Hydrodynamics with chiral anomaly and charge separation in relativistic heavy ion collisions

Matter with chiral fermions is microscopically described by theory with quantum anomaly and macroscopically described (at low energy) by anomalous hydrodynamics. For such systems in the presence of external magnetic field and chirality imbalance, a charge current is generated along the magnetic field direction --- a phenomenon known as the Chiral Magnetic Effect (CME). The quark-gluon plasma created in relativistic heavy ion collisions provides an (approximate) example, for which the CME predicts a charge separation perpendicular to the collisional reaction plane. Charge correlation measurements designed for the search of such signal have been done at RHIC and the LHC for which the interpretations, however, remain unclear due to contamination by background effects that are collective flow driven, theoretically poorly constrained, and experimentally hard to separate. Using anomalous (and viscous) hydrodynamic simulations, we make a first attempt at quantifying contributions to observed charge correlations from both CME and background effects in one and same framework. The implications for the search of CME are discussed.Comment: 5 pages, 3 figures, Published version in Phys. Lett.

Parametric Conditional Monte Carlo Density Estimation

In applied density estimation problems, one often has data not only on the target variable, but also on a collection of covariates. In this paper, we study a density estimator that incorporates this additional information by combining parametric estimation and conditional Monte Carlo. We prove an approximate functional asymptotic normality result that illustrates convergence rates and the asymptotic variance of the estimator. Through simulation, we illustrate the strength of its finite sample properties in a number of standard econometric and financial applications.

Quantifying the Chiral Magnetic Effect from Anomalous-Viscous Fluid Dynamics

In this contribution we report a recently developed Anomalous-Viscous Fluid Dynamics (AVFD) framework, which simulates the evolution of fermion currents in QGP on top of the bulk expansion from data-validated VISHNU hydrodynamics. With reasonable estimates of initial conditions and magnetic field lifetime, the predicted CME signal is quantitatively consistent with change separation measurements in 200GeV Au-Au collisions at RHIC. We further develop the event-by-event AVFD simulations that allow direct evaluation of two-particle correlations arising from CME signal as well as the non-CME backgrounds. Finally we report predictions from AVFD simulations for the upcoming isobaric (Ru-Ru v.s. Zr-Zr ) collisions that could provide the critical test of the CME in heavy ion collisions.Comment: Contribution to the Proceedings of the XXVIth International Conference on Ultrarelativistic Nucleus-Nucleus Collisions (Quark Matter 2017), Feb 5-11, Chicago, U.S.A. 4 pages, 6 figure

Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices

This paper proposes a new test for simultaneous intraday jumps in a panel of high frequency financial data. We utilize intraday first-high-low-last values of asset prices to construct estimates for the cross-variation of returns in a large panel of high frequency financial data, and then employ these estimates to provide a first-high-low-last price based test statistic to detect common large discrete movements (co-jumps). We study the finite sample behavior of our first-high-low-last price based test using Monte Carlo simulation, and find that it is more powerful than the Bollerslev et al (2008) return-based co-jump test. When applied to a panel of high frequency data from the Chinese mainland stock market, our first-high-low-last price based test identifies more common jumps than the return-based test in this emerging market.Covariance, Co-jumps, High-frequency data, First-High-Low-Last price, Microstructure bias, Nonsynchronous trades, Realized covariance, Realized co-range.

Gluon Transport Equation with Effective Mass and Dynamical Onset of Bose-Einstein Condensation

We study the transport equation describing a dense system of gluons, in the small scattering angle approximation, taking into account medium-generated effective masses of the gluons. We focus on the case of overpopulated systems that are driven to Bose-Einstein condensation on their way to thermalization. The presence of a mass modifies the dispersion relation of the gluon, as compared to the massless case, but it is shown that this does not change qualitatively the scaling behavior in the vicinity of the onset.Comment: 25 pages, 8 figure

Quantification of Chiral Magnetic Effect from Event-by-Event Anomalous-Viscous Fluid Mechanics

Chiral Magnetic Effect (CME) is the macroscopic manifestation of the fundamental chiral anomaly in a many-body system of chiral fermions, and emerges as anomalous transport current in hydrodynamic framework. Experimental observation of CME is of great interest and significant efforts have been made to look for its signals in heavy ion collisions. Encouraging evidence of CME-induced charge separation has been reported from both RHIC and LHC, albeit with ambiguity due to potential background contributions. Crucial for addressing such issue, is the need of quantitative predictions for both CME signal and the non-CME background consistently, with sophisticated modeling tool. In this contribution we report a recently developed Anomalous Viscous Fluid Dynamics (AVFD) framework, which simulates the evolution of fermion currents in QGP on top of the data-validated VISHNU bulk hydro evolution. In particular, this framework has been extended to event-by-event simulations with proper implementation of known flow-driven background contributions. We report quantitative results from such simulations and evaluate the implications for interpretations of current experimental measurements. Finally we give our prediction for the CME signal in upcoming isobaric collisions.Comment: 5 pages, 7 figures; plenary talk at CPOD 2017 conference, Stony Brook University, Stony Brook, NY. arXiv admin note: substantial text overlap with arXiv:1704.05531; text overlap with arXiv:1611.0458