Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime

Power-law tail behavior and the summation scheme of Levy-stable distributions is the basis for their frequent use as models when fat tails above a Gaussian distribution are observed. However, recent studies suggest that financial asset returns exhibit tail exponents well above the Levy-stable regime ($0<\alpha\le 2$). In this paper we illustrate that widely used tail index estimates (log-log linear regression and Hill) can give exponents well above the asymptotic limit for $\alpha$ close to 2, resulting in overestimation of the tail exponent in finite samples. The reported value of the tail exponent $\alpha$ around 3 may very well indicate a Levy-stable distribution with $\alpha\approx 1.8$.Comment: To be published in Int. J. Modern Physics C (2001) vol. 12 no.

Warren McCulloch and the British cyberneticians

Warren McCulloch was a significant influence on a number of British cyberneticians, as some British pioneers in this area were on him. He interacted regularly with most of the main figures on the British cybernetics scene, forming close friendships and collaborations with several, as well as mentoring others. Many of these interactions stemmed from a 1949 visit to London during which he gave the opening talk at the inaugural meeting of the Ratio Club, a gathering of brilliant, mainly young, British scientists working in areas related to cybernetics. This paper traces some of these relationships and interaction

Correlation density matrices for 1- dimensional quantum chains based on the density matrix renormalization group

A useful concept for finding numerically the dominant correlations of a given ground state in an interacting quantum lattice system in an unbiased way is the correlation density matrix. For two disjoint, separated clusters, it is defined to be the density matrix of their union minus the direct product of their individual density matrices and contains all correlations between the two clusters. We show how to extract from the correlation density matrix a general overview of the correlations as well as detailed information on the operators carrying long-range correlations and the spatial dependence of their correlation functions. To determine the correlation density matrix, we calculate the ground state for a class of spinless extended Hubbard models using the density matrix renormalization group. This numerical method is based on matrix product states for which the correlation density matrix can be obtained straightforwardly. In an appendix, we give a detailed tutorial introduction to our variational matrix product state approach for ground state calculations for 1- dimensional quantum chain models. We show in detail how matrix product states overcome the problem of large Hilbert space dimensions in these models and describe all techniques which are needed for handling them in practice.Comment: 50 pages, 34 figures, to be published in New Journal of Physic

Enhancement of pulmonary tumour seeding by human coagulation factors II, IX, X--an investigation into the possible mechanisms involved.

Warfarin inhibits metastasis in the animal model and injection of the Warfarin-dependent coagulation factor complex II, IX, X enhances pulmonary metastasis in the same model. We have studied two possible mechanisms responsible for the observed effect. Mtln3, rat mammary carcinoma cells, radiolabelled with 5-(125) Iodo-2'-deoxyuridine (IUDR) were injected intravenously in female Fisher 344 rats either alone or in combination with factor complex II, IX, X or bovine serum albumin. Following sacrifice at various intervals, measured lung radioactivity was significantly higher (20%) in animals administered cells with the factor complex than in the other two groups (P less than 0.001, ANOVA and Student's t-test). These results indicate increased entrapment of tumour cells in the pulmonary microcirculation. In a second experiment, rat factor complex II, IX, X was prepared, and Mtln3 cells were then injected in female Fisher 344 rats alone or in combination with either human factor complex or rat factor complex. Following sacrifice, the number of pulmonary nodules in animals receiving cells with rat factor complex was similar to that in animals receiving human factor complex, and significantly higher than that in the control (P less than 0.001, ANOVA and Mann-Whitney), indicating that the observed enhancement of pulmonary seeding is unrelated to the xenogeneic properties of the human factor complex

Single-Shot Electron Diffraction using a Cold Atom Electron Source

Cold atom electron sources are a promising alternative to traditional photocathode sources for use in ultrafast electron diffraction due to greatly reduced electron temperature at creation, and the potential for a corresponding increase in brightness. Here we demonstrate single-shot, nanosecond electron diffraction from monocrystalline gold using cold electron bunches generated in a cold atom electron source. The diffraction patterns have sufficient signal to allow registration of multiple single-shot images, generating an averaged image with significantly higher signal-to-noise ratio than obtained with unregistered averaging. Reflection high-energy electron diffraction (RHEED) was also demonstrated, showing that cold atom electron sources may be useful in resolving nanosecond dynamics of nanometre scale near-surface structures.Comment: This is an author-created, un-copyedited version of an article published in Journal of Physics B: Atomic, Molecular and Optical Physics. IOP Publishing Ltd is not responsible for any errors or omissions in this version of the manuscript or any version derived from it. The Version of Record is available online at http://dx.doi.org/10.1088/0953-4075/48/21/21400

