Variant N=(1,1) Supergravity and (Minkowski)_4 x S^2 Vacua

We construct the fermionic sector and supersymmetry transformation rules of a variant N=(1,1) supergravity theory obtained by generalized Kaluza-Klein reduction from seven dimensions. We show that this model admits both (Minkowski)_4 x S^2 and (Minkowski)_3 x S^3 vacua. We perform a consistent Kaluza-Klein reduction on S^2 and obtain D=4, N=2 supergravity coupled to a vector multiplet, which can be consistently truncated to give rise to D=4, N=1 supergravity with a chiral multiplet.Comment: Latex, 17 pages. Version appearing in Classical and Quantum Gravit

Scaling of the distribution of price fluctuations of individual companies

We present a phenomenological study of stock price fluctuations of individual companies. We systematically analyze two different databases covering securities from the three major US stock markets: (a) the New York Stock Exchange, (b) the American Stock Exchange, and (c) the National Association of Securities Dealers Automated Quotation stock market. Specifically, we consider (i) the trades and quotes database, for which we analyze 40 million records for 1000 US companies for the 2-year period 1994--95, and (ii) the Center for Research and Security Prices database, for which we analyze 35 million daily records for approximately 16,000 companies in the 35-year period 1962--96. We study the probability distribution of returns over varying time scales $\Delta t$, where $\Delta t$ varies by a factor of $\approx 10^5$---from 5 min up to $\approx$ 4 years. For time scales from 5~min up to approximately 16~days, we find that the tails of the distributions can be well described by a power-law decay, characterized by an exponent $\alpha \approx 3$ ---well outside the stable L\'evy regime $0 < \alpha < 2$. For time scales $\Delta t \gg (\Delta t)_{\times} \approx 16$days, we observe results consistent with a slow convergence to Gaussian behavior. We also analyze the role of cross correlations between the returns of different companies and relate these correlations to the distribution of returns for market indices.Comment: 10pages 2 column format with 11 eps figures. LaTeX file requiring epsf, multicol,revtex. Submitted to PR

Bulk Axions, Brane Back-reaction and Fluxes

Extra-dimensional models can involve bulk pseudo-Goldstone bosons (pGBs) whose shift symmetry is explicitly broken only by physics localized on branes. Reliable calculation of their low-energy potential is often difficult because it requires details of the stabilization of the extra dimensions. In rugby ball solutions, for which two compact extra dimensions are stabilized in the presence of only positive-tension brane sources, the effects of brane back-reaction can be computed explicitly. This allows the calculation of the shape of the low-energy pGB potential and response of the extra dimensional geometry as a function of the perturbing brane properties. If the pGB-dependence is a small part of the total brane tension a very general analysis is possible, permitting an exploration of how the system responds to frustration when the two branes disagree on what the proper scalar vacuum should be. We show how the low-energy potential is given by the sum of brane tensions (in agreement with common lore) when only the brane tensions couple to the pGB. We also show how a direct brane coupling to the flux stabilizing the extra dimensions corrects this result in a way that does not simply amount to the contribution of the flux to the brane tensions. We calculate the mass of the would-be zero mode, and briefly describe several potential applications, including a brane realization of `natural inflation,' and a dynamical mechanism for suppressing the couplings of the pGB to matter localized on the branes. Since the scalar can be light enough to be relevant to precision tests of gravity (in a technically natural way) this mechanism can be relevant to evading phenomenological bounds.Comment: 36 pages, JHEP styl

Universal and non-universal properties of cross-correlations in financial time series

We use methods of random matrix theory to analyze the cross-correlation matrix C of price changes of the largest 1000 US stocks for the 2-year period 1994-95. We find that the statistics of most of the eigenvalues in the spectrum of C agree with the predictions of random matrix theory, but there are deviations for a few of the largest eigenvalues. We find that C has the universal properties of the Gaussian orthogonal ensemble of random matrices. Furthermore, we analyze the eigenvectors of C through their inverse participation ratio and find eigenvectors with large inverse participation ratios at both edges of the eigenvalue spectrum--a situation reminiscent of results in localization theory.Comment: 14 pages, 3 figures, Revte

Scaling of the distribution of fluctuations of financial market indices

We study the distribution of fluctuations over a time scale $\Delta t$ (i.e., the returns) of the S&P 500 index by analyzing three distinct databases. Database (i) contains approximately 1 million records sampled at 1 min intervals for the 13-year period 1984-1996, database (ii) contains 8686 daily records for the 35-year period 1962-1996, and database (iii) contains 852 monthly records for the 71-year period 1926-1996. We compute the probability distributions of returns over a time scale $\Delta t$, where $\Delta t$ varies approximately over a factor of 10^4 - from 1 min up to more than 1 month. We find that the distributions for $\Delta t \leq$ 4 days (1560 mins) are consistent with a power-law asymptotic behavior, characterized by an exponent $\alpha \approx 3$, well outside the stable L\'evy regime $0 < \alpha < 2$. To test the robustness of the S&P result, we perform a parallel analysis on two other financial market indices. Database (iv) contains 3560 daily records of the NIKKEI index for the 14-year period 1984-97, and database (v) contains 4649 daily records of the Hang-Seng index for the 18-year period 1980-97. We find estimates of $\alpha$ consistent with those describing the distribution of S&P 500 daily-returns. One possible reason for the scaling of these distributions is the long persistence of the autocorrelation function of the volatility. For time scales longer than $(\Delta t)_{\times} \approx 4$ days, our results are consistent with slow convergence to Gaussian behavior.Comment: 12 pages in multicol LaTeX format with 27 postscript figures (Submitted to PRE May 20, 1999). See http://polymer.bu.edu/~amaral/Professional.html for more of our work on this are

