4,494 research outputs found
Positronium in a liquid phase: formation, bubble state and chemical reactions
This chapter reviews the following items: 1. Energy deposition and track
structure of fast positrons: ionization slowing down, number of ion-electron
pairs, typical sizes, thermalization, electrostatic interaction between e+ and
its blob, effect of local heating; 2. Positronium formation in condensed media:
the Ore model, quasifree Ps state, intratrack mechanism of Ps formation; 3.
Fast intratrack diffusion-controlled reactions: Ps oxidation and ortho-para
conversion by radiolytic products, reaction rate constants, interpretation of
the PAL spectra in water at different temperatures; 4. Ps bubble models.
"Non-point" positronium: wave function, energy contributions, relationship
between the pick-off annihilation rate and the bubble radius
Semiclassical treatment of logarithmic perturbation theory
The explicit semiclassical treatment of logarithmic perturbation theory for
the nonrelativistic bound states problem is developed. Based upon
-expansions and suitable quantization conditions a new procedure for
deriving perturbation expansions for the one-dimensional anharmonic oscillator
is offered. Avoiding disadvantages of the standard approach, new handy
recursion formulae with the same simple form both for ground and exited states
have been obtained. As an example, the perturbation expansions for the energy
eigenvalues of the harmonic oscillator perturbed by are
considered.Comment: 6 pages, LATEX 2.09 using IOP style
Resilience of Volatility
The problem of non-stationarity in financial markets is discussed and related
to the dynamic nature of price volatility. A new measure is proposed for
estimation of the current asset volatility. A simple and illustrative
explanation is suggested of the emergence of significant serial
autocorrelations in volatility and squared returns. It is shown that when
non-stationarity is eliminated, the autocorrelations substantially reduce and
become statistically insignificant. The causes of non-Gaussian nature of the
probability of returns distribution are considered. For both stock and currency
markets data samples, it is shown that removing the non-stationary component
substantially reduces the kurtosis of distribution, bringing it closer to the
Gaussian one. A statistical criterion is proposed for controlling the degree of
smoothing of the empirical values of volatility. The hypothesis of smooth,
non-stochastic nature of volatility is put forward, and possible causes of
volatility shifts are discussed.Comment: 30 pages with 33 figures, uses wrapfig.st
Relationship between sectional curvature and null spaces of Lichnerowicz-type Laplacians and their smallest eigenvalues
In the paper, we prove that the curvature operator of the second kind of
Riemannian manifolds is positive (respectively, negative) if and only if its
sectional curvature is also positive (respectively, negative). In addition, we
prove several vanishing theorems on null spaces of the Lichnerowicz, Sampson
and Hodge-de Rham Laplacians and we find estimates of their lowest eigenvalues
on closed Riemannian manifolds of sign-definite sectional curvature
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