coupled
system is reduced as far as possible and so that the reduced phase space
becomes compact and regular. The system is subsequently analysed qualitatively
using the theory of dynamical systems.Comment: 23 pages, 6 eps-figure
Evolution of superconductivity in LaO1-xFxBiS2 prepared by high pressure technique
Novel BiS2-based superconductors LaO1-xFxBiS2 prepared by the high pressure
synthesis technique were systematically studied. It was found that the high
pressure annealing strongly the lattice as compared to the LaO1-xFxBiS2 samples
prepared by conventional solid state reaction at ambient pressure. Bulk
superconductivity was observed within a wide F-concentration range of x = 0.2 ~
0.7. On the basis of those results, we have established a phase diagram of
LaO1-xFxBiS2.Comment: 11 pages, 6 figure
Exact Hybrid Covariance Thresholding for Joint Graphical Lasso
This paper considers the problem of estimating multiple related Gaussian
graphical models from a -dimensional dataset consisting of different
classes. Our work is based upon the formulation of this problem as group
graphical lasso. This paper proposes a novel hybrid covariance thresholding
algorithm that can effectively identify zero entries in the precision matrices
and split a large joint graphical lasso problem into small subproblems. Our
hybrid covariance thresholding method is superior to existing uniform
thresholding methods in that our method can split the precision matrix of each
individual class using different partition schemes and thus split group
graphical lasso into much smaller subproblems, each of which can be solved very
fast. In addition, this paper establishes necessary and sufficient conditions
for our hybrid covariance thresholding algorithm. The superior performance of
our thresholding method is thoroughly analyzed and illustrated by a few
experiments on simulated data and real gene expression data
Modeling the series of (n x 2) Si-rich reconstructions of beta-SiC(001): a prospective atomic wire?
We perform ab initio plane wave supercell density functional calculations on
three candidate models of the (3 x 2) reconstruction of the beta-SiC(001)
surface. We find that the two-adlayer asymmetric-dimer model (TAADM) is
unambiguously favored for all reasonable values of Si chemical potential. We
then use structures derived from the TAADM parent to model the silicon lines
that are observed when the (3 x 2) reconstruction is annealed (the (n x 2)
series of reconstructions), using a tight-binding method. We find that as we
increase n, and so separate the lines, a structural transition occurs in which
the top addimer of the line flattens. We also find that associated with the
separation of the lines is a large decrease in the HOMO-LUMO gap, and that the
HOMO state becomes quasi-one-dimensional. These properties are qualititatively
and quantitatively different from the electronic properties of the original (3
x 2) reconstruction.Comment: 22 pages, including 6 EPS figure
A white-light trap for Bose-Einstein condensates
We propose a novel method for trapping Bose-condensed atoms using a
white-light interference fringe. Confinement frequencies of tens of kHz can be
achieved in conjunction with trap depths of only a few micro-K. We estimate
that lifetimes on the order of 10 s can be achieved for small numbers of atoms.
The tight confinement and shallow depth permit tunneling processes to be used
for studying interaction effects and for applications in quantum information.Comment: 10 pages with 3 figure
Signatures of Superfluidity in Dilute Fermi Gases near a Feshbach Resonance
We present a brief account of the most salient properties of vortices in
dilute atomic Fermi superfluids near a Feshbach resonance.Comment: 6 pages, 1 figure, and jltp.cls. Several typos and a couple of
inaccuracies have been correcte
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