Scaling and memory effect in volatility return interval of the Chinese stock market

We investigate the probability distribution of the volatility return intervals τ for the Chinese stock market. We rescale both the probability distribution P_q(τ) and the volatility return intervals τ as to obtain a uniform scaling curve for different threshold value q. The scaling curve can be well fitted by the stretched exponential function , which suggests memory exists in τ. To demonstrate the memory effect, we investigate the conditional probability distribution P_q(τ|τ₀), the mean conditional interval 〈τ|τ₀〉 and the cumulative probability distribution of the cluster size of τ. The results show clear clustering effect. We further investigate the persistence probability distribution P_±(t) and find that P₋(t) decays by a power law with the exponent far different from the value 0.5 for the random walk, which further confirms long memory exists in τ. The scaling and long memory effect of τ for the Chinese stock market are similar to those obtained from the United States and the Japanese financial markets.     

A generalized Kolmogorov-Sinai-like entropy under Markov shifts in symbolic dynamics

In this paper, a generalized Kolmogorov-Sinai-like entropy ( entropy) in the sense of Tsallis is proposed with a nonextensive parameter q under Markov shifts, which contains the classical Kolmogorov-Sinai (KS) entropy and the Rényi entropy as well as Bernoulli shifts as special cases. To verify the formula of this entropy, a one-dimensional iterative system is chosen as an example of Markov shifts, and its entropy is evaluated by a new refinement method of symbolic dynamics called symbolic refinement which differs from the conventional numerical method. The numerical results show that this entropy is monotonically decreasing as q increases.     

Majority-vote model with different agents

We consider the majority-vote model with noise in a network of social interactions for a system with two classes of individuals, class σ and class τ. For the two-agent model each class has its own dynamics, with individuals of σ class being influenced by neighbors of both classes, while the individuals of type τ are influenced only by neighbors of that class. We use Monte Carlo simulations and finite-size scaling techniques to estimate the critical properties of the system in the stationary state. The calculated values of the critical noise parameters, and , allow us to identify five distinct regions in the phase diagram on the q_τ-q_σ plane. The critical exponents for each class are the same and we conclude that the present model belongs to the same universality class as the two-dimensional Ising model.     

Anisotropy analysis of the surface stress and surface energy in Cu surfaces with the modified embedded atom method

Taking Cu as an example, the surface stress and surface energy in three low index surfaces and two families of representative surfaces and belong to [0 0 1]- and -rotating axis respectively, have been calculated using MEAM. For the three low index surfaces, the decrease in the surface energy is small after relaxation, while the surface stresses in the surface planes τ_xx and τ_yy show opposite changes (decreasing and increasing) for inward and outward relaxations. The resulting relaxation direction is related to the normal stress τ_zz before relaxation. For the surfaces of the and families, with the increasing angle α (between the and (1 0 0) planes, and between and (0 0 1) planes, respectively), the surface stress and surface energy go through an oscillatory change. The surface stress and surface energy are symmetric about the planes (1 0 0), (1 1 0) and (0 1 0) at α=0^°, 45^° and 90^°, and about the planes (0 0 1) and (1 1 0) at α=0^° and 90^° respectively, due to crystal symmetry.     

The q-gamma and (q,q)-polygamma functions of Tsallis statistics

An axiomatic definition is given for the q-gamma function of Tsallis (non-extensive) statistical physics, the continuous analogue of the q-factorial of Suyari [H. Suyari, Physica A 368 (1) (2006) 63], and the q-analogue of the gamma function of Euler and Gauss. A working definition in closed form, based on the Hurwitz and Riemann zeta functions (including their analytic continuations), is shown to satisfy this definition. Several relations involving the q-gamma and other functions are obtained. The (q,q)-polygamma functions , defined by successive derivatives of , where ln_qa=(1−q)⁻¹(a^1−q−1),a>0 is the q-logarithmic function, are also reported. The new functions are used to calculate the inferred probabilities and multipliers for Tsallis systems with finite numbers of particles N?∞.     

The quark model and b baryons

The recent observation at the Tevatron of (uub and ddb) baryons within 2 MeV of the predicted Σ_b-Λ_b splitting and of baryons at the Tevatron within a few mega electron volts (MeV) of predictions has provided strong confirmation for a theoretical approach based on modeling the color hyperfine interaction. The prediction of  = 5790-5800 MeV is reviewed and similar methods used to predict the masses of the excited states and . The main source of uncertainty is the method used to estimate the mass difference m_b-m_c from known hadrons. We verify that corrections due to the details of the interquark potential and to Ξ_b- mixing are small. For S-wave qqb states we predict , and . For states with one unit of orbital angular momentum between the b quark and the two light quarks we predict , and . Results are compared with those of other recent approaches.     

