278 research outputs found

    Finding the Pion in the Chiral Random Matrix Vacuum

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    The existence of a Goldstone boson is demonstrated in chiral random matrix theory. After determining the effective coupling and calculating the scalar and pseudoscalar propagators, a random phase approximation summation reveals the massless pion and massive sigma modes expected whenever chiral symmetry is spontaneously broken.Comment: 3 pages, 1 figure, revte

    Random Matrix Theory Analysis of Cross Correlations in Financial Markets

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    We confirm universal behaviors such as eigenvalue distribution and spacings predicted by Random Matrix Theory (RMT) for the cross correlation matrix of the daily stock prices of Tokyo Stock Exchange from 1993 to 2001, which have been reported for New York Stock Exchange in previous studies. It is shown that the random part of the eigenvalue distribution of the cross correlation matrix is stable even when deterministic correlations are present. Some deviations in the small eigenvalue statistics outside the bounds of the universality class of RMT are not completely explained with the deterministic correlations as proposed in previous studies. We study the effect of randomness on deterministic correlations and find that randomness causes a repulsion between deterministic eigenvalues and the random eigenvalues. This is interpreted as a reminiscent of ``level repulsion'' in RMT and explains some deviations from the previous studies observed in the market data. We also study correlated groups of issues in these markets and propose a refined method to identify correlated groups based on RMT. Some characteristic differences between properties of Tokyo Stock Exchange and New York Stock Exchange are found.Comment: RevTex, 17 pages, 8 figure

    Magneto-polarisability of mesoscopic rings

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    We calculate the average polarisability of two dimensional mesoscopic rings in the presence of an Aharonov-Bohm flux. The screening is taken into account self-consistently within a mean-field approximation. We investigate the effects of statistical ensemble, finite frequency and disorder. We emphasize geometrical effects which make the observation of field dependent polarisability much more favourable on rings than on disks or spheres of comparable radius. The ratio of the flux dependent to the flux independent part is estimated for typical GaAs rings.Comment: pages, Revtex, 1 eps figur

    Dairy science and health in the tropics: challenges and opportunities for the next decades

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    EditorialIn the next two decades, the world population will increase significantly; the majority in the developing countries located in the tropics of Africa, Asia, Latin America, and the Caribbean. To feed such a population, it is necessary to increase the availability of food, particularly high-value animal protein foods produced locally, namely meat and dairy products. Dairy production in tropical regions has a lot of growth potential, but also poses a series of problems, particularly as dairy production systems were developed in temperate countries and in most cases are difficult to implement in the tropics. Drawbacks include hot weather and heat stress, the lack of availability of adequate feeds, poor infrastructure, and cold chain and the competition with cheap imports from temperate countries. This position paper reviews the major drawbacks in dairy production for the five major dairy species: cattle, water buffalo, sheep, goat, and camel, as well as the future trends in research and development. It also concerns the major trends in reproduction and production systems and health issues as well as environmental concerns, particularly those related to greenhouse gas emissions. Tropical Animal Health and Production now launches a topical collection on Tropical Dairy Science. We aim to publish interesting and significant papers in tropical dairy science. On behalf of the editorial board of the Tropical Animal Health and Production, we would like to invite all authors working in this field to submit their works on this topic to this topical collection in our journalinfo:eu-repo/semantics/publishedVersio

    Statistical Properties of Cross-Correlation in the Korean Stock Market

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    We investigate the statistical properties of the correlation matrix between individual stocks traded in the Korean stock market using the random matrix theory (RMT) and observe how these affect the portfolio weights in the Markowitz portfolio theory. We find that the distribution of the correlation matrix is positively skewed and changes over time. We find that the eigenvalue distribution of original correlation matrix deviates from the eigenvalues predicted by the RMT, and the largest eigenvalue is 52 times larger than the maximum value among the eigenvalues predicted by the RMT. The β473\beta_{473} coefficient, which reflect the largest eigenvalue property, is 0.8, while one of the eigenvalues in the RMT is approximately zero. Notably, we show that the entropy function E(σ)E(\sigma) with the portfolio risk σ\sigma for the original and filtered correlation matrices are consistent with a power-law function, E(σ)σγE(\sigma) \sim \sigma^{-\gamma}, with the exponent γ2.92\gamma \sim 2.92 and those for Asian currency crisis decreases significantly

