Almost-Sure Central Limit Theorem for Directed Polymers and Random Corrections

We consider a general model of directed polymers on the lattice , weakly coupled to a random environment. We prove that the central limit theorem holds almost surely for the discrete time random walk X _T associated to the polymer. Moreover we show that the random corrections to the cumulants of X _T are finite, starting from some dimension depending on the index of the cumulants, and that there are corresponding random corrections of order , , in the asymptotic expansion of the expectations of smooth functions of X _T . Full proofs are carried out for the first two cumulants. We finally prove a kind of local theorem showing that the ratio of the probabilities of the events to the corresponding probabilities with no randomness, in the region of “moderate” deviations from the average drift bT, are, for almost all choices of the environment, uniformly close, as , to a functional of the environment “as seen from (T,y)$”. Received: 14 October 1996 / Accepted: 28 March 1997     

Diffusive behavior of asymmetric zero-range processes

We investigate a new interpretation for the Navier-Stokes corrections to the hydrodynamic equation of asymmetric interacting particle systems. We consider a system that starts from a measure associated with a profile that is constant along the drift direction. We show that under diffusive scaling the macroscopic behavior of the process is described by a nonlinear parabolic equation whose diffusion coefficient coincides with the diffusion coefficient of the hydrodynamic equation of the symmetric version of the process.     

Heavy Majorana neutrinos in e + e − → W + W−

In this paper we investigate the effects of heavy Majorana neutrinos in the reaction e ⁺ e ^? → W ⁺ W ^?. We consider neutrino masses in the 1–10 TeV region. We show that at LEP II and NLC energies it is possible to use this processes to verify indirect evidence of heavy neutral particles with mixing angles of the order sin² α = 0.01. We discuss the unitarity restrictions that can be obtained for vector singlet and fermion-mirror-fermion models.     

A Lieb-Thirring Bound for a Magnetic Pauli Hamiltonian

A Lieb-Thirring-Sobolev type inequality for Pauli Hamiltonians with magnetic fields is derived. The bound is in terms of an effective field, whose energy is comparable to that of the magnetic field itself. An application to the stability of matter in magnetic fields is given. Received: 19 September 1996 / Accepted: 3 January 1997     

Diffusing particles with electrostatic repulsion

Summary. We study a diffusion model of an interacting particles system with general drift and diffusion coefficients, and electrostatic inter-particles repulsion. More precisely, the finite particle system is shown to be well defined thanks to recent results on multivalued stochastic differential equations (see [2]), and then we consider the behaviour of this system when the number of particles goes to infinity (through the empirical measure process). In the particular case of affine drift and constant diffusion coefficient, we prove that a limiting measure-valued process exists and is the unique solution of a deterministic PDE. Our treatment of the convergence problem (as ) is partly similar to that of T. Chan [3] and L.C.G. Rogers - Z. Shi [5], except we consider here a more general case allowing collisions between particles, which leads to a second-order limiting PDE. Received: 5 August 1996 / In revised form: 17 October 1996     

Differentiability of the Value Function of Nonclassical Optimal Growth Models

We consider an optimal growth (multi-sector) model with nonconvex technology. Using the Clarke results on generalized gradients, we prove that the value function has left and right derivatives with respect to the initial capital stock, without requiring supermodularity assumptions.     

Photodiffraction in InGaAs/InGaAsP multiple quantum wells enclosed in a microcavity

We report new results on the diffraction properties of photoinduced gratings in InGaAs/InGaAsP MQW structures. The original feature of this device is that the QWs are enclosed in an asymmetric Fabry–Perot microcavity in order to increase the diffraction efficiency. We observe oscillations in the diffraction efficiency due to resonant effects in the microcavity. The experimental spectra are compared with theory. Diffraction efficiency at 1.55 μm attains a maximum value of 2.7% at a write beam fluence of 260 μ J cm⁻², and then decreases at higher fluences. We explain this phenomenon by an absorption saturation at high excitation.     

Success and survival of operational research groups—A review

Operational Research groups were established in private and public sector organizations following on from their success supporting the military in the Second World War. In the early years their numbers grew rapidly but by the mid-1970s evidence started to accumulate that they were being viewed less favourably. Many organizations chose not to set up OR groups. Established groups were closed down or dispersed to operating units in organizations, particularly during the recessionary periods. In 1993 following on the closures of some major OR groups in the UK, the Operational Research Society decided to fund research to examine those factors influencing a group's success and survival. This review, which forms part of the research, first examines the history of OR groups in the UK and North America, arguing that in practice they were one of a number of internal organizational consultancies. As such they were judged by their competitive performance. Despite the intent of the founding fathers of OR many groups found their scope was limited to mainly tactical problems using analytical model based approaches although there were exceptions that were successful in making major contributions at the strategic level also. Within their chosen fields of activity however many groups flourished whilst some failed. This review presents a comprehensive list of influences on success and survival. They include changes in the external environment, together with shifts in managerial style and culture, organizational factors, and the OR group itself. The review concludes that, while OR groups can do much to protect themselves from closure, organizational changes within a hostile managerial culture demand a creative response that acknowledges new requirements. Areas where an OR group has greatest influence over its effectiveness include its leadership and personnel, project balance and management. In addition, to be successful OR groups need to positively develop and market their services in an increasingly competitive managerial climate.