True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence

In this paper, we consider daily financial data of a collection of different stock market indices, exchange rates, and interest rates, and we analyze their multi-scaling properties by estimating a simple specification of the Markov-switching multifractal (MSM) model. In order to see how well the estimated model captures the temporal dependence of the data, we estimate and compare the scaling exponents H(q) (for q=1,2) for both empirical data and simulated data of the MSM model. In most cases the multifractal model appears to generate ‘apparent’ long memory in agreement with the empirical scaling laws.     

Comments on the electric modulus formalism model and superior alternatives to it for the analysis of the frequency response of ionic conductors

Because of the past and continuing wide usage of the 1973 original modulus formalism (OMF) model for analyzing dispersive frequency-response data of ion-conducting materials, it is important to discuss and demonstrate its theoretical and experimental inadequacies to help avoid its future use and to describe and illustrate important alternatives to it. The OMF fits data with a K1 response model alone, one indirectly derived from stretched-exponential temporal behavior, while the corrected modulus formalism (CMF) involves the composite CK1 model, one that includes in addition a separate free, parallel bulk dielectric parameter, ε_D∞. The crucial error of the OMF approach is its identification of a high-frequency-limiting dielectric constant intrinsic to K1 response and associated entirely with conductive effects, with the full high-frequency-limiting dielectric constant of the material, ε_∞, one that must include the non-ionic, primarily dipolar quantity ε_D∞. Comparison here of OMF fitting results with those of the CMF CK1 model for both an experimental data set and an exact one derived from it demonstrate the incorrectness of the OMF and the virtues of the CK1 alternative. The OMF fitting approach, but not the CMF one, leads to crucial inconsistency between the estimates of its β shape parameter for fits of the data expressed at all immittance levels except those of σ′ and ε″, where it yields the same results as the CK1. Its incorrect β estimates, extensively used in the Ngai coupling model and interpreted as being associated with ion–ion correlations, also lead to erroneous “excess wing” effects in plots of the imaginary part of the data and fit at the modulus level. Further, OMF modulus-level fits yield non-physical estimated values of the characteristic relaxation time of the K1 model. Finally, some possible alternatives to the CK1 model are discussed for situations involving dielectric-system dispersion.     

Hydrostatic pressure derivatives of the single crystal elastic moduli of Gd,Dy and Er

The hydrostatic pressure derivatives of the single crystal elastic moduli of Gd, Dy and Er have been measured at 298°K, to pressures near 5 Kbar. The very small pressure derivatives of the adiabatic bulk moduli indicate that a small ion core model should be appropriate for interpreting the data. The long-range electrostatic contributions to the shear moduli have a dominant influence on the pressure derivatives of the shear moduli of Er, whereas the Gd and Dy data evidently reflect band structure contributions. The values of the longitudinal stiffnesses correspond remarkably well with the Bohm-Staver model for velocity of waves in an ion plasma dispersed in a sea of electrons, where the ionic interaction is perely Coulombic. This model is extended to provide an interpretation of the volume derivatives of the longitudinal moduli in terms of the volume derivative of the density of electron states at the Fermi energy.The Grüneisen parameters calculated from averages of the acoustic model gammas are in relatively poor agreement with those determined from thermal expansion data. An explanation based on the changes in c/a ratio with volume change is tested quantitatively and found to be reasonably successful. The values of dK_T/dP, where K_T is the isothermal bulk modulus, are applied to the Murnaghan equation of state and give excelent agreement with Bridgman's direct compression data for Dy and Er to 40 Kbar. For Gd, Bridgman's data indicate either that (dK_T/dP)_p=0 should be considerably larger than deduced from the adiabatic dK_s/dP measurements or that a phase change occurs near 20 Kbar. The occurrence of a phase change in Er at ～90 Kbar is definitely indicated when comparing the Murnaghan equation with X-ray diffraction data.     

