Triangular arbitrage as an interaction among foreign exchange rates

We first show that there are in fact triangular arbitrage opportunities in the spot foreign exchange markets, analyzing the time dependence of the yen–dollar rate, the dollar–euro rate and the yen–euro rate. Next, we propose a model of foreign exchange rates with an interaction. The model includes effects of triangular arbitrage transactions as an interaction among three rates. The model explains the actual data of the multiple foreign exchange rates well.     

A new class of chiral calix[4]arenes as receptors with planar chirality

The modification of title compounds to chiral receptors and their characterization are reported. The two synthetic methods were developed. The racemates obtained could be resolved to each stable enantiomer by a chiral HPLC column. Chiral calixarenes were designed as the receptors with planar chirality. The (−)-receptor strongly forms 1:1 complex with (R)-(+)--phenylethylammonium picrate.     

The isolation and structure elucidation of new cassane diterpene-acids from Caesalpinia crista L. (Fabaceae), and review on the nomenclature of some Caesalpinia species

New cassane diterpene-acids, neocaesalpins H and I, were isolated from the leaves of Caesalpinia crista (Fabaceae), and their structures were deduced on the basis of the spectroscopic and chemical basis. These compounds were characterized as having an alpha,beta-butenolide hemiacetal ring that is rare in nature. The lacking of 5-hydroxy group also distinguished neocaesalpins H and I from cassane diterpenes (caesalpins) occurring in other Caesalpinia species from the phytochemical viewpoint. The nomenclature of three Caesalpinia species was also reviewed, and it was found that some species belonging to the genus Caesalpinia are improperly named and should be changed to valid names.     

Computer-generated holograms for producing fractal speckles

When a diffuser is illuminated by the coherent light with a negative power-law distribution, fractal speckles are produced in the far-field diffraction region. Fractal speckles have extremely long spatial correlation functions of the intensity distributions in comparison with ordinary speckles, which implies that they may extend measurement ranges in various metrological applications based on the spatial correlation of speckles. To have fractal speckles with satisfactory statistical properties, it is required to produce a power-law illumination profile with high quality. In this paper, we report on the computer-generated holograms for producing power-law intensities on the basis of the method of stationary phase, with the error-reduction algorithm combined with to suppress strong ringing of the intensity.     

Two-dimensional fluorescence correlation spectroscopy IV: resolution of fluorescence of tryptophan residues in alcohol dehydrogenase and lysozyme

Generalized two-dimensional (2D) fluorescence correlation spectroscopy has been used to resolve the fluorescence spectra of two tryptophan (Trp) residues in alcohol dehydrogenase and lysozyme. In each protein, one Trp residue is buried in a hydrophobic domain of the protein matrix and the other Trp residue is located at a hydrophilic domain close to the protein-water interface. Fluorescence quenching by iodide ion, a hydrophilic quencher, was employed as a perturbation to induce the intensity change in the spectra. The Trp residue which is located at the hydrophilic domain is effectively quenched by the quencher, while the Trp residue located at the hydrophobic domain is protected from the quenching. Therefore, the fluorescence of these two Trp residues have a different sensitivity to the quenching, showing a different response to the concentration of the quencher. Fluorescence spectra of the two Trp residues in alcohol dehydrogenase, which are heavily overlapped in conventional one-dimensional spectra, have been successfully resolved by the 2D correlation technique. From the asynchronous correlation map, it was revealed that the quenching of Trp located at the hydrophobic part was brought about after that of Trp located at the hydrophilic part. In contrast, the fluorescence spectra of the two Trp residues could not be resolved after the alcohol dehydrogenase was denatured with guanidine hydrochloride. These results are consistent with the well-known structure of alcohol dehydrogenase. Furthermore, it was elucidated that the present 2D analysis is not interfered by Raman bands of the solvent, which sometimes bring difficulty into the conventional fluorescence analysis. Fluorescence spectra of the Trp residues in lysozyme could not be resolved by the 2D correlation technique. The differences between the two proteins are attributed to the fact that the Trp residue in the hydrophobic site of lysozyme is not sufficiently protected from the quenching.     

Pressure-induced phase transition of ice in aqueous LiOH solution

I have examined the changes in in situ Raman spectra of ice in aqueous LiOH solution as a function of pressure at liquid nitrogen temperature (77 K). Here, I have shown the possibility that ice in aqueous LiOH solution transforms to a high-density amorphous like phase at around 0.9 GPa. I have mentioned that the results show differences strongly depending on the salts dissolved in the aqueous solutions.     

Thermoluminescence and ESR phenomena in X-ray irradiated mixed alkaline-alkaline earth metal sulfates—I

Abstract

Thermoluminescence (TL) and ESR phenomena induced by X-ray irradiation of the mixed samples of K₂SO₄ and alkaline earth metal sulfate (MgSO₄ or BaSO₄) were investigated in terms of the reactivities and the crystallogrpahic properties. A high intensive TL resulted from the diffusion of a small amount of Mg²⁺ into K₂SO₄ crystals. The amount formed of K₂Mg₂(SO₄)₃, langbeinite, compound had a maximum at the stoichiometric composition. From the ESR measurements, SO^? ₃ radicals were found to be easily formed in the langebeinite by excitation. Both the TL and the ESR phenomena were hardly observed in the K₂SO₄–BaSO₄ system due to little diffusion of Ba²⁺ with much larger radius than Mg²⁺. The results were mainly discussed on the basis of the radii of the component cations in these systems. In addition, the fundamental data as to the application to the ESR dosimetry were obtained.     

Enhancement of Higgs to diphoton decay width in non-perturbative Higgs model

We investigate a possibility if a loop diagram via Higgsino can enhance the Higgs to diphoton decay width in supersymmetric models with an extension of Higgs sector. A model with an additional non-renormalizable term of Higgs fields is firstly analyzed where the higher order term can introduce the Higgs coupling to Higgsinos as well as charged Higgs bosons. We point out that a choice of the Higgs coupling to obtain a significant size of enhancement of diphoton decay width reduces the Higgs mass and/or a size of non-renormalizable term needs to be large and a cutoff scale is around the weak scale. Another model in which the Higgsino mass term is generated by a non-perturbative instanton effect via a strong dynamics in a context of SUSY QCD is also suggested. It is shown that the sign of the Higgs coupling to fermions is opposite from perturbative models due to an operator including bosonic fields in the denominator and a constructive contribution to the diphoton decay amplitude can be easily obtained in this kind of model.     

Signal-to-noise ratio improvement by stochastic resonance in moments in non-dynamical systems with multiple states

Conventional stochastic resonance in terms of signal-to-noise ratio refers to the amplification of a weak signal in the average of the output. In this framework, only the first moment of the output is used for extracting the information about the input signal. However, higher order moments are also modulated by the input signal. We report the occurrence of stochastic resonance in higher moments. Furthermore, by the linear combination of moments, the signal-to-noise ratio improves compared with the conventional method, which uses the lowest moment only.