Ground-state energy and stability limit of small 3He drops

Small and stable drops of 3He atoms can only exist above a minimum number of particles, due to the combination of the 3He atom Fermi statistics and its light mass. An accurate estimation of this minimum number using microscopic theory has been difficult due to the inhomogeneous and fermionic nature of these systems. We present a diffusion Monte Carlo calculation of 3He drops with sizes near the minimum in order to determine the stability threshold. The results show that the minimum self-bound drop is formed by N=30 atoms with preferred orbitals for open shells corresponding to maximum value of the spin.Comment: 5 pages, 4 figure

Top-Quark Production and Decay in the MSSM

We review the features of top-quark decays and loop-induced effects in the production cross section and CP-violating observables of e+e- -> t t-bar which are specific to the R-parity conserving Minimal Supersymmetric Standard Model (MSSM).Comment: LaTeX, 28 pages, 10 figures included, uses cite.sty. Contribution to the proceedings of the 2nd Joint ECFA/DESY Workshop on Physics and Detectors for a Linear Electron-Positron Collider. References adde

Multivariate Markov switching with weighted regime determination: giving France more weight than Finland

This article deals with using panel data to infer regime changes that are common to all of the cross section. The methods presented here apply to Markov switching vector autoregressions, dynamic factor models with Markov switching and other multivariate Markov switching models. The key feature we seek to add to these models is to permit cross-sectional units to have different weights in the calculation of regime probabilities. We apply our approach to estimating a business cycle chronology for the 50 U.S. States and the Euro area, and we compare results between country-specific weights and the usual case of equal weights. The model with weighted regime determination suggests that Europe experienced a recession in 2002-03, whereas the usual model with equal weights does not.Business cycles ; France ; Finland

Self-calibrating d-scan: measuring ultrashort laser pulses on-target using an arbitrary pulse compressor

In most applications of ultrashort pulse lasers, temporal compressors are used to achieve a desired pulse duration in a target or sample, and precise temporal characterization is important. The dispersion-scan (d-scan) pulse characterization technique usually involves using glass wedges to impart variable, well-defined amounts of dispersion to the pulses, while measuring the spectrum of a nonlinear signal produced by those pulses. This works very well for broadband few-cycle pulses, but longer, narrower bandwidth pulses are much more difficult to measure this way. Here we demonstrate the concept of self-calibrating d-scan, which extends the applicability of the d-scan technique to pulses of arbitrary duration, enabling their complete measurement without prior knowledge of the introduced dispersion. In particular, we show that the pulse compressors already employed in chirped pulse amplification (CPA) systems can be used to simultaneously compress and measure the temporal profile of the output pulses on-target in a simple way, without the need of additional diagnostics or calibrations, while at the same time calibrating the often-unknown differential dispersion of the compressor itself. We demonstrate the technique through simulations and experiments under known conditions. Finally, we apply it to the measurement and compression of 27.5 fs pulses from a CPA laser.Comment: 11 pages, 5 figures, Scientific Reports, in pres

Contemporaneous threshold autoregressive models: estimation, testing and forecasting

This paper proposes a contemporaneous smooth transition threshold autoregressive model (C-STAR) as a modification of the smooth transition threshold autoregressive model surveyed in Teräsvirta (1998), in which the regime weights depend on the ex ante probability that a latent regime-specific variable will exceed a threshold value. We argue that the contemporaneous model is well-suited to rational expectations applications (and pricing exercises), in that it does not require the initial regimes to be predetermined. We investigate the properties of the model and evaluate its finite-sample maximum likelihood performance. We also propose a method to determine the number of regimes based on a modified Hansen (1992) procedure. Furthermore, we construct multiple-step ahead forecasts and evaluate the forecasting performance of the model. Finally, an empirical application of the short term interest rate yield is presented and discussed. ; Earlier title: Contemporaneous threshold autoregressive models: estimation, forecasting and rational expectations applicationsRational expectations (Economic theory) ; Forecasting