Elastic scattering of 40Ar on 40Ca at Elab = 191, 236 and 272 MeV

Cross sections for elastic scattering of ⁴⁰Ar on ⁴⁰Ca have been measured at energies E_lab = 191, 236 and 272 MeV employing position-sensitive detectors and the method of kinematical coincidences. The experimental data are first compared with the ordinary and the generalized Fresnel models. Only the generalized Fresnel model describes the experimental data well. An optical model analysis with a Woods-Saxon potential yields an energy independent set of parameters (V_R = ?21.76 MeV, r_OR = 1.37 fm, a_R = 0.45 fm; W₁ = ?13.69 MeV, r₀₁ = 1.40 fm, a₁ = 0.36 fm) very similar to the one found in ⁴⁰Ca-⁴⁰Ca scattering at corresponding energies. Values deduced for the total reaction cross sections for the three energies are in good agreement with those predicted by the generalized Fresnel model. The data are also compared with optical model calculations with the real part of the potential replaced by various microscopically determined potentials. The proximity, Fleckner-Mosel and the Krappe-Nix-Sierk potentials like the phenomenological optical model potential reproduce the measured data fairly well over several orders of magnitude.     

Si molecular beam Epitaxy: A model for temperature dependent incorporation probabilities and depth distributions of dopants exhibiting strong surface segregation

A model describing the incorporation of thermal dopants into single crystal films grown by molecular beam epitaxy (MBE) is presented. The model is general, accounts for dopant surface segregation during deposition, and allows dopant incorporation probabilities and depth profiles to be calculated as a function of film growth conditions (e.g. deposition rate, dopant beam flux, and growth temperature T_s). Input data to the model include thermodynamic parameters such as the free energy of segregation and dopant-surface binding energies together with kinetic parameters such as incident fluxes and dopant diffusivities. The model is applied here to Si MBE in which common dopants are typically characterized by strong surface segregation and temperature-dependent incorporation probabilities σ. Calculated values of σ(T_s) and calculated depth profiles were found to agree very well with available experimental data for both group-III acceptors and group-V donors in Si. In addition, the model predicts, in agreement with limited experimental data, that a growth parameter range exists in which abrupt doping profiles can be obtained, even for dopants which exhibit strong surface segregation. Finally, transition temperatures from equilibrium to kinetically-limited segregation are determined for several dopants.     

C-odd exchange in high energypp andp \bar p elastic diffraction

Following the arguments of QCD, a proposed model takes into account the significant difference ofpp andp \(\bar p\) elasticd σ/dt discovered at the ISR. An expression forC-odd exchange is discussed and comparison with data is made. Starting from the ISR energies, the model is shown to describe well the data in a wide range of transverse momenta 0≦?t≦10 (GeV/c)² (including the Coulomb-nuclear interference region). Several peculiar predictions of the model will be testable in the TeV energy range and beyond.     

Multiplicity distributions of produced particles in proton-nucleus collisions at 200 GeV

We analyse data for multiplicity distributions of negative particles which are produced inpp, pAr andpXe collisions, at 200 GeV. We compare two hypotheses with the data: universal (KNO) scaling and the model of independent sources. The data favour the second model.     

QCD corrections and the Leptoquark interpretation of the HERA high-Q 2 events

The excess of high-Q ² events found by H1 and ZEUS at HERA in e ⁺ p deep-inelastic scattering above the Standard Model prediction motivates us to calculate the NLO QCD corrections to the HERA scalar leptoquark (or squark) production cross sections. We find that the corrections are significant, of order 50% in the mass range of interest. We also calculate the leptoquark average transverse momentum squared and find it to be rather small. Various leptoquark production cross sections at the Tevatron pp? collider are also considered. We investigate in detail the leptoquark interpretation of the HERA data. First we assume a minimal leptoquark model with a single diagonal Yukawa coupling to first family lepton and quark mass eigenstates only. In this case constraints from atomic parity violating experiments allow only isodoublet scalar leptoquark production at HERA. This interpretation can be confirmed or ruled out in the near future by high luminosity data at the Tevatron. The Tevatron data already appear to rule out the vector leptoquark interpretation of the HERA data. We also consider a more general model which allows for all possible left-handed, right-handed, flavour and lepton number changing couplings. The allowed values of the Yukawa couplings of this general model offer several different interpretations of the data which are radically different from the minimal model solutions. However these somewhat ad hoc tuned solutions can easily be tested by future HERA experiments.     

Simple model for the ionization of helium atoms by fully and partially stripped ions in the strong interaction region

Theoretical calculations employing the modified over-barrier model to investigate single and double ionization cross sections of helium in collisions with highly charged ions are presented in the strong perturbation region. It shows the velocity and charge state dependences of cross sections, which coincides with the available experimental data. In order to determine the reliability of this model for partially stripped projectiles, the cross-section ratios have been measured for CZp+, OZp+-He (Zp=1-4) by the coincidence technique in the velocity range of 1-4.5 a.u. The calculated results are approximately in agreement with the experimental data.     