Quantum critical behaviour in doped Y bB12 studied by ab initio calculations

The Kondo insulator Y bB₁₂ is known to undergo a transition to the metallic state with doping or under an external magnetic field. Within the virtual crystal approximation (VCA), we calculated the occupation of the Yb 4f and 5d shells, and , as a function of doping of Y bB₁₂ with the rare earths Tm and Lu. We found that exhibits an anomalous change at the critical concentration of the dopant, in agreement with experiment ( for Y b_1−xLu_xB₁₂ and for Y b_1−xTm_xB₁₂). We suggest that the critical behaviour seems to be strictly connected with the change of and in consequence the change of the Yb valency.     

Dispersive processes of light-induced defect creation in hydrogenated amorphous silicon

The growing curve of light-induced dangling bonds under illumination has been observed for various intensities of illumination in a-Si:H. It is fitted to a stretched exponential function and then two parameters β and τ involved in the function are estimated as a function of saturated dangling bond density . The experimental values of β, τ, and are compared with those calculated based on our model of light-induced defect creation in a-Si:H.     

The magnetocaloric effect and low temperature specific heat of SmNi

The magnetocaloric effect (MCE) in a magnetic SmNi sample was evaluated from magnetization and heat capacity measurements. The MCE phenomena in the vicinity of magnetic phase transitions in terms of magnetic entropy change, , and adiabatic temperature change, , are reported. Isothermal magnetization measurements at several temperatures around the transition were carried out and used for versusT calculations. A similar dependence of the magnetic entropy change was evaluated from heat capacity C_p(T) measurements under zero field and 5 T. The SmNi system provides magnetic refrigerants that induce an adiabatic cooling of about during the magnetization process with a field of 5 T in the temperature range of 35-45 K. The temperature dependence of C_p(T) is analyzed in terms of the magnetic and the lattice contributions.     

The effect of the Bi source on optical properties of Bi2Te3 nanostructures

nanostructures were synthesized by using different Bi sources via a simple solvothermal process, in which and BiCl₃ were used as the Bi sources. Optical properties of nanostructures prepared with and BiCl₃ as the Bi sources were investigated by micro-Raman spectroscopy. The Raman scattering spectrum of hexagonal nanoplates prepared by using as the Bi source shows that the infrared (IR) active mode A_1u, which must be odd parity and is Raman forbidden for bulk crystal due to its inversion symmetry, is greatly activated and shows up clearly in the Raman scattering spectrum. We attribute the appearance of the infrared active A_1u mode in the Raman spectrum to crystal symmetry breaking of hexagonal nanoplates. However, the Raman scattering spectrum of nanostructures with irregular shape prepared by using as the Bi source only exhibits the two characteristic Raman modes of crystals. Micro-Raman measurements on nanostructures with different morphologies offer us a potential way to tailor optical properties of nanostructures by controlling the morphologies of the nanostructures, which is very important for practical applications of nanostructures in thermoelectric devices.     

4-benzyl pyridinium dihydrogenmonophosphate C6H5CH2C5H4NHH2PO4 : Single-crystal structure and its conductivity in polycrystalline form

The salt 4-benzyl pyridinium dihydrogenmonophosphate is monoclinic P2₁/c with the following unit cell dimensions: ; ; ; and β=97.328(11). Also, , D_x=1.403, , F(000)=560; ; and R=0.0495 and R_w=0.0964 for 3733 independent reflections. The structure consists of infinite parallel two-dimensional planes built of H₂PO₄⁻ anions and C₆H₅CH₂C₅H₄NH⁺ cations mutually connected by strong O-H ?O and N-H ?O hydrogen bonding. There are no contacts other than the normal Van der Waals interactions between the layers. The conductivity relaxation parameters associated with some H⁺ conduction have been determined from an analysis of the spectrum measured in a wide temperature range.     