    N=2 Topological Yang-Mills Theory on Compact K\"{a}hler Surfaces

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    We study a topological Yang-Mills theory with N=2N=2 fermionic symmetry. Our formalism is a field theoretical interpretation of the Donaldson polynomial invariants on compact K\"{a}hler surfaces. We also study an analogous theory on compact oriented Riemann surfaces and briefly discuss a possible application of the Witten's non-Abelian localization formula to the problems in the case of compact K\"{a}hler surfaces.Comment: ESENAT-93-01 & YUMS-93-10, 34pages: [Final Version] to appear in Comm. Math. Phy

    Chaotic scattering with direct processes: A generalization of Poisson's kernel for non-unitary scattering matrices

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    The problem of chaotic scattering in presence of direct processes or prompt responses is mapped via a transformation to the case of scattering in absence of such processes for non-unitary scattering matrices, \tilde S. In the absence of prompt responses, \tilde S is uniformly distributed according to its invariant measure in the space of \tilde S matrices with zero average, < \tilde S > =0. In the presence of direct processes, the distribution of \tilde S is non-uniform and it is characterized by the average (\neq 0). In contrast to the case of unitary matrices S, where the invariant measures of S for chaotic scattering with and without direct processes are related through the well known Poisson kernel, here we show that for non-unitary scattering matrices the invariant measures are related by the Poisson kernel squared. Our results are relevant to situations where flux conservation is not satisfied. For example, transport experiments in chaotic systems, where gains or losses are present, like microwave chaotic cavities or graphs, and acoustic or elastic resonators.Comment: Added two appendices and references. Corrected typo

    Off-diagonal correlations in one-dimensional anyonic models: A replica approach

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    We propose a generalization of the replica trick that allows to calculate the large distance asymptotic of off-diagonal correlation functions in anyonic models with a proper factorizable ground-state wave-function. We apply this new method to the exact determination of all the harmonic terms of the correlations of a gas of impenetrable anyons and to the Calogero Sutherland model. Our findings are checked against available analytic and numerical results.Comment: 19 pages, 5 figures, typos correcte

    Evolution of wave packets in quasi-1D and 1D random media: diffusion versus localization

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    We study numerically the evolution of wavepackets in quasi one-dimensional random systems described by a tight-binding Hamiltonian with long-range random interactions. Results are presented for the scaling properties of the width of packets in three time regimes: ballistic, diffusive and localized. Particular attention is given to the fluctuations of packet widths in both the diffusive and localized regime. Scaling properties of the steady-state distribution are also analyzed and compared with theoretical expression borrowed from one-dimensional Anderson theory. Analogies and differences with the kicked rotator model and the one-dimensional localization are discussed.Comment: 32 pages, LaTex, 11 PostScript figure

    Bosonizing one-dimensional cold atomic gases

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    We present results for the long-distance asymptotics of correlation functions of mesoscopic one-dimensional systems with periodic and open (Dirichlet) boundary conditions, as well as at finite temperature in the thermodynamic limit. The results are obtained using Haldane's harmonic-fluid approach (also known as ``bosonization''), and are valid for both bosons and fermions, in weakly and strongly interacting regimes. The harmonic-fluid approach and the method to compute the correlation functions using conformal transformations are explained in great detail. As an application relevant to one-dimensional systems of cold atomic gases, we consider the model of bosons interacting with a zero-range potential. The Luttinger-liquid parameters are obtained from the exact solution by solving the Bethe-ansatz equations in finite-size systems. The range of applicability of the approach is discussed, and the prefactor of the one-body density matrix of bosons is fixed by finding an appropriate parametrization of the weak-coupling result. The formula thus obtained is shown to be accurate, when compared with recent diffusion Montecarlo calculations, within less than 10%. The experimental implications of these results for Bragg scattering experiments at low and high momenta are also discussed.Comment: 39 pages + 14 EPS figures; typos corrected, references update
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