29,421 research outputs found

    Effects of an intermediate scale in SUSY grand unification

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    We discuss the production of lepton flavor violation and EDMs and the viability of the bτb-\tau unification hypothesis in SUSY grand unification with an intermediate gauge symmetry breaking scale.Comment: 3 pages (Latex, esprc2.sty used), talk given at 4th International Conference on Supersymmetry (SUSY '96, College Park, MD, May 29 - June 1, 1996

    On the role of F\"ollmer-Schweizer minimal martingale measure in Risk Sensitive control Asset Management

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    Kuroda and Nagai \cite{KN} state that the factor process in the Risk Sensitive control Asset Management (RSCAM) is stable under the F\"ollmer-Schweizer minimal martingale measure . Fleming and Sheu \cite{FS} and more recently F\"ollmer and Schweizer \cite{FoS} have observed that the role of the minimal martingale measure in this portfolio optimization is yet to be established. In this article we aim to address this question by explicitly connecting the optimal wealth allocation to the minimal martingale measure. We achieve this by using a "trick" of observing this problem in the context of model uncertainty via a two person zero sum stochastic differential game between the investor and an antagonistic market that provides a probability measure. We obtain some startling insights. Firstly, if short-selling is not permitted and if the factor process evolves under the minimal martingale measure then the investor's optimal strategy can only be to invest in the riskless asset (i.e. the no-regret strategy). Secondly, if the factor process and the stock price process have independent noise, then even if the market allows short selling, the optimal strategy for the investor must be the no-regret strategy while the factor process will evolve under the minimal martingale measure .Comment: A.Deshpande (2015), On the role of F\"ollmer-Schweizer minimal martingale measure in Risk Sensitive control Asset Management,Vol. 52, No. 3, Journal of Applied Probabilit

    Crossed S-matrices and Character Sheaves on Unipotent Groups

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    Let k\mathtt{k} be an algebraic closure of a finite field Fq\mathbb{F}_{q} of characteristic pp. Let GG be a connected unipotent group over k\mathtt{k} equipped with an Fq\mathbb{F}_q-structure given by a Frobenius map F:GGF:G\to G. We will denote the corresponding algebraic group defined over Fq\mathbb{F}_q by G0G_0. Character sheaves on GG are certain objects in the triangulated braided monoidal category DG(G)\mathscr{D}_G(G) of bounded conjugation equivariant Qˉl\bar{\mathbb{Q}}_l-complexes (where lpl\neq p is a prime number) on GG. Boyarchenko has proved that the "trace of Frobenius" functions associated with FF-stable character sheaves on GG form an orthonormal basis of the space of class functions on G0(Fq)G_0(\mathbb{F}_q) and that the matrix relating this basis to the basis formed by the irreducible characters of G0(Fq)G_0(\mathbb{F}_q) is block diagonal with "small" blocks. In this paper we describe these block matrices and interpret them as certain "crossed SS-matrices". We also derive a formula for the dimensions of the irreducible representations of G0(Fq)G_0(\mathbb{F}_q) that correspond to one such block in terms of certain modular categorical data associated with that block. In fact we will formulate and prove more general results which hold for possibly disconnected groups GG such that GG^\circ is unipotent. To prove our results, we will establish a formula (which holds for any algebraic group GG) which expresses the inner product of the "trace of Frobenius" function of any FF-stable object of DG(G)\mathscr{D}_G(G) with any character of G0(Fq)G_0(\mathbb{F}_q) (or of any of its pure inner forms) in terms of certain categorical operations.Comment: 37 pages. Added a section about certain Grothendieck rings. Added some example

    Natural convection in a cubical cavity: Case of multiple solutions

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    The purpose of this report is to study an interesting case of natural convection13; in a cubical cavity. A set of boundary conditions has been applied on the six walls and13; the buoyancy driven xB0;ow inside the cavity is due to the heating of the bottom wall.13; Interestingly two families of distinct steady solutions have been observed. Both the13; families have the same critical Rayleigh number (Ra)crit below which there is no xB0;ow13; and heat transfer is by pure conduction
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