Chiral doublings of heavy-light hadrons: New charmed mesons discovered by BABAR,CLEO and BELLE

We remind the chiral doubling scenario [1,2] for hadrons built of heavy and light quarks. Then we recall arguments why new states D_s(2317),D_s(2460),D_0(2308) and D_1^'(2427) should be viewed as chiral partners of D_s,D_s^*,D and D^*,respectively. We summarize with the list of predictions based on chiral doubling scenario for other heavy-light hadrons.Comment: Talk at Hadron'03, Aschaffenburg, Germany, August 31st - September 6th, 2003. (5 pages, 1 figure

Probing non-orthogonality of eigenvectors in non-Hermitian matrix models: diagrammatic approach

Using large $N$ arguments, we propose a scheme for calculating the two-point eigenvector correlation function for non-normal random matrices in the large $N$ limit. The setting generalizes the quaternionic extension of free probability to two-point functions. In the particular case of biunitarily invariant random matrices, we obtain a simple, general expression for the two-point eigenvector correlation function, which can be viewed as a further generalization of the single ring theorem. This construction has some striking similarities to the freeness of the second kind known for the Hermitian ensembles in large $N$. On the basis of several solved examples, we conjecture two kinds of microscopic universality of the eigenvectors - one in the bulk, and one at the rim. The form of the conjectured bulk universality agrees with the scaling limit found by Chalker and Mehlig [JT Chalker, B Mehlig, PRL, \textbf{81}, 3367 (1998)] in the case of the complex Ginibre ensemble.Comment: 20 pages + 4 pages of references, 12 figs; v2: typos corrected, refs added; v3: more explanator

Applying fuzzy parametersin pricing financial derivatives inspiredby the kyoto protocol

The emission trading is proposed in the Kyoto Protocol. An appropriate market and the market of financial derivatives for allowances will be established. Using the neutral martingale method and Monte Carlo simulations, we propose a stochastic model with a pricing formula, which may be useful for an evaluation of derivatives inspired by the Kyoto Protocol.option pricing, financial derivatives, Kyoto Protocol, martingale method, fuzzy parameters

Spectra of large time-lagged correlation matrices from Random Matrix Theory

We analyze the spectral properties of large, time-lagged correlation matrices using the tools of random matrix theory. We compare predictions of the one-dimensional spectra, based on approaches already proposed in the literature. Employing the methods of free random variables and diagrammatic techniques, we solve a general random matrix problem, namely the spectrum of a matrix $\frac{1}{T}XAX^{\dagger}$, where $X$ is an $N\times T$ Gaussian random matrix and $A$ is \textit{any} $T\times T$, not necessarily symmetric (Hermitian) matrix. As a particular application, we present the spectral features of the large lagged correlation matrices as a function of the depth of the time-lag. We also analyze the properties of left and right eigenvector correlations for the time-lagged matrices. We positively verify our results by the numerical simulations.Comment: 44 pages, 11 figures; v2 typos corrected, final versio

Project Portfolio Selection Using Interactive Approach

AbstractIn the paper project portfolio selection problem is considered. Both researchers, as well as practitioners agree that various criteria, including both quantitative and qualitative ones, should be taken into account when the project portfolio is constructed. Various decision aiding techniques dedicated for project portfolio selection problems are proposed in literature. Most of them assume that the information about the decision-maker's preferences is collected before starting the calculation procedure. Several criticisms have been expressed against such approach. The assessment of the sufficient a priori preference information is inconvenient and time consuming. Moreover, as the decision maker is not employed in the second phase of the procedure, when the final solution is generated, so he/she may feel excluded from the important part of the analysis and put little confidence in a final result. In the paper a concept of a new methodology based on interactive approach is presented. It assumes, that a single portfolio is proposed to the decision maker in each iteration. The decision maker evaluates the proposal, thus indicating how to improve the solution. A simple example is presented to explain how the dialog with the decision maker can be carried out

Quarks in the instanton liquid-like picture of the QCD vacuum

We review a broad range of approaches to the problem of light quarks propagating through the instanton liquid-like vacuum of the Quantum Chromodynamics. Numerical and analytical techniques are presented

AN INTERACTIVE PROCEDURE FOR AGGREGATE PRODUCTION PLANNING

Minimizing production cost over the planning period is usually assumed to be the objective of aggregate planning. However, other issues of strategic type may be even more important. Smoothing employment levels, driving down inventory levels or meeting high level of service usually are also considered. Thus, aggregate planning problem constitutes a multiple criteria decision making problem. In the paper a new approach for production aggregate planning problem is proposed. The procedure combines linear programming, simulation, and interactive approach. Linear programming models are used to generate initial solutions. In order to check how the fluctuations in demand will affect the results obtained under each of these solutions simulation experiments are performed. Finally, an interactive procedure is used for identifying the final solution of the problem