Power loss in open cavity diodes and a modified Child Langmuir Law

Diodes used in most high power devices are inherently open. It is shown that under such circumstances, there is a loss of electromagnetic radiation leading to a lower critical current as compared to closed diodes. The power loss can be incorporated in the standard Child-Langmuir framework by introducing an effective potential. The modified Child-Langmuir law can be used to predict the maximum power loss for a given plate separation and potential difference as well as the maximum transmitted current for this power loss. The effectiveness of the theory is tested numerically.Comment: revtex4, 11 figure

3D performance capture for facial animation

This work describes how a photogrammetry based 3D capture system can be used as an input device for animation. The 3D Dynamic Capture System is used to capture the motion of a human face, which is extracted from a sequence of 3D models captured at TV frame rate. Initially the positions of a set of landmarks on the face are extracted. These landmarks are then used to provide motion data in two different ways. First, a high level description of the movements is extracted, and these can be used as input to a procedural animation package (i.e. CreaToon). Second the landmarks can be used as registration points for a conformation process where the model to be animated is modified to match the captured model. This approach gives a new sequence of models, which have the structure of the drawn model but the movement of the captured sequence

Microscopic Origin of Non-Gaussian Distributions of Financial Returns

In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random component in the so-called stochastic volatility models. We study these models under an assumption, akin to the Born-Oppenheimer approximation, in which the volatility has already relaxed to its equilibrium distribution and acts as a background to the evolution of the price process. In this approximation, we show that all models of stochastic volatility should exhibit a scaling relation in the time lag of zero-drift modified log-returns. We verify that the Dow-Jones Industrial Average index indeed follows this scaling. We then focus on two popular stochastic volatility models, the Heston and Hull-White models. In particular, we show that in the Hull-White model the resulting probability distribution of log-returns in this approximation corresponds to the Tsallis (t-Student) distribution. The Tsallis parameters are given in terms of the microscopic stochastic volatility model. Finally, we show that the log-returns for 30 years Dow Jones index data is well fitted by a Tsallis distribution, obtaining the relevant parameters.Comment: 13 pages, 4 figures. Several clarifying comments, new references and acknowledgments adde

Geometry of escort distributions

Given an original distribution, its statistical and probabilistic attributs may be scanned by the associated escort distribution introduced by Beck and Schlogl and employed in the formulation of nonextensive statistical mechanics. Here, the geometric structure of the one-parameter family of the escort distributions is studied based on the Kullback-Leibler divergence and the relevant Fisher metric. It is shown that the Fisher metric is given in terms of the generalized bit-variance, which measures fluctuations of the crowding index of a multifractal. The Cramer-Rao inequality leads to the fundamental limit for precision of statistical estimate of the order of the escort distribution. It is also quantitatively discussed how inappropriate it is to use the original distribution instead of the escort distribution for calculating the expectation values of physical quantities in nonextensive statistical mechanics.Comment: 12 pages, no figure

Connecting N-representability to Weyl's problem: The one particle density matrix for N = 3 and R = 6

An analytic proof is given of the necessity of the Borland-Dennis conditions for 3-representability of a one particle density matrix with rank 6. This may shed some light on Klyachko's recent use of Schubert calculus to find general conditions for N-representability

Individual and collective stock dynamics: intra-day seasonalities

We establish several new stylised facts concerning the intra-day seasonalities of stock dynamics. Beyond the well known U-shaped pattern of the volatility, we find that the average correlation between stocks increases throughout the day, leading to a smaller relative dispersion between stocks. Somewhat paradoxically, the kurtosis (a measure of volatility surprises) reaches a minimum at the open of the market, when the volatility is at its peak. We confirm that the dispersion kurtosis is a markedly decreasing function of the index return. This means that during large market swings, the idiosyncratic component of the stock dynamics becomes sub-dominant. In a nutshell, early hours of trading are dominated by idiosyncratic or sector specific effects with little surprises, whereas the influence of the market factor increases throughout the day, and surprises become more frequent.Comment: 9 pages, 7 figure