Multifractal stationary random measures and multifractal random walks with log-infinitely divisible scaling laws

We define a large class of continuous time multifractal random measures and processes with arbitrary log-infinitely divisible exact or asymptotic scaling law. These processes generalize within a unified framework both the recently defined log-normal Multifractal Random Walk (MRW) [Bacry-Delour-Muzy] and the log-Poisson "product of cynlindrical pulses" [Barral-Mandelbrot]. Our construction is based on some ``continuous stochastic multiplication'' from coarse to fine scales that can be seen as a continuous interpolation of discrete multiplicative cascades. We prove the stochastic convergence of the defined processes and study their main statistical properties. The question of genericity (universality) of limit multifractal processes is addressed within this new framework. We finally provide some methods for numerical simulations and discuss some specific examples.Comment: 24 pages, 4 figure

Compact Time and Determinism for Bosons: foundations

Free bosonic fields are investigated at a classical level by imposing their characteristic de Broglie periodicities as constraints. In analogy with finite temperature field theory and with extra-dimensional field theories, this compactification naturally leads to a quantized energy spectrum. As a consequence of the relation between periodicity and energy arising from the de Broglie relation, the compactification must be regarded as dynamical and local. The theory, whose fundamental set-up is presented in this paper, turns out to be consistent with special relativity and in particular respects causality. The non trivial classical dynamics of these periodic fields show remarkable overlaps with ordinary quantum field theory. This can be interpreted as a generalization of the AdS/CFT correspondence.Comment: For editorial reasons the present version (0903.3680v5 accepted for publication in Found. Phys.) is focused on the foundational points of 0903.3680v4 (par.1, par.2 and par.3.2). The remaining parts (par.3.1, app.A and app.B) will be extended and published in dedicated papers. 28 pages, 3 figure

Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality

This article proposes a new nonparametric test for conditional independence that can directly be applied to test for Granger causality. Based on the comparison of copula densities, the test is easy to implement because it does not involve a weighting function in the test statistic, and it can be applied in general settings since there is no restriction on the dimension of the time series data. In fact, to apply the test, only a bandwidth is needed for the nonparametric copula. We prove that the test statistic is asymptotically pivotal under the null hypothesis, establishes local power properties, and motivates the validity of the bootstrap technique that we use in finite sample settings. A simulation study illustrates the size and power properties of the test. We illustrate the practical relevance of our test by considering two empirical applications where we examine the Granger noncausality between financial variables. In a first application and contrary to the general findings in the literature, we provide evidence on two alternative mechanisms of nonlinear interaction between returns and volatilities: nonlinear leverage and volatility feedback effects. This can help better understand the well known asymmetric volatility phenomenon. In a second application, we investigate the Granger causality between stock index returns and trading volume. We find convincing evidence of linear and nonlinear feedback effects from stock returns to volume, but a weak evidence of nonlinear feedback effect from volume to stock returns

Velocity-space sensitivity of the time-of-flight neutron spectrometer at JET

The velocity-space sensitivities of fast-ion diagnostics are often described by so-called weight functions. Recently, we formulated weight functions showing the velocity-space sensitivity of the often dominant beam-target part of neutron energy spectra. These weight functions for neutron emission spectrometry (NES) are independent of the particular NES diagnostic. Here we apply these NES weight functions to the time-of-flight spectrometer TOFOR at JET. By taking the instrumental response function of TOFOR into account, we calculate time-of-flight NES weight functions that enable us to directly determine the velocity-space sensitivity of a given part of a measured time-of-flight spectrum from TOFOR

On the mechanisms governing gas penetration into a tokamak plasma during a massive gas injection

A new 1D radial fluid code, IMAGINE, is used to simulate the penetration of gas into a tokamak plasma during a massive gas injection (MGI). The main result is that the gas is in general strongly braked as it reaches the plasma, due to mechanisms related to charge exchange and (to a smaller extent) recombination. As a result, only a fraction of the gas penetrates into the plasma. Also, a shock wave is created in the gas which propagates away from the plasma, braking and compressing the incoming gas. Simulation results are quantitatively consistent, at least in terms of orders of magnitude, with experimental data for a D 2 MGI into a JET Ohmic plasma. Simulations of MGI into the background plasma surrounding a runaway electron beam show that if the background electron density is too high, the gas may not penetrate, suggesting a possible explanation for the recent results of Reux et al in JET (2015 Nucl. Fusion 55 093013)

