New physics in CP violation experiments

CP violation plays a privileged role in our quest for new physics beyond the electroweak standard model (SM). In the SM the violation of CP in the weak interactions has a single source: the phase of the quark mixing matrix (the CKM matrix, for Cabibbo-Kobayashi-Maskawa). Most extensions of the SM exhibit new sources of CP violation. For instance, the truly minimal supersymmetric extension of the SM (CMSSM) has two new phases in addition to the CKM phase. Given that CP violation is so tiny in the kaon system, is still largely unexplored in B physics and is negligibly small in the electric dipole moments, it is clear that new physics may have a good chance to manifest some departure from the SM in this particularly challenging class of rare phenomena. On the other hand, it is also apparent that CP violation generally represents a major constraint on any attempt at model building beyond the SM. In this review we tackle these two sides of the relation between CP violation and new physics. Our focus will be on the potentialities to use CP violation as a probe on Supersymmetric (SUSY) extensions of the SM. We wish to clarify the extent to which such indirect signals for SUSY are linked to a fundamental theoretical issue: is there a relation between the mechanism that originates the whole flavor structure and the mechanism that is responsible for the breaking of supersymmetry? Different ways to answer this question lead to quite different expectations for CP violation in B physics.Comment: 47 pages, 3 figures. Invited contribution to appear in Annual Reviews of Nuclear and Particle Science Vol. 51, December 200

Flavor Structure and Supersymmetric CP-Violation

In this talk, we address the possibility of finding supersymmetry through indirect searches in the K and B systems. We prove that, in the absence of the Cabibbo-Kobayashi-Maskawa phase, a general Minimal Supersymmetric Standard Model with all possible phases in the soft-breaking terms, but no new flavor structure beyond the usual Yukawa matrices, can never give a sizeable contribution to $\epsilon_K$, $\epsilon^\prime/\epsilon$ or hadronic B^0 CP asymmetries. However, Minimal Supersymmetric models with additional flavor structures in the soft-supersymmetry breaking terms can produce large deviations from the Standard Model predictions. Hence, observation of supersymmetric contributions to CP asymmetries in B decays would be the first sign of the existence of new flavor structures in the soft-terms and would hint at a non-flavor blind mechanism of supersymmetry breaking.Comment: 15 pages, 3 eps figures. Invited talks given by A. Masiero at the 8th International Symposium on Heavy Flavour Physics (Heavy Flavors 8), Southampton, 25-29 July 1999 and Workshop on Physics and Detectors for DAFNE (Dafne99), Frascati, 16-10 Nov. 199

On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility

In this paper we use Malliavin calculus techniques to obtain an expression for the short-time behavior of the at-the-money implied volatility skew for a generalization of the Bates model, where the volatility does not need to be neither a difussion, nor a Markov process as the examples in section 7 show. This expression depends on the derivative of the volatility in the sense of Malliavin calculus.Black-Scholes formula, derivative operator, Itô's formula for the Skorohod integral, jump-diffusion stochastic volatility model

Virtual Hand Illusion Induced by Visuomotor Correlations

Background: Our body schema gives the subjective impression of being highly stable. However, a number of easily-evoked illusions illustrate its remarkable malleability. In the rubber-hand illusion, illusory ownership of a rubber-hand is evoked by synchronous visual and tactile stimulation on a visible rubber arm and on the hidden real arm. Ownership is concurrent with a proprioceptive illusion of displacement of the arm position towards the fake arm. We have previously shown that this illusion of ownership plus the proprioceptive displacement also occurs towards a virtual 3D projection of an arm when the appropriate synchronous visuotactile stimulation is provided. Our objective here was to explore whether these illusions (ownership and proprioceptive displacement) can be induced by only synchronous visuomotor stimulation, in the absence of tactile stimulation.Methodology/Principal Findings: To achieve this we used a data-glove that uses sensors transmitting the positions of fingers to a virtually projected hand in the synchronous but not in the asynchronous condition. The illusion of ownership was measured by means of questionnaires. Questions related to ownership gave significantly larger values for the synchronous than for the asynchronous condition. Proprioceptive displacement provided an objective measure of the illusion and had a median value of 3.5 cm difference between the synchronous and asynchronous conditions. In addition, the correlation between the feeling of ownership of the virtual arm and the size of the drift was significant.Conclusions/Significance: We conclude that synchrony between visual and proprioceptive information along with motor activity is able to induce an illusion of ownership over a virtual arm. This has implications regarding the brain mechanisms underlying body ownership as well as the use of virtual bodies in therapies and rehabilitation