Transition Probabilities for Trichoplusia ni (Lepidoptera: Noctuidae) Larvae on Cabbage as a Function of Microclimate

To identify factors affecting the spatial dynamics of Trichoplusia ni (Hübner) on cabbage, the movements of individual larvae were monitored. Larvae were marked with 32p and released individually, one per plant, on cabbage plants in research plots. Their movements were monitored by recording their position on the plant daily, locating them with a Geiger counter. In the same plots, hourly measurements of temperature and relative humidity were recorded in three different parts of the crop canopy. Transition probabilities for the larvae from and to each of five vertical plant strata were modeled as definite integrals of the Beta probability density function (pdf). The shape parameters for these Beta pdf's were modeled as a function of microclimate, and the necessary parameters to do so were estimated by the method of maximum likelihood. This model predicted the data well and was more efficient than logistic regression. The model predicts that under high temperatures and low vapor pressure deficit (vpd), larvae move down to the shaded, cooler, lower parts of the plant; whereas under low temperatures and high vpd, they moved upward toward the economically important wrapper leaves and cabbage head

A practical approach to anaesthesia for paediatric liver transplantation

Anaesthesia for paediatric liver transplantation requires meticulous attention to detail, an understanding of the disease process leading up to the need for transplantation, and an awareness of the haematological, biochemical, and multi-organ consequences of this operation. In the past 20 years, significant advances in surgical techniques, organ procurement and preservation, immunosuppression, anaesthetic management and monitoring, and postoperative care in the intensive care unit have contributed to improved outcomes of both the graft and the patient. In more recent years, the use of reduced size and living related organs has increased the donor pool for infants and children. Paediatric liver transplantation in South Africa, up until the present time, has been centered at the Red Cross Children's Hospital in Cape Town, and survival rates here are comparable with international figures. This paper highlights the preoperative problems which face the anaesthetist, emphasises the importance of good planning and preparation for the intraoperative procedure, simplifies the surgical technique of the operation, and stresses the value of a multidisciplinary approach to the child requiring liver transplantation.Southern African Journal of Anaesthesia and Analgesia Vol. 12(1) 2006: 11-1

Effect of Intraplant Insect Movement on Economic Thresholds

A simulation model was constructed to examine the effects of intraplant spatial dynamics of the lepidopteran pest complex of cabbage on direct damage to the marketable parts of the plant. Diurnal fluctuations in microclimate for different parts of the crop canopy were simulated with sine functions. Larval development rates for each species were simulated with logistic functions of temperature, the development process with time-varying distributed delays, and feeding rates with exponential functions of temperature and larval age. Larval transition probabilities within the crop canopy were modeled with either constants or definite integrals of the Beta probability density function, the shape parameters of which were modeled as functions of temperature. The model provided a good fit to data on changes in intraplant distribution of these larvae and intraplant distribution of feeding damage. Evaluation of model predictions suggests that a threshold population density used for management decisions should not be static, but should be a complex function of species, larval age distribution, and forecast temperatures. A model like the one presented here could serve as that complex functio

Excitations in two-component Bose-gases

In this paper, we study a strongly correlated quantum system that has become amenable to experiment by the advent of ultracold bosonic atoms in optical lattices, a chain of two different bosonic constituents. Excitations in this system are first considered within the framework of bosonization and Luttinger liquid theory which are applicable if the Luttinger liquid parameters are determined numerically. The occurrence of a bosonic counterpart of fermionic spin-charge separation is signalled by a characteristic two-peak structure in the spectral functions found by dynamical DMRG in good agreement with analytical predictions. Experimentally, single-particle excitations as probed by spectral functions are currently not accessible in cold atoms. We therefore consider the modifications needed for current experiments, namely the investigation of the real-time evolution of density perturbations instead of single particle excitations, a slight inequivalence between the two intraspecies interactions in actual experiments, and the presence of a confining trap potential. Using time-dependent DMRG we show that only quantitative modifications occur. With an eye to the simulation of strongly correlated quantum systems far from equilibrium we detect a strong dependence of the time-evolution of entanglement entropy on the initial perturbation, signalling limitations to current reasonings on entanglement growth in many-body systems