Dynamical model and nonextensive statistical mechanics of a market index on large time windows

The shape and tails of partial distribution functions (PDF) for a financial signal, i.e. the S&P500 and the turbulent nature of the markets are linked through a model encompassing Tsallis nonextensive statistics and leading to evolution equations of the Langevin and Fokker-Planck type. A model originally proposed to describe the intermittent behavior of turbulent flows describes the behavior of normalized log-returns for such a financial market index, for small and large time windows, both for small and large log-returns. These turbulent market volatility (of normalized log-returns) distributions can be sufficiently well fitted with a $\chi^2$-distribution. The transition between the small time scale model of nonextensive, intermittent process and the large scale Gaussian extensive homogeneous fluctuation picture is found to be at $ca.$ a 200 day time lag. The intermittency exponent ($\kappa$) in the framework of the Kolmogorov log-normal model is found to be related to the scaling exponent of the PDF moments, -thereby giving weight to the model. The large value of $\kappa$ points to a large number of cascades in the turbulent process. The first Kramers-Moyal coefficient in the Fokker-Planck equation is almost equal to zero, indicating ''no restoring force''. A comparison is made between normalized log-returns and mere price increments.Comment: 40 pages, 14 figures; accepted for publication in Phys Rev

A Theory for High-TcT_c Superconductors Considering Inhomogeneous Charge Distribution

We propose a general theory for the critical $T_c$ and pseudogap $T^*$ temperature dependence on the doping concentration for high-$T_c$ oxides, taking into account the charge inhomogeneities in the $CuO_2$ planes. The well measured experimental inhomogeneous charge density in a given compound is assumed to produce a spatial distribution of local $\rho(r)$. These differences in the local charge concentration is assumed to yield insulator and metallic regions, possibly in a stripe morphology. In the metallic region, the inhomogeneous charge density yields also spatial distributions of superconducting critical temperatures $T_c(r)$ and zero temperature gap $\Delta_0(r)$. For a given sample, the measured onset of vanishing gap temperature is identified as the pseudogap temperature, that is, $T^*$, which is the maximum of all $T_c(r)$. Below $T^*$, due to the distribution of $T_c(r)$'s, there are some superconducting regions surrounded by insulator or metallic medium. The transition to a superconducting state corresponds to the percolation threshold among the superconducting regions with different $T_c(r)$'s. To model the charge inhomogeneities we use a double branched Poisson-Gaussian distribution. To make definite calculations and compare with the experimental results, we derive phase diagrams for the BSCO, LSCO and YBCO families, with a mean field theory for superconductivity using an extended Hubbard Hamiltonian. We show also that this novel approach provides new insights on several experimental features of high-$T_c$ oxides.Comment: 7 pages, 5 eps figures, corrected typo

Origin and Evolution of Saturn's Ring System

The origin and long-term evolution of Saturn's rings is still an unsolved problem in modern planetary science. In this chapter we review the current state of our knowledge on this long-standing question for the main rings (A, Cassini Division, B, C), the F Ring, and the diffuse rings (E and G). During the Voyager era, models of evolutionary processes affecting the rings on long time scales (erosion, viscous spreading, accretion, ballistic transport, etc.) had suggested that Saturn's rings are not older than 100 My. In addition, Saturn's large system of diffuse rings has been thought to be the result of material loss from one or more of Saturn's satellites. In the Cassini era, high spatial and spectral resolution data have allowed progress to be made on some of these questions. Discoveries such as the ''propellers'' in the A ring, the shape of ring-embedded moonlets, the clumps in the F Ring, and Enceladus' plume provide new constraints on evolutionary processes in Saturn's rings. At the same time, advances in numerical simulations over the last 20 years have opened the way to realistic models of the rings's fine scale structure, and progress in our understanding of the formation of the Solar System provides a better-defined historical context in which to understand ring formation. All these elements have important implications for the origin and long-term evolution of Saturn's rings. They strengthen the idea that Saturn's rings are very dynamical and rapidly evolving, while new arguments suggest that the rings could be older than previously believed, provided that they are regularly renewed. Key evolutionary processes, timescales and possible scenarios for the rings's origin are reviewed in the light of tComment: Chapter 17 of the book ''Saturn After Cassini-Huygens'' Saturn from Cassini-Huygens, Dougherty, M.K.; Esposito, L.W.; Krimigis, S.M. (Ed.) (2009) 537-57