Relationship of edge localized mode burst times with divertor flux loop signal phase in JET

A phase relationship is identified between sequential edge localized modes (ELMs) occurrence times in a set of H-mode tokamak plasmas to the voltage measured in full flux azimuthal loops in the divertor region. We focus on plasmas in the Joint European Torus where a steady H-mode is sustained over several seconds, during which ELMs are observed in the Be II emission at the divertor. The ELMs analysed arise from intrinsic ELMing, in that there is no deliberate intent to control the ELMing process by external means. We use ELM timings derived from the Be II signal to perform direct time domain analysis of the full flux loop VLD2 and VLD3 signals, which provide a high cadence global measurement proportional to the voltage induced by changes in poloidal magnetic flux. Specifically, we examine how the time interval between pairs of successive ELMs is linked to the time-evolving phase of the full flux loop signals. Each ELM produces a clear early pulse in the full flux loop signals, whose peak time is used to condition our analysis. The arrival time of the following ELM, relative to this pulse, is found to fall into one of two categories: (i) prompt ELMs, which are directly paced by the initial response seen in the flux loop signals; and (ii) all other ELMs, which occur after the initial response of the full flux loop signals has decayed in amplitude. The times at which ELMs in category (ii) occur, relative to the first ELM of the pair, are clustered at times when the instantaneous phase of the full flux loop signal is close to its value at the time of the first ELM

ϒ production in p–Pb collisions at √sNN=8.16 TeV

ϒ production in p–Pb interactions is studied at the centre-of-mass energy per nucleon–nucleon collision √sNN = 8.16 TeV with the ALICE detector at the CERN LHC. The measurement is performed reconstructing bottomonium resonances via their dimuon decay channel, in the centre-of-mass rapidity intervals 2.03 < ycms < 3.53 and −4.46 < ycms < −2.96, down to zero transverse momentum. In this work, results on the ϒ(1S) production cross section as a function of rapidity and transverse momentum are presented. The corresponding nuclear modification factor shows a suppression of the ϒ(1S) yields with respect to pp collisions, both at forward and backward rapidity. This suppression is stronger in the low transverse momentum region and shows no significant dependence on the centrality of the interactions. Furthermore, the ϒ(2S) nuclear modification factor is evaluated, suggesting a suppression similar to that of the ϒ(1S). A first measurement of the ϒ(3S) has also been performed. Finally, results are compared with previous ALICE measurements in p–Pb collisions at √sNN = 5.02 TeV and with theoretical calculations.publishedVersio

(Anti-)deuteron production in pp collisions at 1as=13TeV

The study of (anti-)deuteron production in pp collisions has proven to be a powerful tool to investigate the formation mechanism of loosely bound states in high-energy hadronic collisions. In this paper the production of (anti-)deuterons is studied as a function of the charged particle multiplicity in inelastic pp collisions at s=13 TeV using the ALICE experiment. Thanks to the large number of accumulated minimum bias events, it has been possible to measure (anti-)deuteron production in pp collisions up to the same charged particle multiplicity (d Nch/ d \u3b7 3c 26) as measured in p\u2013Pb collisions at similar centre-of-mass energies. Within the uncertainties, the deuteron yield in pp collisions resembles the one in p\u2013Pb interactions, suggesting a common formation mechanism behind the production of light nuclei in hadronic interactions. In this context the measurements are compared with the expectations of coalescence and statistical hadronisation models (SHM)

Multiplicity dependence of inclusive J/psi production at midrapidity in pp collisions at root s=13 TeV

Measurements of the inclusive J/psi yield as a function of charged-particle pseudorapidity density dN(ch)/d eta in pp collisions at root s = 13 TeV with ALICE at the LHC are reported. The J/psi meson yield is measured at midrapidity (vertical bar y vertical bar <0.9) in the dielectron channel, for events selected based on the charged-particle multiplicity at midrapidity (vertical bar eta vertical bar <1) and at forward rapidity (-3.7 <eta <-1.7 and 2.8 <eta <5.1); both observables are normalized to their corresponding averages in minimum bias events. The increase of the normalized J/psi yield with normalized dN(ch)/d eta is significantly stronger than linear and dependent on the transverse momentum. The data are compared to theoretical predictions, which describe the observed trends well, albeit not always quantitatively. (C) 2020 European Organization for Nuclear Research. Published by Elsevier B.V.Peer reviewe