Low-temperature magnetic structures in the DySi FeB-type compound 27.03.09

The low-temperature magnetic ordering of the dimorphic DySi compound has been studied at 1.5 K by neutron diffraction on two polycrystalline samples. The samples comprise various amounts of the two orthorhombic modifications: CrB-type (Cmcm Nr. 63, all atoms at 4c site: (0, y, )) and FeB-type (Pnma Nr. 62, all atoms at 4c site: (x, , z)), both order antiferromagnetically (T_N≈38 K). The CrB-type phase orders with a uniaxial structure with the wave vector q₁=(0, 0, ) requiring a doubling of the c-axis. The Dy moments point along the linear chain with the shortest distance c. At 1.5 K, the ordered moment value is 8.57(1) μ_B/Dy atom.Two symmetry independent wave vectors describe the 1.5 K magnetic ordering of the FeB-type phase: q₂=(0, , ) and q₃=(0, 0.484(1), 0.0892(1)), coexisting in form of domains. In both structures the magnetic moments are confined to the (0 0 1) plane at an angle of 2(2)° and 22(3)° from the shortest axis b, respectively. Both structures correspond to sine wave modulations. The amplitude of the q₂ wave is m_o=7.5(1) μ_B/Dy atom and that of q₃ 8.2(1) μ_B/Dy atom. The wave vector q₂ when referring to the (a, 2b, c) cell and the wave vector q=(0, 0, ) corresponds to a transversal modulation, which by a proper origin choice can be also described as an antiphase domain structure with two amplitudes. The moments point to the b-axis and are stacked in the sequence (+m_o/2, −m_o/2, −m_o, −m_o/2, +m_o/2, +m_o, …) along the c-direction, while t_b acts as an antitranslation. For the q₃ phase, the local moment value depends on the atom position in the wave. We also discuss the case where q₃ and q₂ act simultaneously in physical space.     

Multifractal analysis of the fracture surfaces of foamed polypropylene/polyethylene blends

The two-dimensional multifractal detrended fluctuation analysis is applied to reveal the multifractal properties of the fracture surfaces of foamed polypropylene/polyethylene (PP/PE) blends at different temperatures. Nice power-law scaling relationship between the detrended fluctuation function F_q and the scale s is observed for different orders q and the scaling exponent h(q) is found to be a nonlinear function of q, confirming the presence of multifractality in the fracture surfaces. The multifractal spectra f(α) are obtained numerically through Legendre transform. The shape of the multifractal spectrum of singularities can be well captured by the width of spectrum and the difference of dimension . With the increase of the PE content, the fracture surface becomes more irregular and complex, as is manifested by the facts that increases and decreases from positive to negative. A qualitative interpretation is provided based on the foaming process.     

Vibration-internal rotation-overall rotation interactions in CH3OH. II. Vibration introduced τ-dependence to the reduced kinetic energy coefficient for internal rotation

Vibration-internal rotation-rotation interaction theory has been used to calculate the τ-dependence of F, the reduced kinetic energy coefficient for internal rotation for CH₃OH from molecular structure. The leading term is as a fraction of F⁰. Smaller terms are and then and for the symmetry breaking terms of the vibrationally distorted molecule. These terms have not been included previously in torsion-rotation anaylses for CH₃OH but should be compared with the fractional uncertainty in F⁰ of ±7×10⁻⁷. A rough estimate of the τ-independent vibrational contributions to F⁰ is of the order 4% with the largest contributors being the COH bend and OH stretch.     

Crystal field effect and geometric frustration in Er2Ti2O7 —an XY antiferromagnetic pyrochlore

Magnetic susceptibility of powder Er₂Ti₂O₇ (ErT) is measured between 300 K and 80 K. shows a Curie-Weiss (CW) type behaviour with   ErTiO_3.5 and . A crystal field (CF) analysis of our experimental data, g-values (g_∥=0.27 and g_⊥=7.8) and the positions of two CF levels (reported earlier from an inelastic neutron scattering study) provide CF parameters and CF levels of the ground ⁴I_15/2 and excited multiplets of ErT. The theoretical follows a CW-type behaviour, with . Single-ion magnetic anisotropy (χ_⊥−χ_∥) is 9500×10⁻⁶ emu/mol ErTiO_3.5 at 300 K, which increases by ∼54 times at 10 K and ErT resembles an XY planar system. It can be inferred from CF analysis that the earlier observed change of from −13 K to −22 K below 50 K is not due to the CF effect. Nuclear hyperfine (HF) levels of ¹⁶⁷ErT and ¹⁶⁶ErT are calculated and the theoretical curve of vs. T (K) for T<T_N matches the observed results. Mössbauer lines expected for ¹⁶⁶ErT are also predicted.