278 research outputs found
Finding the Pion in the Chiral Random Matrix Vacuum
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
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
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
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
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
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 with the portfolio risk for the original
and filtered correlation matrices are consistent with a power-law function,
, with the exponent and
those for Asian currency crisis decreases significantly
N=2 Topological Yang-Mills Theory on Compact K\"{a}hler Surfaces
We study a topological Yang-Mills theory with 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
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
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
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
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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