One-dimensional non-nearest-neighbor random walks in the presence of traps

A one-dimensional lattice random walk in the presence ofm equally spaced traps is considered. The step length distribution is a symmetric exponential. An explicit analytic expression is obtained for the probability that the random walk will be trapped at thejth trapping site.     

Optimal Investment in a Levy Market

In this paper we consider the optimal investment problem in a market where the stock price process is modeled by a geometric Levy process (taking into account jumps). Except for the geometric Brownian model and the geometric Poissonian model, the resulting models are incomplete and there are many equivalent martingale measures. However, the model can be completed by the so-called power-jump assets. By doing this we allow investment in these new assets and we can try to maximize the expected utility of these portfolios. As particular cases we obtain the optimal portfolios based in stocks and bonds, showing that the new assets are superfluous for certain martingale measures that depend on the utility function we use.     

Activation profiles of opioid ligands in HEK cells expressing δ opioid receptors

Background  

The aim of the present study was to characterize the activation profiles of 15 opioid ligands in transfected human embryonic kidney cells expressing only δ opioid receptors. Activation profiles of most of these ligands at δ opioid receptors had not been previously characterized in vitro. Receptor activation was assessed by measuring the inhibition of forskolin-stimulated cAMP production.     

Estimating Invariant Probability Densities for Dynamical Systems

Knowing a probability density (ideally, an invariant density) for the trajectories of a dynamical system allows many significant estimates to be made, from the well-known dynamical invariants such as Lyapunov exponents and mutual information to conditional probabilities which are potentially more suitable for prediction than the single number produced by most predictors. Densities on typical attractors have properties, such as singularity with respect to Lebesgue measure, which make standard density estimators less useful than one would hope. In this paper we present a new method of estimating densities which can smooth in a way that tends to preserve fractal structure down to some level, and that also maintains invariance. We demonstrate with applications to real and artificial data.     

The Geometry of the Newton Method on Non-Compact Lie Groups

An important class of optimization problems involve minimizing a cost function on a Lie group. In the case where the Lie group is non-compact there is no natural choice of a Riemannian metric and it is not possible to apply recent results on the optimization of functions on Riemannian manifolds. In this paper the invariant structure of a Lie group is exploited to provide a strong interpretation of a Newton iteration on a general Lie group. The paper unifies several previous algorithms proposed in the literature in a single theoretical framework. Local asymptotic quadratic convergence is proved for the algorithms considered.     

Gauge fixing, families index theory, and topological features of the space of lattice gauge fields

The families index theory for the overlap lattice Dirac operator is applied to derive topological features of the space of SU(N) lattice gauge fields on the 4-torus: the topological sectors, specified by the fermionic topological charge, are shown to contain noncontractible even-dimensional spheres when N3, and noncontractible circles in the N=2 case. We describe how certain obstructions to the existence of gauge fixings without the Gribov problem in the continuum setting correspond on the lattice to obstructions to the contractibility of these spheres and circles. We also point out a canonical connection on the space of lattice gauge fields with monopole-like singularities associated with the spheres.     

High-energy electron pair production on oxygen

Electron-positron pair production cross sections are calculated for 50-MeV electrons incident on an oxygen nucleus. The symmetric coplanar cross sections are emphasized. Neglecting exchange, the spectra of forward-scattered projectile electrons is numerically calculated. In the extreme relativistic and nonrelativistic limits for the produced pair kinetic energies, calculated cross sections are similar to those of Bhabha.