648 research outputs found
Bayesian inference with an adaptive proposal density for GARCH models
We perform the Bayesian inference of a GARCH model by the Metropolis-Hastings
algorithm with an adaptive proposal density. The adaptive proposal density is
assumed to be the Student's t-distribution and the distribution parameters are
evaluated by using the data sampled during the simulation. We apply the method
for the QGARCH model which is one of asymmetric GARCH models and make empirical
studies for for Nikkei 225, DAX and Hang indexes. We find that autocorrelation
times from our method are very small, thus the method is very efficient for
generating uncorrelated Monte Carlo data. The results from the QGARCH model
show that all the three indexes show the leverage effect, i.e. the volatility
is high after negative observations
Renormalization group flow of SU(3) lattice gauge theory - Numerical studies in a two coupling space
We investigate the renormalization group (RG) flow of SU(3) lattice gauge
theory in a two coupling space with couplings and
corresponding to and loops respectively. Extensive
numerical calculations of the RG flow are made in the fourth quadrant of this
coupling space, i.e., and . Swendsen's factor two
blocking and the Schwinger-Dyson method are used to find an effective action
for the blocked gauge field. The resulting renormalization group flow runs
quickly towards an attractive stream which has an approximate line shape. This
is numerical evidence of a renormalized trajectory which locates close to the
two coupling space. A model flow equation which incorporates a marginal
coupling (asymptotic scaling term), an irrelevant coupling and a
non-perturbative attraction towards the strong coupling limit reproduces
qualitatively the observed features. We further examine the scaling properties
of an action which is closer to the attractive stream than the currently used
improved actions. It is found that this action shows excellent restoration of
rotational symmetry even for coarse lattices with fm.Comment: 18 pages with 9 eps figures psfig.sty, typos correcte
Scaling Analysis of Improved Actions for Pure SU(3) Gauge Theory
We have explored the behaviour of some improved actions based on a
nonperturbative renormalization group (RG) analysis in coupling space. We
calculate the RG flow in two-coupling space (\boneone,\bonetwo) and examine
the restoration of rotational invariance and the scaling of physical quantities
.Comment: LATTICE98(improvement
Effects of Chemical Potential on Hadron Masses in the Phase Transition Region
We study the response of hadron masses with respect to chemical potential at
. Our preliminary results of the pion channel show that in the confinement phase is significantly larger than that in
the deconfinement phase, which is consistent with the chiral restoration.Comment: LATTICE99 (finite temperature and density), 3 pages, 3 figure
Effects of Chemical Potential on Hadron Masses at Finite Temperature
We study the effects of the chemical potential on the meson mass at
finite temperature. Our preliminary results show that some effects are seen in
the vicinity of the phase transition point. Although the signal is still too
noisy to obtain conclusive physical results within limited statistics, the mass
susceptibility is consistent with zero.Comment: LATTICE98(hightemp), 3 page
Finite Temperature Gauge Theory on Anisotropic Lattices
The finite temperature transition of QCD can be seen as a change in the
structure of the hadrons and as a symmetry breaking transition -- a change in
the structure of the vacuum. These phenomena are observed differently and carry
complementary information. We aim at a correlated analysis involving hadronic
correlators and the vacuum structure including field and density correlations,
both non-trivial questions.Comment: 3 pages, Talk presented at LATTICE96(finite temperature
Finite Temperature QCD on Anisotropic Lattices
We present results for mesonic propagators in temporal and spatial direction
and for topological properties at T below and above the deconfining transition
in quenched QCD. We use anisotropic lattices and Wilson fermions.Comment: 6 pages, 7 figures, Talk given at 16th International Symposium on
Lattice Field Theory (LATTICE 98(hightemp)) , Boulder, CO, 13-18 Jul 1998.
(Replaced: Fig.4 corrected, further minor modifications in legends and text.
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