Effect of potential bioinoculants and organic manures on root-rot and wilt, growth, yield and quality of organically grown Coleus forskohlii in a semiarid tropical region of Bangalore (India)

Based on earlier results obtained in pot experiments, 2-year field experiments were conducted with five bioinoculants and neem cake under organic field conditions (with vermicompost as a nutritional supplement) to evaluate their potential to control root-rot and wilt (a complex problem involving Fusarium chlamydosporum and Ralstonia solanacearum) of the medicinal plant Coleus forskohlii. Plants treated with arbuscular mycorrhizal fungus (Glomus fasciculatum), neem cake or Pseudomonas fluorescens showed significantly increased plant height (15-31%), plant spread (25-33%), number of branches (63-67%) and dry root (129-200%) yields, and reduced disease incidence (47-50%) compared to controls. Increases in yields were reflected by increases in N (51-81%), P (17-76%) and K (44-74%) uptake. The forskolin content of the roots was found not to be affected by any of the bioinoculants, but forskolin yield (calculated) was increased significantly by treatment with G. fasciculatum (227%), neem cake (222%) or P. fluorescens (159%)

Turbulent Diffusion and Turbulent Thermal Diffusion of Aerosols in Stratified Atmospheric Flows

The paper analyzes the phenomenon of turbulent thermal diffusion in the Earth atmosphere, its relation to the turbulent diffusion and its potential impact on aerosol distribution. This phenomenon was predicted theoretically more than 10 years ago and detected recently in the laboratory experiments. This effect causes a non-diffusive flux of aerosols in the direction of the heat flux and results in formation of long-living aerosol layers in the vicinity of temperature inversions. We demonstrated that the theory of turbulent thermal diffusion explains the GOMOS aerosol observations near the tropopause (i.e., the observed shape of aerosol vertical profiles with elevated concentrations located almost symmetrically with respect to temperature profile). In combination with the derived expression for the dependence of the turbulent thermal diffusion ratio on the turbulent diffusion, these measurements yield an independent method for determining the coefficient of turbulent diffusion at the tropopause. We evaluated the impact of turbulent thermal diffusion to the lower-troposphere vertical profiles of aerosol concentration by means of numerical dispersion modelling, and found a regular upward forcing of aerosols with coarse particles affected stronger than fine aerosols.Comment: 19 pages, 10 figure

Supersymmetric codimension-two branes in six-dimensional gauged supergravity

We consider the six-dimensional Salam-Sezgin supergravity in the presence of codimension-2 branes. In the case that the branes carry only tension, we provide a way to supersymmetrise them by adding appropriate localised Fayet-Iliopoulos terms and localised corrections to the Chern-Simons term and modifying accordingly the fermionic supersymmetry transformations. The resulting brane action has N=1 supersymmetry (SUSY). We find the axisymmetric vacua of the system and show that one has unwarped background solutions with "football"-shaped extra dimensions which always respect N=1 SUSY for any value of the equal brane tensions, in contrast with the non-supersymmetric brane action background. Finally, we generically find multiple zero modes of the gravitino in this background and discuss how one could obtain a single chiral zero mode present in the low energy spectrum.Comment: 21 pages, no figures, A sign error in the gauge potential at the lower brane corrected and its consequent effect discusse

Subleading effects and the field range in axion inflation

An attractive candidate for the inflaton is an axion slowly rolling down a flat potential protected by a perturbative shift symmetry. Realisations of this idea within large field, natural and monomial inflation have been disfavoured by observations and are difficult to embed in string theory. We show that subleading, but significant non-perturbative corrections can superimpose sharp cliffs and gentle plateaus into the potential, whose overall effect is to enhance the number of e-folds of inflation. Sufficient e-folds are therefore achieved for smaller field ranges compared to the potential without such corrections. Thus, both single-field natural and monomial inflation in UV complete theories like string theory, can be restored into the favour of current observations, with distinctive signatures. Tensor modes result un-observably small, but there is a large negative running of the spectral index. Remarkably, natural inflation can be achieved with a single field whose axion decay constant is sub-Planckian.Comment: 18 pages, 15 figures; v2 references improve

Toroidal Orientifolds in IIA with General NS-NS Fluxes

Type IIA toroidal orientifolds offer a promising toolkit for model builders, especially when one includes not only the usual fluxes from NS-NS and R-R field strengths, but also fluxes that are T-dual to the NS-NS three-form flux. These new ingredients are known as metric fluxes and non-geometric fluxes, and can help stabilize moduli or can lead to other new features. In this paper we study two approaches to these constructions, by effective field theory or by toroidal fibers twisted over a toroidal base. Each approach leads us to important observations, in particular the presence of D-terms in the four-dimensional effective potential in some cases, and a more subtle treatment of the quantization of the general NS-NS fluxes. Though our methods are general, we illustrate each approach on the example of an orientifold of T^6/Z_4.Comment: 59 pages, references adde