METing SUSY on the Z peak

Recently the ATLAS experiment announced a 3 $\sigma$ excess at the Z-peak consisting of 29 pairs of leptons together with two or more jets, $E_T^{\rm miss}> 225$ GeV and $H_T \geq 600$ GeV, to be compared with $10.6 \pm 3.2$ expected lepton pairs in the Standard Model. No excess outside the Z-peak was observed. By trying to explain this signal with SUSY we find that only relatively light gluinos, $m_{\tilde g} \lesssim 1.2$ TeV, together with a heavy neutralino NLSP of $m_{\tilde \chi} \gtrsim 400$ GeV decaying predominantly to Z-boson plus a light gravitino, such that nearly every gluino produces at least one Z-boson in its decay chain, could reproduce the excess. We construct an explicit general gauge mediation model able to reproduce the observed signal overcoming all the experimental limits. Needless to say, more sophisticated models could also reproduce the signal, however, any model would have to exhibit the following features, light gluinos, or heavy particles with a strong production cross-section, producing at least one Z-boson in its decay chain. The implications of our findings for the Run II at LHC with the scaling on the Z peak, as well as for the direct search of gluinos and other SUSY particles, are pointed out.Comment: 24 pages, 17 figures, simulation improved, Checkmate analysis added, new benchmark point included. Typos corrected, conclusions unchange

A Hull and White formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility

In this paper, generalizing results in Alòs, León and Vives (2007b), we see that the dependence of jumps in the volatility under a jump-diffusion stochastic volatility model, has no effect on the short-time behaviour of the at-the-money implied volatility skew, although the corresponding Hull and White formula depends on the jumps. Towards this end, we use Malliavin calculus techniques for Lévy processes based on Løkka (2004), Petrou (2006), and Solé, Utzet and Vives (2007).Hull and White formula, Malliavin calculus, Ito’s formula for the Skorohod integral, jumpdiffusion stochastic volatility models

CP violation as a probe of flavor origin in Supersymmetry

We address the question of the relation between supersymmetry breaking and the origin of flavor in the context of CP violating phenomena. We prove that, in the absence of the Cabibbo-Kobayashi-Maskawa phase, a general Minimal Supersymmetric Standard Model with all possible phases in the soft-breaking terms, but no new flavor structure beyond the usual Yukawa matrices, can never give a sizeable contribution to $\epsilon_K$, $\epsilon^\prime/\epsilon$ or hadronic $B^0$ CP asymmetries. Observation of supersymmetric contributions to CP asymmetries in B decays would hint at a non-flavor blind mechanism of supersymmetry breaking.Comment: Reference added. 7 pages, no figure

General Flavor Blind MSSM and CP Violation

We study the implications on flavor changing neutral current and CP violating processes in the context of supersymmetric theories without a new flavor structure (flavor blind supersymmetry). The low energy parameters are determined by the running of the soft breaking terms from the grand unified scale with SUSY phases consistent with the EDM constraints. We find that the CP asymmetry in b --> s gamma can reach large values potentially measurable at B factories, especially in the low BR(b --> s gamma) region. We perform a fit of the unitarity triangle including all the relevant observables. In this case, no sizeable deviations from the SM expectations are found. Finally we analyze the SUSY contributions to the anomalous magnetic moment of the muon pointing out its impact on the b --> s gamma CP asymmetry and on the SUSY spectrum including chargino and stop masses.Comment: 40 pages, 8 figures, typos corrected, references adde

General Flavour Blind MSSM and CP Violation

We study FCNC and CP violating processes in the MSSM without a new flavour structure (flavour blind MSSM). The low energy parameters are determined by the running of the soft breaking terms from the GUT scale with SUSY phases consistent with the EDM constraints. We find that the CP asymmetry in b -> s gamma can reach large values potentially measurable at B factories, especially in the low BR(b -> s gamma) region. We analyze the SUSY contributions to the anomalous magnetic moment of the muon pointing out its impact on the b -> s gamma CP asymmetry and on the SUSY spectrum.Comment: LaTex, 5 pages, 2 figures, Contribution to the International Europhysics Conference on High Energy Physics (HEP 2001), Budapest, Hungary, 12-18 Jul 200