FGF receptor genes and breast cancer susceptibility: results from the Breast Cancer Association Consortium

Background:Breast cancer is one of the most common malignancies in women. Genome-wide association studies have identified FGFR2 as a breast cancer susceptibility gene. Common variation in other fibroblast growth factor (FGF) receptors might also modify risk. We tested this hypothesis by studying genotyped single-nucleotide polymorphisms (SNPs) and imputed SNPs in FGFR1, FGFR3, FGFR4 and FGFRL1 in the Breast Cancer Association Consortium. Methods:Data were combined from 49 studies, including 53 835 cases and 50 156 controls, of which 89 050 (46 450 cases and 42 600 controls) were of European ancestry, 12 893 (6269 cases and 6624 controls) of Asian and 2048 (1116 cases and 932 controls) of African ancestry. Associations with risk of breast cancer, overall and by disease sub-type, were assessed using unconditional logistic regression. Results:Little evidence of association with breast cancer risk was observed for SNPs in the FGF receptor genes. The strongest evidence in European women was for rs743682 in FGFR3; the estimated per-allele odds ratio was 1.05 (95 confidence interval=1.02-1.09, P=0.0020), which is substantially lower than that observed for SNPs in FGFR2. Conclusion:Our results suggest that common variants in the other FGF receptors are not associated with risk of breast cancer to the degree observed for FGFR2. © 2014 Cancer Research UK

Search for lepton-flavor violation at HERA

A search for lepton-flavor-violating interactions $e p \to \mu X$ and $e p\to \tau X$ has been performed with the ZEUS detector using the entire HERA I data sample, corresponding to an integrated luminosity of 130 pb^{-1}. The data were taken at center-of-mass energies, $\sqrt{s}$, of 300 and 318 GeV. No evidence of lepton-flavor violation was found, and constraints were derived on leptoquarks (LQs) that could mediate such interactions. For LQ masses below $\sqrt{s}$, limits were set on $\lambda_{eq_1} \sqrt{\beta_{\ell q}}$, where $\lambda_{eq_1}$ is the coupling of the LQ to an electron and a first-generation quark $q_1$, and $\beta_{\ell q}$ is the branching ratio of the LQ to the final-state lepton $\ell$ ($\mu$ or $\tau$) and a quark $q$. For LQ masses much larger than $\sqrt{s}$, limits were set on the four-fermion interaction term $\lambda_{e q_\alpha} \lambda_{\ell q_\beta} / M_{\mathrm{LQ}}^2$ for LQs that couple to an electron and a quark $q_\alpha$ and to a lepton $\ell$ and a quark $q_\beta$, where $\alpha$ and $\beta$ are quark generation indices. Some of the limits are also applicable to lepton-flavor-violating processes mediated by squarks in $R$-Parity-violating supersymmetric models. In some cases, especially when a higher-generation quark is involved and for the process $e p\to \tau X$, the ZEUS limits are the most stringent to date.Comment: 37 pages, 10 figures, Accepted by EPJC. References and 1 figure (Fig. 6) adde

Multijet production in neutral current deep inelastic scattering at HERA and determination of alpha_s

Multijet production rates in neutral current deep inelastic scattering have been measured in the range of exchanged boson virtualities 10 < Q2 < 5000 GeV2. The data were taken at the ep collider HERA with centre-of-mass energy sqrt(s) = 318 GeV using the ZEUS detector and correspond to an integrated luminosity of 82.2 pb-1. Jets were identified in the Breit frame using the k_T cluster algorithm in the longitudinally invariant inclusive mode. Measurements of differential dijet and trijet cross sections are presented as functions of jet transverse energy E_{T,B}{jet}, pseudorapidity eta_{LAB}{jet} and Q2 with E_{T,B}{jet} > 5 GeV and -1 < eta_{LAB}{jet} < 2.5. Next-to-leading-order QCD calculations describe the data well. The value of the strong coupling constant alpha_s(M_Z), determined from the ratio of the trijet to dijet cross sections, is alpha_s(M_Z) = 0.1179 pm 0.0013(stat.) {+0.0028}_{-0.0046}(exp.) {+0.0064}_{-0.0046}(th.)Comment: 22 pages, 5 figure

