Criticality of the low-frequency conductivity for the bilayer quantum Heisenberg model

The criticality of the low-frequency conductivity for the bilayer quantum Heisenberg model was investigated numerically. The dynamical conductivity (associated with the O$(3)$ symmetry) displays the inductor $\sigma (\omega) =(i\omega L)^{-1}$ and capacitor $i \omega C$ behaviors for the ordered and disordered phases, respectively. Both constants, $C$ and $L$, have the same scaling dimension as that of the reciprocal paramagnetic gap $\Delta^{-1}$. Then, there arose a question to fix the set of critical amplitude ratios among them. So far, the O$(2)$ case has been investigated in the context of the boson-vortex duality. In this paper, we employ the exact diagonalization method, which enables us to calculate the paramagnetic gap $\Delta$ directly. Thereby, the set of critical amplitude ratios as to $C$, $L$ and $\Delta$ are estimated with the finite-size-scaling analysis for the cluster with $N \le 34$ spins

Duality-mediated critical amplitude ratios for the (2+1)(2+1)-dimensional S=1S=1 XYXY model

The phase transition for the $(2+1)$-dimensional spin-$S=1$ $XY$ model was investigated numerically. Because of the boson-vortex duality, the spin stiffness $\rho_s$ in the ordered phase and the vortex-condensate stiffness $\rho_v$ in the disordered phase should have a close relationship. We employed the exact diagonalization method, which yields the excitation gap directly. As a result, we estimate the amplitude ratios $\rho_{s,v}/\Delta$ ($\Delta$: Mott insulator gap) by means of the scaling analyses for the finite-size cluster with $N \le 22$ spins. The ratio $\rho_s/\rho_v$ admits a quantitative measure of deviation from selfduality

Direct observation of the effective bending moduli of a fluid membrane: Free-energy cost due to the reference-plane deformations

Effective bending moduli of a fluid membrane are investigated by means of the transfer-matrix method developed in our preceding paper. This method allows us to survey various statistical measures for the partition sum. The role of the statistical measures is arousing much attention, since Pinnow and Helfrich claimed that under a suitable statistical measure, that is, the local mean curvature, the fluid membranes are stiffened, rather than softened, by thermal undulations. In this paper, we propose an efficient method to observe the effective bending moduli directly: We subjected a fluid membrane to a curved reference plane, and from the free-energy cost due to the reference-plane deformations, we read off the effective bending moduli. Accepting the mean-curvature measure, we found that the effective bending rigidity gains even in the case of very flexible membrane (small bare rigidity); it has been rather controversial that for such non-perturbative regime, the analytical prediction does apply. We also incorporate the Gaussian-curvature modulus, and calculated its effective rigidity. Thereby, we found that the effective Gaussian-curvature modulus stays almost scale-invariant. All these features are contrasted with the results under the normal-displacement measure

Amplification of Quantum Meson Modes in the Late Time of Chiral Phase Transition

It is shown that there exists a possibility of amplification of amplitudes of quantum pion modes with low momenta in the late time of chiral phase transition by using the Gaussian wave functional approximation in the O(4) linear sigma model. It is also shown that the amplification occurs in the mechanism of the resonance by forced oscillation as well as the parametric resonance induced by the small oscillation of the chiral condensate. These mechanisms are investigated in both the case of spatially homogeneous system and the spatially expanded system described by the Bjorken coordinate.Comment: 17 pages, 16 figure

Edgeworth Expansions for Semiparametric Averaged Derivatives - (Now published in Econometrica, 68 (2000), pp.931-979.)

A valid Edgeworth expansion is established for the limit distribution of density-weighted semiparametric averaged derivative estimates of single index models. The leading term that corrects the normal limit varies in magnitude, depending on the choice of bandwidth and kernel order. In general this term has order larger than the n -½ that prevails in standard parametric problems, but we find circumstances in which it is O(n -½), thereby extending the achievement of an n -½ Berry-Essen bound in Robinson (1995). A valid empirical Edgeworth expansion is also established. We also provide theoretical and empirical Edgeworth expansions for a studentized statistic, where the correction terms are different from those for the unstudentized case. We report a Monte Carlo study of finite sample performance.Edgeworth expansion, semiparametric estimates, averaged derivatives

Studentization in Edgworth Expansions for Estimates of Semiparametric Index Models - (Now published in C Hsiao, K Morimune and J Powell (eds): Nonlinear Statistical Modeling (Festschrift for Takeshi Amemiya), (Cambridge University Press, 2001), pp.197-240.)

We establish valid theoretical and empirical Edgeworth expansions for density-weighted averaged derivative estimates of semiparametric index models.Edgeworth expansions, semiparametric estimates, averaged derivatives

Moment Restriction-based Econometric Methods: An Overview

Moment restriction-based econometric modelling is a broad class which includes the parametric, semiparametric and nonparametric approaches. Moments and conditional moments themselves are nonparametric quantities. If a model is specified in part up to some finite dimensional parameters, this will provide semiparametric estimates or tests. If we use the score to construct moment restrictions to estimate finite dimensional parameters, this yields maximum likelihood (ML) estimates. Semiparametric or nonparametric settings based on moment restrictions have been the main concern in the literature, and comprise the most important and interesting topics. The purpose of this special issue on “Moment Restriction-based Econometric Methods†is to highlight some areas in which novel econometric methods have contributed significantly to the analysis of moment restrictions, specifically asymptotic theory for nonparametric regression with spatial data, a control variate method for stationary processes, method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models, properties of the CUE estimator and a modification with moments, finite sample properties of alternative estimators of coefficients in a structural equation with many instruments, instrumental variable estimation in the presence of many moment conditions, estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments, moment-based estimation of smooth transition regression models with endogenous variables, a consistent nonparametric test for nonlinear causality, and linear programming-based estimators in simple linear regression.robustness;testing;estimation;model misspecification;moment restrictions;parametric;semiparametric and nonparametric methods