359 research outputs found
Non-minimal Derivative Coupling Scalar Field and Bulk Viscous Dark Energy
Inspired by thermodynamical dissipative phenomena, we consider bulk viscosity
for dark fluid in a spatially flat two-component Universe. Our viscous dark
energy model represents Phantom crossing avoiding Big-Rip singularity. We
propose a non-minimal derivative coupling scalar field with zero potential
leading to accelerated expansion of Universe in the framework of bulk viscous
dark energy model. In this approach, coupling constant () is related to
viscosity coefficient () and energy density of dark energy at the
present time (). This coupling is bounded as and for leads to . To
perform robust analysis, we implement recent observational data sets including
Joint Light-curve Analysis (JLA) for SNIa, Gamma Ray Bursts (GRBs) for most
luminous astrophysical objects at high redshifts, Baryon Acoustic Oscillations
(BAO) from different surveys, Hubble parameter from HST project, {\it Planck}
data for CMB power spectrum and CMB Lensing. Joint analysis of
JLAGRBsBAOHST shows that ,
and at confidence interval.
{\it Planck} TT observation provides at
confidence limit for viscosity coefficient. Tension in Hubble parameter is
alleviated in this model. Cosmographic distance ratio indicates that current
observed data prefer to increase bulk viscosity. Finally, the competition
between Phantom and Quintessence behavior of viscous dark energy model can
accommodate cosmological old objects reported as a sign of age crisis in
CDM model.Comment: 21 pages and 18 figures, some typos in equations fixe
Assessment of 48 Stock markets using adaptive multifractal approach
Stock market comovements are examined using cointegration, Granger causality
tests and nonlinear approaches in context of mutual information and
correlations. Underlying data sets are affected by non-stationarities and
trends, we also apply AMF-DFA and AMF-DXA. We find only 170 pair of Stock
markets cointegrated, and according to the Granger causality and mutual
information, we realize that the strongest relations lies between emerging
markets, and between emerging and frontier markets. According to scaling
exponent given by AMF-DFA, , we find that all underlying data sets
belong to non-stationary process. According to EMH, only 8 markets are
classified in uncorrelated processes at confidence interval. 6 Stock
markets belong to anti-correlated class and dominant part of markets has memory
in corresponding daily index prices during January 1995 to February 2014.
New-Zealand with and Jordan with are far
from EMH. The nature of cross-correlation exponents based on AMF-DXA is almost
multifractal for all pair of Stock markets. The empirical relation, , is confirmed. Mentioned relation for is also
satisfied while for there is a deviation from this relation confirming
behavior of markets for small fluctuations is affected by contribution of major
pair. For larger fluctuations, the cross-correlation contains information from
both local and global conditions. Width of singularity spectrum for
auto-correlation and cross-correlation are and , respectively. The
wide range of singularity spectrum for cross-correlation confirms that the
bilateral relation between Stock markets is more complex. The value of
indicates that all pairs of stock market studied in this time
interval belong to cross-correlated processes.Comment: 16 pages, 13 figures and 4 tables, major revision and match to
published versio
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