Photoproduction of D∗±D^{*\pm} mesons associated with a leading neutron

The photoproduction of $D^{*\pm} (2010)$ mesons associated with a leading neutron has been observed with the ZEUS detector in $ep$ collisions at HERA using an integrated luminosity of 80 pb$^{-1}$. The neutron carries a large fraction, {$x_L>0.2$}, of the incoming proton beam energy and is detected at very small production angles, {$\theta_n<0.8$ mrad}, an indication of peripheral scattering. The $D^*$ meson is centrally produced with pseudorapidity {$|\eta| 1.9$ GeV}, which is large compared to the average transverse momentum of the neutron of 0.22 GeV. The ratio of neutron-tagged to inclusive $D^*$ production is $8.85\pm 0.93({\rm stat.})^{+0.48}_{-0.61}({\rm syst.})\%$ in the photon-proton center-of-mass energy range {$130 <W<280$ GeV}. The data suggest that the presence of a hard scale enhances the fraction of events with a leading neutron in the final state.Comment: 28 pages, 4 figures, 2 table

Measurement of beauty production in deep inelastic scattering at HERA

The beauty production cross section for deep inelastic scattering events with at least one hard jet in the Breit frame together with a muon has been measured, for photon virtualities Q^2 > 2 GeV^2, with the ZEUS detector at HERA using integrated luminosity of 72 pb^-1. The total visible cross section is sigma_b-bbar (ep -> e jet mu X) = 40.9 +- 5.7 (stat.) +6.0 -4.4 (syst.) pb. The next-to-leading order QCD prediction lies about 2.5 standard deviations below the data. The differential cross sections are in general consistent with the NLO QCD predictions; however at low values of Q^2, Bjorken x, and muon transverse momentum, and high values of jet transverse energy and muon pseudorapidity, the prediction is about two standard deviations below the data.Comment: 18 pages, 4 figure

Measurement of charm fragmentation ratios and fractions in photoproduction at HERA

The production of D^*+, D^0, D^+, D_s^+ and Lambda_c^+ charm hadrons and their antiparticles in ep scattering at HERA was measured with the ZEUS detector using an integrated luminosity of 79 pb^-1. The measurement has been performed in the photoproduction regime with the exchanged-photon virtuality Q^2 < 1 GeV^2 and for photon-proton centre-of-mass energies in the range 130 < W < 300 GeV. The charm hadrons were reconstructed in the range of transverse momentum p_T(D, Lambda_c) > 3.8 GeV and pseudorapidity |eta(D, Lambda_c)| < 1.6. The production cross sections were used to determine the ratio of neutral and charged D-meson production rates, R_u/d, the strangeness-suppression factor, gamma_s, and the fraction of charged D mesons produced in a vector state, P_v^d. The measured R_u/d and gamma_s values agree with those obtained in deep inelastic scattering and in e^+e^- annihilations. The measured P_v^d value is smaller than, but consistent with, the previous measurements. The fractions of c quarks hadronising as a particular charm hadron, f(c -> D, Lambda_c), were derived in the given kinematic range. The measured open-charm fragmentation fractions are consistent with previous results, although the measured f(c -> D^*+) is smaller and f(c -> Lambda_c^+) is larger than those obtained in e^+e^- annihilations. These results generally support the hypothesis that fragmentation proceeds independently of the hard sub-process.Comment: 29 pages, 5 figures, 6 tables; minor text revision

Observation of isolated high-E_T photons in deep inelastic scattering

First measurements of cross sections for isolated prompt photon production in deep inelastic ep scattering have been made using the ZEUS detector at the HERA electron-proton collider using an integrated luminosity of 121 pb^-1. A signal for isolated photons in the transverse energy and rapidity ranges 5 < E_T^gamma < 10 GeV and -0.7 < eta^gamma < 0.9 was observed for virtualities of the exchanged photon of Q^2 > 35 GeV^2. Cross sections are presented for inclusive prompt photons and for those accompanied by a single jet in the range E_T^jet \geq 6 GeV and -1.5 \leq eta^jet < 1.8. Calculations at order alpha^3alpha_s describe the data reasonably well.Comment: 16 pages, 5 figure