Higgsino Dark Matter in Nonuniversal Gaugino Mass Models

We study two simple and well motivated nonuniversal gaugino mass models, which predict higgsino dark matter. One can account for the observed dark matter relic density along with the observed Higgs boson mass of ~ 125 GeV over a large region of the parameter space of each model, corresponding to higgsino mass of ~ 1 TeV. In each case this parameter region covers the gluino mass range of 2-3 TeV, parts of which can be probed by the 14 TeV LHC experiments. We study these model predictions for LHC in brief and for dark matter detection experiments in greater detail.Comment: 35 pages, 11 figures, pdflatex, new references and a few relevant decay branching ratios added in two tables. Version to appear in Phys Rev

Enteroaggregative Escherichia coli: An Emerging Enteric Food Borne Pathogen

Enteroaggregative Escherichia coli (EAEC) are quite heterogeneous category of an emerging enteric pathogen associated with cases of acute or persistent diarrhea worldwide in children and adults, and over the past decade has received increasing attention as a cause of watery diarrhea, which is often persistent. EAEC infection is an important cause of diarrhea in outbreak and non-outbreak settings in developing and developed countries. Recently, EAEC has been implicated in the development of irritable bowel syndrome, but this remains to be confirmed. EAEC is defined as a diarrheal pathogen based on its characteristic aggregative adherence (AA) to HEp-2 cells in culture and its biofilm formation on the intestinal mucosa with a “stacked-brick” adherence phenotype, which is related to the presence of a 60 MDa plasmid (pAA). At the molecular level, strains demonstrating the aggregative phenotype are quite heterogeneous; several virulence factors are detected by polymerase chain reaction; however, none exhibited 100% specificity. Although several studies have identified specific virulence factor(s) unique to EAEC, the mechanism by which EAEC exerts its pathogenesis is, thus, far unknown. The present review updates the current knowledge on the epidemiology, chronic complications, detection, virulence factors, and treatment of EAEC, an emerging enteric food borne pathogen

Precedence tests and confidence bounds for complete data : an overview and some results

An overview of some nonparametric procedures based on precedence (or exceedance) statistics is given. The procedures include both tests and confidence intervals. In particular, the construction of some simple distribution-free confidence bounds for location difference of two distributions with the same shape is considered and some properties are derived. The asymptotic relative efficiency of an asymptotic form of the corresponding test relative to Wilcoxon's two-sample rank-sum test and the two-sample Student's t-test is given for various cases. Some K -sample problems are discussed where precedence type tests are useful, along with a review of the literature

Dynamic asset trees and Black Monday

The minimum spanning tree, based on the concept of ultrametricity, is constructed from the correlation matrix of stock returns. The dynamics of this asset tree can be characterised by its normalised length and the mean occupation layer, as measured from an appropriately chosen centre called the `central node'. We show how the tree length shrinks during a stock market crisis, Black Monday in this case, and how a strong reconfiguration takes place, resulting in topological shrinking of the tree.Comment: 6 pages, 3 eps figues. Elsevier style. Will appear in Physica A as part of the Bali conference proceedings, in pres

Precedence probability, prediction interval and a combinatorial identity

Precedence tests are simple yet useful nonparametric tests based on two specified order statistics from independent random samples or, equivalently, on the count of the number of observations from one of the samples preceding some order statistic of the other sample. The probability that an order statistic from the second sample exceeds an order statistic from the first sample is termed the precedence probability. When the distributions are the same, this probability can be calculated exactly, without any specific knowledge of the underlying common continuous distribution. This fact can be utilized to set up nonparametric prediction intervals in a number of situations. In this paper, prediction intervals are considered for the number of second sample observations that exceed a particular order statistic of the first sample. To aid the user, tables are provided for small sample sizes, where exact calculations are most necessary. The same tables can be used to implement a precedence test for small sample sizes. Finally, a combinatorial identity is proved. Keywords: Distribution-free; Extremes; Exceedance and Precedence; Nonparametric; Order statistics

Precedence probability and prediction intervals

Precedence tests are simple yet useful nonparametric tests based on two specified order statistics from two independent random samples or, equivalently, on the count of the number of observations from one of the samples preceding some order statistic of the other sample. The probability that an order statistic from the second sample exceeds an order statistic from the first sample is termed the precedence probability. When the distributions are the same, this probability can be calculated exactly, without any specific knowledge of the underlying common continuous distribution. This fact can be utilized to set up nonparametric prediction intervals in a number of situations. In this paper, prediction intervals are considered for the number of second sample observations that exceed a particular order statistic of the first sample. To aid the user, tables are provided for small sample sizes, where exact calculations are most necessary. The same tables can be used to implement a precedence test for small sample sizes

An Outlook on Correlations in Stock Prices

We present an outlook of the studies on correlations in the price timeseries of stocks, discussing the construction and applications of "asset tree". The topic discussed here should illustrate how the complex economic system (financial market) enrichens the list of existing dynamical systems that physicists have been studying for long.Comment: 6 pages, RevTeX format. To appear in the Conference Proceedings of ECONOPHYS-KOLKATA II: International Workshop on Econophysics of Stock Markets and Minority Games", February 14-17, 2006, SINP, Kolkata, as a book chapter in Eds. A. Chatterjee and B.K. Chakrabarti, Econophysics of Stock and other Markets, (Springer-Verlag (Italia), Milan, 2006