4,924 research outputs found
Scaling and memory of intraday volatility return intervals in stock market
We study the return interval between price volatilities that are above
a certain threshold for 31 intraday datasets, including the Standard &
Poor's 500 index and the 30 stocks that form the Dow Jones Industrial index.
For different threshold , the probability density function
scales with the mean interval as
, similar to that found in daily
volatilities. Since the intraday records have significantly more data points
compared to the daily records, we could probe for much higher thresholds
and still obtain good statistics. We find that the scaling function is
consistent for all 31 intraday datasets in various time resolutions, and the
function is well approximated by the stretched exponential, , with and , which indicates the
existence of correlations. We analyze the conditional probability distribution
for following a certain interval , and find
depends on , which demonstrates memory in intraday
return intervals. Also, we find that the mean conditional interval
increases with , consistent with the memory found for
. Moreover, we find that return interval records have long
term correlations with correlation exponents similar to that of volatility
records.Comment: 19 pages, 8 figure
Electron correlations and bond-length fluctuations in copper oxides: from Zhang--Rice singlets to correlation bags
We perform first principles, multiconfiguration calculations on clusters
including several CuO octahedra and study the ground-state electron
distribution and electron--lattice couplings when holes are added to the
undoped configuration. We find that the so-called Zhang--Rice state
on a single CuO plaquette is nearly degenerate with a state whose leading
configuration is of the form Cu -- O -- Cu . A strong coupling
between the electronic and nuclear motion gives rise to large inter-site charge
transfer effects for half-breathing displacements of the oxygen ions. Under the
assumption of charge segregation into alternating hole-free and hole-rich
stripes of Goodenough \cite{jbg_02,jbg_03}, our results seem to support the
vibronic mechanism and the traveling charge-density wave model from
Refs.\cite{jbg_02,jbg_03} for the superconductivity in copper oxides.Comment: submitted to Phys. Rev.
Roles of Bond Alternation in Magnetic Phase Diagram of RMnO3
In order to investigate nature of the antiferromagnetic structures in
perovskite RMnO3, we study a Heisenberg J1-J2 model with bond alternation using
analytical and numerical approaches. The magnetic phase diagram which includes
incommensurate spiral states and commensurate collinear states is reproduced.
We discuss that the magnetic structure with up-up-down-down spin configuration
(E-type structure) and the ferroelectricity emerge cooperatively to stabilize
this phase. Magnetoelastic couplings are crucial to understand the magnetic and
electric phase diagram of RMnO3.Comment: 5 pages, 6 figure
Anomalous Coexistence of Ferroelectric Phases ( and ) in Orthorhombic EuYMnO () Crystals
We have investigated the magnetic and dielectric properties of orthorhombic
EuYMnO () single crystals without the presence
of the 4 magnetic moments of the rare-earth ions. In , the
magnetic-structure driven ferroelectricity is observed. The ferroelectric
transition temperature is steeply reducing with increasing . In , two ferroelectric phases ( and ) are
coexistent at low temperatures. In these phases, ferroelectricity has different
origin, which is evidenced by the distinctive poling-electric-field dependence
of electric polarization. Namely, the electric polarization along the c axis
() is easily saturated by a poling electric field, therefore is
caused by the spiral antiferromagnetic order. On the other hand, the
electric polarization along the a axis () is probably attributed to the
collinear -type antiferromagnetic order, because is unsaturated even
in a poling field of V/m.Comment: 10 pages, 4figures, to be published in Journal of the Physical
Society of Japa
Effect of cation size variance on spin and orbital order in Eu(LaY)VO
We have investigated the -ion ( = rare earth or Y) size variance effect
on spin/orbital order in Eu(LaY)VO. The
size variance disturbs one-dimensional orbital correlation in -type
spin/-type orbital ordered states and suppresses this spin/orbital order. In
contrast, it stabilizes the other spin/orbital order. The results of neutron
and resonant X-ray scattering denote that in the other ordered phase, the
spin/orbital patterns are -type/-type, respectively.Comment: 4 pages, 4 figures, accepted to Rapid Communication in Physical
Review
Influência do uso de areia lavada na taxa de respiração de um latossolo vermelho distroférrico argiloso incubado com agregados íntegros e triturados
bitstream/item/66211/1/32008.pdfFERTBIO
Quantum computation with devices whose contents are never read
In classical computation, a "write-only memory" (WOM) is little more than an
oxymoron, and the addition of WOM to a (deterministic or probabilistic)
classical computer brings no advantage. We prove that quantum computers that
are augmented with WOM can solve problems that neither a classical computer
with WOM nor a quantum computer without WOM can solve, when all other resource
bounds are equal. We focus on realtime quantum finite automata, and examine the
increase in their power effected by the addition of WOMs with different access
modes and capacities. Some problems that are unsolvable by two-way
probabilistic Turing machines using sublogarithmic amounts of read/write memory
are shown to be solvable by these enhanced automata.Comment: 32 pages, a preliminary version of this work was presented in the 9th
International Conference on Unconventional Computation (UC2010
Decomposição inicial da matéria orgânica e sua proteção em agregados de dois solos sob mata e cana-de-açúcar
bitstream/item/66204/1/32000.pdfFERTBIO
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