20,335 research outputs found
Three-loop field renormalization for scalar field theory with Lorentz violation
Applying the counterterm method in minimal subtraction scheme we calculate
the three-loop quantum correction to field anomalous dimension in a
Lorentz-violating O() self-interacting scalar field theory. We compute the
Feynman diagrams using dimensional regularization and -expansion
techniques. As this approximation corresponds to a three-loop term, to our
knowledge this is the first time in literature in which such a loop level is
attained for a LV theory.Comment: 12 page
A family of rotation numbers for discrete random dynamics on the circle
We revisit the problem of well-defining rotation numbers for discrete random
dynamical systems on the circle. We show that, contrasting with deterministic
systems, the topological (i.e. based on Poincar\'{e} lifts) approach does
depend on the choice of lifts (e.g. continuously for nonatomic randomness).
Furthermore, the winding orbit rotation number does not agree with the
topological rotation number. Existence and conversion formulae between these
distinct numbers are presented. Finally, we prove a sampling in time theorem
which recover the rotation number of continuous Stratonovich stochastic
dynamical systems on out of its time discretisation of the flow.Comment: 15 page
Gravitational fields with sources, regular black holes, quasiblack holes, and analogue black holes
We discuss recent developments in gravitational fields with sources, regular
black holes, quasiblack holes, and analogue black holes, related to the talks
presented at the corresponding Parallel Session AT3 of the 13th Marcel
Grossmann Meeting.Comment: Report of the Parallel Session AT3 at the Marcel Grossmann Meeting
13, Stockholm 2012, Proceedings of the Conference. 9 page
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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