Scaling and memory of intraday volatility return intervals in stock market

We study the return interval $\tau$ between price volatilities that are above a certain threshold $q$ for 31 intraday datasets, including the Standard & Poor's 500 index and the 30 stocks that form the Dow Jones Industrial index. For different threshold $q$, the probability density function $P_q(\tau)$ scales with the mean interval $\bar{\tau}$ as $P_q(\tau)={\bar{\tau}}^{-1}f(\tau/\bar{\tau})$, similar to that found in daily volatilities. Since the intraday records have significantly more data points compared to the daily records, we could probe for much higher thresholds $q$ and still obtain good statistics. We find that the scaling function $f(x)$ is consistent for all 31 intraday datasets in various time resolutions, and the function is well approximated by the stretched exponential, $f(x)\sim e^{-a x^\gamma}$, with $\gamma=0.38\pm 0.05$ and $a=3.9\pm 0.5$, which indicates the existence of correlations. We analyze the conditional probability distribution $P_q(\tau|\tau_0)$ for $\tau$ following a certain interval $\tau_0$, and find $P_q(\tau|\tau_0)$ depends on $\tau_0$, which demonstrates memory in intraday return intervals. Also, we find that the mean conditional interval $$ increases with $\tau_0$, consistent with the memory found for $P_q(\tau|\tau_0)$. Moreover, we find that return interval records have long term correlations with correlation exponents similar to that of volatility records.Comment: 19 pages, 8 figure

Electron correlations and bond-length fluctuations in copper oxides: from Zhang--Rice singlets to correlation bags

We perform first principles, multiconfiguration calculations on clusters including several CuO$_6$ octahedra and study the ground-state electron distribution and electron--lattice couplings when holes are added to the undoped $d^9 p^6$ configuration. We find that the so-called Zhang--Rice state on a single CuO$_4$ plaquette is nearly degenerate with a state whose leading configuration is of the form Cu $d^9$-- O $p^5$-- Cu $d^9$. A strong coupling between the electronic and nuclear motion gives rise to large inter-site charge transfer effects for half-breathing displacements of the oxygen ions. Under the assumption of charge segregation into alternating hole-free and hole-rich stripes of Goodenough \cite{jbg_02,jbg_03}, our results seem to support the vibronic mechanism and the traveling charge-density wave model from Refs.\cite{jbg_02,jbg_03} for the superconductivity in copper oxides.Comment: submitted to Phys. Rev.

Roles of Bond Alternation in Magnetic Phase Diagram of RMnO3

In order to investigate nature of the antiferromagnetic structures in perovskite RMnO3, we study a Heisenberg J1-J2 model with bond alternation using analytical and numerical approaches. The magnetic phase diagram which includes incommensurate spiral states and commensurate collinear states is reproduced. We discuss that the magnetic structure with up-up-down-down spin configuration (E-type structure) and the ferroelectricity emerge cooperatively to stabilize this phase. Magnetoelastic couplings are crucial to understand the magnetic and electric phase diagram of RMnO3.Comment: 5 pages, 6 figure

Anomalous Coexistence of Ferroelectric Phases (P∥aP\parallel a and P∥cP\parallel c) in Orthorhombic Eu1−y_{1-y}Yy_yMnO3_3 (y>0.5y>0.5) Crystals

We have investigated the magnetic and dielectric properties of orthorhombic Eu$_{1-y}$Y$_y$MnO$_3$ ($0\leq y\leq 0.6$) single crystals without the presence of the 4$f$ magnetic moments of the rare-earth ions. In $y\geq 0.2$, the magnetic-structure driven ferroelectricity is observed. The ferroelectric transition temperature is steeply reducing with increasing $y$. In $y\geq 0.52$, two ferroelectric phases ($P\parallel a$ and $P\parallel c$) are coexistent at low temperatures. In these phases, ferroelectricity has different origin, which is evidenced by the distinctive poling-electric-field dependence of electric polarization. Namely, the electric polarization along the c axis ($P_c$) is easily saturated by a poling electric field, therefore $P_c$ is caused by the $bc$ spiral antiferromagnetic order. On the other hand, the electric polarization along the a axis ($P_a$) is probably attributed to the collinear $E$-type antiferromagnetic order, because $P_a$ is unsaturated even in a poling field of $10^6$ V/m.Comment: 10 pages, 4figures, to be published in Journal of the Physical Society of Japa

Effect of cation size variance on spin and orbital order in Eu1−x_{1-x}(La0.254_{0.254}Y0.746_{0.746})x_{x}VO3_3

We have investigated the $R$-ion ($R$ = rare earth or Y) size variance effect on spin/orbital order in Eu$_{1-x}$(La$_{0.254}$Y$_{0.746}$)$_{x}$VO$_3$. The size variance disturbs one-dimensional orbital correlation in $C$-type spin/$G$-type orbital ordered states and suppresses this spin/orbital order. In contrast, it stabilizes the other spin/orbital order. The results of neutron and resonant X-ray scattering denote that in the other ordered phase, the spin/orbital patterns are $G$-type/$C$-type, respectively.Comment: 4 pages, 4 figures, accepted to Rapid Communication in Physical Review

Influência do uso de areia lavada na taxa de respiração de um latossolo vermelho distroférrico argiloso incubado com agregados íntegros e triturados

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Quantum computation with devices whose contents are never read

In classical computation, a "write-only memory" (WOM) is little more than an oxymoron, and the addition of WOM to a (deterministic or probabilistic) classical computer brings no advantage. We prove that quantum computers that are augmented with WOM can solve problems that neither a classical computer with WOM nor a quantum computer without WOM can solve, when all other resource bounds are equal. We focus on realtime quantum finite automata, and examine the increase in their power effected by the addition of WOMs with different access modes and capacities. Some problems that are unsolvable by two-way probabilistic Turing machines using sublogarithmic amounts of read/write memory are shown to be solvable by these enhanced automata.Comment: 32 pages, a preliminary version of this work was presented in the 9th International Conference on Unconventional Computation (UC2010

Decomposição inicial da matéria orgânica e sua proteção em agregados de dois solos sob mata e cana-de-açúcar

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