Diffractive dijets with a leading antiproton in &pmacr;p collisions at sqrt

We report results from a study of events with a leading antiproton of beam momentum fraction 0.9057 GeV. Using the dijet events, we evaluate the diffractive structure function of the antiproton and compare it with expectations based on results obtained in diffractive deep inelastic scattering experiments at the DESY ep collider HERA.     

An improved error bound for a finite element approximation of a model for phase separation of a multi-component alloy

Using the approach of Rulla (1996 SIAM J. Numer. Anal. 33, 68-87)for analysing the time discretization error and assuming moreregularity on the initial data, we improve on the error boundderived by Barrett and Blowey (1996 IMA J. Numer. Anal. 16,257-287) for a fully practical piecewise linear finite elementapproximation with a backward Euler time discretization of amodel for phase separation of a multi-component alloy.     

Nucleotide composition effects on the long-range correlations in human genes

We use the wavelet transform to investigate the fractal scaling properties of coding and noncoding human DNA sequences. We find that the strength of the long-range correlations observed in the introns increases with the guanine-cytosine (GC) content, while coding sequences show no such correlations at any GC content. However, we demonstrate that long-range correlations can be detected when the coding sequences are undersampled by retaining the third base of each codon only. This strongly suggests that the observed correlations are not likely to be due to insertion-deletion mechanisms. We comment about the origin of these correlations in terms of putative dynamical processes that could produce the isochore structure of the human genome. Received: 18 August 1997 / Accepted: 29 October 1997     

Oscillating singularities on cantor sets: A grand-canonical multifractal formalism

The singular behavior of functions is generally characterized by their Hölder exponent. However, we show that this exponent poorly characterizes oscillating singularities. We thus introduce a second exponent that accounts for the oscillations of a singular behavior and we give a characterization of this exponent using the wavelet transform. We then elaborate on a grand-canonical multifractal formalism that describes statistically the fluctuations of both the Hölder and the oscillation exponents. We prove that this formalism allows us to recover the generalized singularity spectrum of a large class of fractal functions involving oscillating singularities.     

Modelling fluctuations of financial time series: from cascade process to stochastic volatility model

In this paper, we provide a simple, “generic” interpretation of multifractal scaling laws and multiplicative cascade process paradigms in terms of volatility correlations. We show that in this context 1/f power spectra, as recently observed in reference [23], naturally emerge. We then propose a simple solvable “stochastic volatility” model for return fluctuations. This model is able to reproduce most of recent empirical findings concerning financial time series: no correlation between price variations, long-range volatility correlations and multifractal statistics. Moreover, its extension to a multivariate context, in order to model portfolio behavior, is very natural. Comparisons to real data and other models proposed elsewhere are provided. Received 22 May 2000     

Measurement of the decay amplitudes of B0 --> J/psiK*0 and B(s)(0) --> J/psistraight phi decays

An angular analysis of B0-->J/psiK(*0) and B(0)(s)-->J/psistraight phi has been used to determine the decay amplitudes with parity-even longitudinal ( A0) and transverse ( A( parallel)) polarization and parity-odd transverse ( A( perpendicular)) polarization. The measurements are based on 190 B0 and 40 B(0)(s) candidates obtained from 89 pb(-1) of &pmacr;p collisions at the Fermilab Tevatron. The longitudinal decay amplitude dominates with |A0|(2) = 0.59+/-0. 06+/-0.01 for B0 and |A0|(2) = 0.61+/-0.14+/-0.02 for B(0)(s) decays. The parity-odd amplitude is found to be small with |A( perpendicular)|(2) = 0.13(+0.12)(-0.09)+/-0.06 for B0 and |A( perpendicular)|(2) = 0.23+/-0.19+/-0.04 for B(0)(s) decays.