Study of the γd→K+K−np\gamma d\to K^{+}K^{-}np reaction and an alternative explanation for the "Θ+(1540)\Theta^{+}(1540) pentaquark" peak

We present a calculation of the $\gamma d \to K^+ K^- n p$ reaction with the aim of seeing if the experimental peak observed in the $K^+ n$ invariant mass around 1526 MeV, from where evidence for the existence of the $\Theta^+$ has been claimed, can be obtained without this resonance as a consequence of the particular dynamics of the process and the cuts applied in the experimental set up. We find that a combination of facts leads indeed to a peak around 1530 MeV for the invariant mass of $K^+ n$ without the need to invoke any new resonance around this energy. This, together with statistical fluctuations that we prove to be large with the statistics of the experiment, is likely to produce the narrower peak observed there.Comment: published versio

Fixed point theorems via Nash Equilibria

In this note we show that the fixed points of a continuous function (or of an upper semi-continuous correspondence, with non-empty and convex values) can be attained as Nash Equilibria of a game with finitely many players.

Tunable control of the bandwidth and frequency correlations of entangled photons

We demonstrate experimentally a new technique to control the bandwidth and the type of frequency correlations (correlation, anticorrelation, and even uncorrelation) of entangled photons generated by spontaneous parametric downconversion. The method is based on the control of the group velocities of the interacting waves. This technique can be applied in any nonlinear medium and frequency band of interest. It is also demonstrated that this technique helps enhance the quality of polarization entanglement even when femtosecond pulses are used as a pump.Comment: 4 pages, 4 figures, submitted to Phys. Rev. Let

General equilibrium existence with asset-backed securitization

We propose a specification of a general equilibrium model with securitization of collateral-backed promises and discuss the role of physical collateral to avoid, in equilibrium, pessimistic beliefs about the future rates of default. Promises are pooled in either pass-through securities or collateralized loans obligations (CLO), allowing the existence of different seniority lev- els among tranches in the same CLO. In case of default, borrowers may also suffer extra-economic penalties, which are internalized into a structure of non-ordered preferences. In this context, we prove the existence of an equilibrium in that investors are not over-pessimistic about the payments of derivatives. JEL Codes: D52, D91Asset Backed-Securitization, Extra-economic Default Penalties, Collateral, Non- ordered Preferences