Analysis of a diffusive effective mass model for nanowires

We propose in this paper to derive and analyze a self-consistent model describing the diffusive transport in a nanowire. From a physical point of view, it describes the electron transport in an ultra-scaled confined structure, taking in account the interactions of charged particles with phonons. The transport direction is assumed to be large compared to the wire section and is described by a drift-diffusion equation including effective quantities computed from a Bloch problem in the crystal lattice. The electrostatic potential solves a Poisson equation where the particle density couples on each energy band a two dimensional confinement density with the monodimensional transport density given by the Boltzmann statistics. On the one hand, we study the derivation of this Nanowire Drift-Diffusion Poisson model from a kinetic level description. On the other hand, we present an existence result for this model in a bounded domain

What Explains the Stock Market's Reaction to Federal Reserve Policy?

This paper analyzes the impact of changes in monetary policy on equity prices, with the objectives both of measuring the average reaction of the stock market and also of understanding the economic sources of that reaction. We find that, on average, a hypothetical unanticipated 25-basis-point cut in the federal funds rate target is associated with about a one percent increase in broad stock indexes. Adapting a methodology due to Campbell (1991) and Campbell and Ammer (1993), we find that the effects of unanticipated monetary policy actions on expected excess returns account for the largest part of the response of stock prices.

Randomness in Competitions

We study the effects of randomness on competitions based on an elementary random process in which there is a finite probability that a weaker team upsets a stronger team. We apply this model to sports leagues and sports tournaments, and compare the theoretical results with empirical data. Our model shows that single-elimination tournaments are efficient but unfair: the number of games is proportional to the number of teams N, but the probability that the weakest team wins decays only algebraically with N. In contrast, leagues, where every team plays every other team, are fair but inefficient: the top $\sqrt{N}$ of teams remain in contention for the championship, while the probability that the weakest team becomes champion is exponentially small. We also propose a gradual elimination schedule that consists of a preliminary round and a championship round. Initially, teams play a small number of preliminary games, and subsequently, a few teams qualify for the championship round. This algorithm is fair and efficient: the best team wins with a high probability and the number of games scales as $N^{9/5}$, whereas traditional leagues require N^3 games to fairly determine a champion.Comment: 10 pages, 8 figures, reviews arXiv:physics/0512144, arXiv:physics/0608007, arXiv:cond-mat/0607694, arXiv:physics/061221

On theories of random variables

We study theories of spaces of random variables: first, we consider random variables with values in the interval $[0,1]$, then with values in an arbitrary metric structure, generalising Keisler's randomisation of classical structures. We prove preservation and non-preservation results for model theoretic properties under this construction: i) The randomisation of a stable structure is stable. ii) The randomisation of a simple unstable structure is not simple. We also prove that in the randomised structure, every type is a Lascar type

Circular dichroism induced by Fano resonances in planar chiral oligomers

We present a general theory of circular dichroism in planar chiral nanostructures with rotational symmetry. It is demonstrated, analytically, that the handedness of the incident field's polarization can control whether a nanostructure induces either absorption or scattering losses, even when the total optical loss (extinction) is polarization-independent. We show that this effect is a consequence of modal interference so that strong circular dichroism in absorption and scattering can be engineered by combining Fano resonances with planar chiral nanoparticle clusters.Comment: 12 pages, 5 figure

Maximum Distance Between the Leader and the Laggard for Three Brownian Walkers

We consider three independent Brownian walkers moving on a line. The process terminates when the left-most walker (the `Leader') meets either of the other two walkers. For arbitrary values of the diffusion constants D_1 (the Leader), D_2 and D_3 of the three walkers, we compute the probability distribution P(m|y_2,y_3) of the maximum distance m between the Leader and the current right-most particle (the `Laggard') during the process, where y_2 and y_3 are the initial distances between the leader and the other two walkers. The result has, for large m, the form P(m|y_2,y_3) \sim A(y_2,y_3) m^{-\delta}, where \delta = (2\pi-\theta)/(\pi-\theta) and \theta = cos^{-1}(D_1/\sqrt{(D_1+D_2)(D_1+D_3)}. The amplitude A(y_2,y_3) is also determined exactly

Diffusion-Limited One-Species Reactions in the Bethe Lattice

We study the kinetics of diffusion-limited coalescence, A+A-->A, and annihilation, A+A-->0, in the Bethe lattice of coordination number z. Correlations build up over time so that the probability to find a particle next to another varies from \rho^2 (\rho is the particle density), initially, when the particles are uncorrelated, to [(z-2)/z]\rho^2, in the long-time asymptotic limit. As a result, the particle density decays inversely proportional to time, \rho ~ 1/kt, but at a rate k that slowly decreases to an asymptotic constant value.Comment: To be published in JPCM, special issue on Kinetics of Chemical Reaction