5,594 research outputs found

    A functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Levy-noise

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    We prove a functional non-central limit theorem for jump-diffusions with periodic coefficients driven by strictly stable Levy-processes with stability index bigger than one. The limit process turns out to be a strictly stable Levy process with an averaged jump-measure. Unlike in the situation where the diffusion is driven by Brownian motion, there is no drift related enhancement of diffusivity.Comment: Accepted to Journal of Theoretical Probabilit

    Correlations of record events as a test for heavy-tailed distributions

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    A record is an entry in a time series that is larger or smaller than all previous entries. If the time series consists of independent, identically distributed random variables with a superimposed linear trend, record events are positively (negatively) correlated when the tail of the distribution is heavier (lighter) than exponential. Here we use these correlations to detect heavy-tailed behavior in small sets of independent random variables. The method consists of converting random subsets of the data into time series with a tunable linear drift and computing the resulting record correlations.Comment: Revised version, to appear in Physical Review Letter

    About direct Dark Matter detection in Next-to-Minimal Supersymmetric Standard Model

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    Direct dark matter detection is considered in the Next-to-Minimal Supersymmetric Standard Model (NMSSM). The effective neutralino-quark Lagrangian is obtained and event rates are calculated for the Ge-73 isotope. Accelerator and cosmological constraints on the NMSSM parameter space are included. By means of scanning the parameter space at the Fermi scale we show that the lightest neutralino could be detected in dark matter experiments with sizable event rate.Comment: latex, 12 pages, 2 ps-figures; extra LEP constraint is included, extra figure is added, recorrected version, resubmitted to Phys.Rev.

    Records and sequences of records from random variables with a linear trend

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    We consider records and sequences of records drawn from discrete time series of the form Xn=Yn+cnX_{n}=Y_{n}+cn, where the YnY_{n} are independent and identically distributed random variables and cc is a constant drift. For very small and very large drift velocities, we investigate the asymptotic behavior of the probability pn(c)p_n(c) of a record occurring in the nnth step and the probability PN(c)P_N(c) that all NN entries are records, i.e. that X1<X2<...<XNX_1 < X_2 < ... < X_N. Our work is motivated by the analysis of temperature time series in climatology, and by the study of mutational pathways in evolutionary biology.Comment: 21 pages, 7 figure

    Confining Properties of the Homogeneous Self-Dual Field and the Effective Potential in SU(2) Yang-Mills Theory

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    We examine in non-Abelian gauge theory the heavy quark limit in the presence of the (anti-)self-dual homogeneous background field and see that a confining potential emerges, consistent with the Wilson criterion, although the potential is quadratic and not linear in the quark separation. This builds upon the well-known feature that propagators in such a background field are entire functions. The way in which deconfinement can occur at finite temperature is then studied in the static temporal gauge by calculation of the effective potential at high temperature. Finally we discuss the problems to be surmounted in setting up the calculation of the effective potential nonperturbatively on the lattice.Comment: 31 pages, LaTeX, expanded discussion and derivations in Sections 2 and

    Model for SU(3) vacuum degeneracy using light-cone coordinates

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    Working in light-cone coordinates, we study the zero-modes and the vacuum in a 2+1 dimensional SU(3) gauge model. Considering the fields as independent of the tranverse variables, we dimensionally reduce this model to 1+1 dimensions. After introducing an appropriate su(3) basis and gauge conditions, we extract an adjoint field from the model. Quantization of this adjoint field and field equations lead to two constrained and two dynamical zero-modes. We link the dynamical zero-modes to the vacuum by writing down a Schrodinger equation and prove the non-degeneracy of the SU(3) vacuum provided that we neglect the contribution of constrained zero-modes.Comment: 22 pages, 5 figure

    Compactification near and on the light front

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    We address problems associated with compactification near and on the light front. In perturbative scalar field theory we illustrate and clarify the relationships among three approaches: (1) quantization on a space-like surface close to a light front; (2) infinite momentum frame calculations; and (3) quantization on the light front. Our examples emphasize the difference between zero modes in space-like quantization and those in light front quantization. In particular, in perturbative calculations of scalar field theory using discretized light cone quantization there are well-known ``zero-mode induced'' interaction terms. However, we show that they decouple in the continuum limit and covariant answers are reproduced. Thus compactification of a light-like surface is feasible and defines a consistent field theory.Comment: 24 pages, 4 figure
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