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 $p$-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