Dynamique de reseau et frequences des modes de vibration pour des impuretes substitutionnelles dans InP,GaP et ZnS

The model used is a rigid-ion model with an effective ionic charge including general interactions for nearest and next nearest neighbours and long range Coulomb interactions. It provides a good fit with available neutron data and with IR absorption results for InP. In this model, no hypothesis is made apriori on the interatomic forces and the eleven parameters given by the model are used. A mathematical model which employs a Green's function technique in the mass defect and the nearest neighbour force constant defect approximation is used to calculate the lattice dynamics of the imperfect crystal. The frequencies of the local modes, the gap modes and the band modes, are given for isolated substitutional impurities. The same calculation is achieved for GaP and ZnS and the results are compared with IR data.     

Temperature dependence of transmittance and effective surface resistance of MgB2 film

Using the Kubo formula approach and Green's function method, the temperature dependence of the transmittance and effective surface resistance of high quality MgB₂ film are calculated in the framework of the two-band model. For large interval of temperatures below T_C our results are in agreement with experimental data. We show a single-gap model based on BCS theory, which is insufficient to understand such quantities, but a two-band model with different symmetries can describes the experimental data rather well. In the two-gap model we consider that the transmittance and effective surface resistance are a weighted sum of the contributions from σ and π bonds and hybridization between them is negligible.     

Effective Lagrangian Approach to pion photoproduction from the nucleon

We present a pion photoproduction model on the free nucleon based on an Effective Lagrangian Approach (ELA) which includes the nucleon resonances (Δ(1232), N(1440), N(1520), N(1535), Δ(1620), N(1650), and Δ(1700)), in addition to Born and vector meson exchange terms. The model incorporates a new theoretical treatment of spin-3/2 resonances, first introduced by Pascalutsa, avoiding pathologies present in previous models. Other main features of the model are chiral symmetry, gauge invariance, and crossing symmetry. We use the model combined with modern optimization techniques to assess the parameters of the nucleon resonances on the basis of world data on electromagnetic multipoles. We present results for electromagnetic multipoles, differential cross-sections, asymmetries, and total cross-sections for all one pion photoproduction processes on free nucleons. We find overall agreement with data from threshold up to 1 GeV in laboratory frame.     

Point defects and diffusion in NiO

A defect model for NiO is developed and is fit to the electrical-conductivity data [26], the deviation-from-stoichiometry data [7], and the cation-self-diffusion data [14, 17]. This model involves neutral, singly charged, and doubly charged nickel vacancies and charge-compensating electron holes. Both singly and doubly charged cation vacancies are required to explain the data; neutral cation vacancies (if present) are not required by the present data. However, the jump frequencies of the two types of charged cation vacancies are generally not equal; the doubly charged cation vacancy moves with the smaller activation enthalpy. The defect data are quantitatively consistent with the chemical-diffusion data [26] and with a correlation factor?v = 0.75.     

A Combined Study of the Pion’s Static Properties and form Factors

We study consistently the pion’s static observables and the elastic and γ* γ → π ⁰ transition form factors within a light-front model. Consistency requires that all calculations are performed within a given model with the same and single adjusted length or mass-scale parameter of the associated pion bound-state wave function. Our results agree well with all extent data including recent Belle data on the γ* γ → π ⁰ form factor at large q ², yet the BaBar data on this transition form factor resists a sensible comparison. We relax the initial constraint on the bound-state wave function and show the BaBar data can partially be accommodated. This, however, comes at the cost of a hard elastic form factor not in agreement with experiment. Moreover, the pion charge radius is about 40 % smaller than its experimentally determined value. It is argued that a decreasing charge radius produces an ever harder form factor with a bound-state amplitude difficultly reconcilable with soft QCD. We also discuss why vector dominance type models for the photon-quark vertex, based on analyticity and crossing symmetry, are unlikely to reproduce the litigious transition form factor data.     

Bag model of hadrons with massive quarks

We generalize the bag model of hadrons to include massive quarks and investigate in particular the properties of the l = 0 octet and decimet baryons with m_p = m_n = 0, m_λ = 270 MeV (obtained by fitting the decimet). The magnetic moments and weak axial vector/vector transition moments are calculated and compared with experimental data for cases in which data exists. We also speculate on the mechanism by which the remaining degeneracies in the baryons are lifted and on modifications which are necessary to construct a bag model of mesons.