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We introduce the concept of spontaneous symmetry breaking to arbitrage modeling. In the model, the arbitrage strategy is considered as being in the symmetry breaking phase and the phase transition between arbitrage mode and no-arbitrage mode is triggered by a control parameter. We estimate the control parameter for a momentum strategy with real historical data. The momentum strategy aided by symmetry breaking shows stronger performance and has a better risk measure than the naive momentum strategy in U.S. and South Korean markets.  相似文献   

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We study dynamical chiral symmetry breaking in massless QCD by the use of the generalized Hartree-Fock method. As the order parameter of chiral symmetry we choose the dynamical quark mass in the zero momentum limit which we call low energy quark mass. We calculate the low energy mass to the second order of diagrammatic expansion around shifted perturbative vacuum. We then show that the mass is finite and renormalization group invariant. After the improvement of the result by the method of effective charges we estimate the mass in the true vacuum under the gap and stationarity conditions and demonstrate that both of them produce non-zero mass proportional to a conventional scale, which breaks down the chiral symmetry.  相似文献   

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We study the quantum phase transition occurring in an infinite homogeneous system of spin 1/2 fermions in a non-relativistic context. As an example we consider neutrons interacting through a simple spin-spin Heisenberg force. The two critical values of the coupling strength—signaling the onset into the system of a finite magnetization and of the total magnetization, respectively—are found and their dependence upon the range of the interaction is explored. The spin response function of the system in the region where the spin-rotational symmetry is spontaneously broken is also studied. For a ferromagnetic interaction the spin response along the direction of the spontaneous magnetization occurs in the particle-hole continuum and displays, for not too large momentum transfers, two distinct peaks. The response along the direction orthogonal to the spontaneous magnetization displays instead, beyond a softened and depleted particle-hole continuum, a collective mode to be identified with a Goldstone boson of type II. Notably, the random phase approximation on a Hartree-Fock basis accounts for it, in particular for its quadratic—close to the origin—dispersion relation. It is shown that the Goldstone boson contributes to the saturation of the energy-weighted sum rule for ≈25% when the system becomes fully magnetized (that is in correspondence of the upper critical value of the interaction strength) and continues to grow as the interaction strength increases.  相似文献   

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Gregory Um 《Nuclear Physics B》1975,101(2):450-460
We investigate spontaneous symmetry breaking of a zero mass free Lagrangian within a functional formalism. We find that the boundary conditions of field solutions are responsible for the spontaneous symmetry breaking and this can be incorporated naturally in a functional method.  相似文献   

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We compare two approaches to quantum corrections in theories with softly broken supersymmetry: the effective potential à la Coleman-Weinberg and the scaling of parameters of the tree level potential between MPL and MW, which has been used recently in the context of low-energy supergravity in order to obtain radiative SU(2) × U(1) symmetry breaking. Corrections to the latter procedure are studied in simple models and estimated in the general case.  相似文献   

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It is possible to construct non-Abelian field theories by gauging Kac-Moody algebras. Here we discuss the spontaneous symmetry breaking of such theories via the Higgs mechanism. If the Higgs particle lies in the Cartan subalgebra of the Kac-Moody algebra, the previously massless vectors acquire a mass spectrum that is linear in the Kac-Moody index and has additional fine structure depending on the associated Lie algebra.  相似文献   

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We study the possibility that theU(1) B global symmetry associated with baryon number is spontaneously broken. We present realistic examples implemented in the context of a suitably extended standardSU(2) L×U(1)×SU(3)c model and of a composite model of quarks and leptons. The globalU(1) B symmetry in both cases is spontaneously broken at a relatively low mass scale without any conflict with observations. The dominant baryon number nonconserving process in these models obeys the ΔB=2 selection rule.  相似文献   

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The consistency of iso-spin (SU(3)) symmetry of the vacuum with the spontaneous breakdown of chiral symmetry without the appearance of a U(1) Goldstone boson, is investigated.  相似文献   

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We consider a Reggeon field theory when the bare or input Regge intercept αO is greater than one. This corresponds to a negative mass squared term in conventional field theory and allows for a spontaneous symmetry break-down. A theory with Regge intercept at one emerges, restoring the Froissart bound by t-channel considerations alone. In our elementary example the resulting bare trajectory is nearly of the square root variety familiar from s-channel eikonalization of models which violate the Froissart bound.  相似文献   

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Symmetry breaking solutions of several model theories are investigated with the result that constant gauge transformations of the fields describing zero mass Goldstone particles are responsible for the formal possibility of the spontaneous symmetry breaking.

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A model of self-interacting scalar and gravitational fields is constructed, in which the vacuum state with spontaneously broken symmetry arises as a solution of the field equations. The gravitational Lagrangian containing curvature-squared contributions is treated in the first-order formalism. The problems of cosmological singularities and conformal anomalies are discussed. In the case of vanishing Weyl tensor and constant scalar curvature, the curvature-squared contributions may be interpreted as being generated by the vacuum polarization, also in first-order formalism.  相似文献   

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Under the unique physical existance assumption for an interacting vacuum, a global geometrical construction is given for the Higgs mechanism in the case of spontaneous symmetry breaking in a general compact symmetry group. The mass matrix for the resulting massive gauge bosons in exhibited.  相似文献   

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Phase transitions not allowed in equilibrium steady states may happen, however, at the fluctuating level. We observe for the first time this striking and general phenomenon measuring current fluctuations in an isolated diffusive system. While small fluctuations result from the sum of weakly correlated local events, for currents above a critical threshold the system self-organizes into a coherent traveling wave which facilitates the current deviation by gathering energy in a localized packet, thus breaking translation invariance. This results in Gaussian statistics for small fluctuations but non-Gaussian tails above the critical current. Our observations, which agree with predictions derived from hydrodynamic fluctuation theory, strongly suggest that rare events are generically associated with coherent, self-organized patterns which enhance their probability.  相似文献   

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