Volatility return intervals analysis of the Japanese market

We investigate scaling and memory effects in return intervals between price volatilities above a certain threshold q for the Japanese stock market using daily and intraday data sets. We find that the distribution of return intervals can be approximated by a scaling function that depends only on the ratio between the return interval τ and its mean 〈τ〉. We also find memory effects such that a large (or small) return interval follows a large (or small) interval by investigating the conditional distribution and mean return interval. The results are similar to previous studies of other markets and indicate that similar statistical features appear in different financial markets. We also compare our results between the period before and after the big crash at the end of 1989. We find that scaling and memory effects of the return intervals show similar features although the statistical properties of the returns are different.     

Special Features of the Correlation between the Uranium–Oxygen Interatomic Distances and the Frequencies of the Valence Vibrations of the UO2 2+ Group in Complex Compounds of Uranyl

We considered the factors due to which the dependences between the uranium–oxygen distances R ₀ and the frequencies of valence vibrations _as for complex compounds of uranyl are described by two independent expressions generally represented by equations of the type R ₀ = a + b_as ^–2/3 (b > 0) with the coefficients a and b differing in the regions R ₀ < 0.178 nm and R ₀ > 0.178 nm. It is shown that the reason is that there is a mutual effect of the ligands in the uranyl complex responsible for different partial contributions of the uranium orbitals and of the atoms of the first coordination sphere to the chemical bonding.     

Entanglement of Resonantly Coupled Field Modes in Cavities with Vibrating Boundaries

We study time dependence of various measures of entanglement (covariance entanglement coefficient, purity entanglement coefficient, normalized distance coefficient, entropy coefficients) between resonantly coupled modes of the electromagnetic field in ideal cavities with oscillating boundaries. Two types of cavities are considered — a three-dimensional cavity possessing eigenfrequencies ₃ = 3₁, whose wall oscillates at the frequency _w = 2₁, and a one-dimensional (Fabry–Perot) cavity with an equidistant spectrum _n = n₁ where the distance between perfect mirrors oscillates at the frequencies ₁ and 2₁. The behavior of entanglement measures in these cases turns out to be completely different, although all three coefficients demonstrate qualitatively similar time dependences in each case (except some specific situations where the covariance entanglement coefficient based on traces of covariance submatrices seems to be essentially more sensitive to entanglement than other measures, which are based on determinants of covariance submatrices). Different initial states of the field, namely, vacuum, squeezed vacuum, thermal, Fock, and even/odd coherent states, are considered.     

一阶时滞微分方程解的零点分布

Abstract. The paper gives two estimates of the distance between adjacent zeros of solutions     

A study of multi-beam DICANNE system

I.IntroductionTheprob1cmofsuppressingstrongpointinterferencesourceisavcryimportantthesisinsonardesign.Fortheana1ogsonar,thesolutionofthisprob1emisquitedifficu1t.Untilthedevelopmentofdigitalsonar,thereissomerescarchreportsaboutsuppressingstrongpointin-terferencesource.Theear1ierworkin1969,dedicatcdbyV.C.Anderson,istheconccptofDICANNE(DigitalInterfcrcnceCance1lingAdaptiveNu1lNetworkEquipment)['l.Thisisadoublecompensatormulti-bcamsystcm.Oneisusedtoformintcrfercncebeamandanothcrisusedtofor…     

Affine-Invariant Distances, Envelopes and Symmetry Sets

Affine invariant symmetry sets of planar curves are introduced and studied in this paper. Two different approaches are investigated. The first one is based on affine invariant distances, and defines the symmetry set as the closure of the locus of points on (at least) two affine normals and affine-equidistant from the corresponding points on the curve. The second approach is based on affine bitangent conics. In this case the symmetry set is defined as the closure of the locus of centers of conics with (at least) 3-point contact with the curve at two or more distinct points on the curve. This is equivalent to conic and curve having, at those points, the same affine tangent, or the same Euclidean tangent and curvature. Although the two analogous definitions for the classical Euclidean symmetry set are equivalent, this is not the case for the affine group. We present a number of properties of both affine symmetry sets, showing their similarities with and differences from the Euclidean case. We conclude the paper with a discussion of possible extensions to higher dimensions and other transformation groups, as well as to invariant Voronoi diagrams.     

The network approach to calculation of characteristic time constants of the flat two-layer superconducting cable

The matrix method was used to investigate the process of current decay in the samples of flat two-layer superconducting cables. The discrete spectrum of eigen-frequencies has been obtained. Each of these frequencies determines the rate of decay of the correspondent eigen-current. Despite of the increasing of the number of eigen-frequencies with the enlargement of the sample dimensions the spectrum remains finite, as the maximum and minimum frequencies tend to finite limits. An analysis made for the lowest eigen-frequencies showed the corresponding eigen-currents to be slowly decaying long current loops. Within the range of high frequencies the sinusoidal distribution of eigen-currents in the rows of the cable was observed.     

Correlation integral as a tool for distinguishing between dynamics and statistics in time series data

We propose a new test for time series data for proper choice of processing technique: dynamical or statistical. It is based upon the normalized slope of the correlation integral (, m) = m⁻¹d(ln C()) /d ln , where m is the embedding dimension. It is shown that when does not tend to 0 on the resolved range of scales as m grows, then there will be serious limitations for dynamical methods even if the data are dynamical by nature. In the latter case it means that the length of time series does not allow to resolve small scales, and on large scales the delay reconstruction for any m mixes true and false neighbours of points and therefore restricts the application of dynamical techniques, such as estimating Lyapunov exponents or predicting time series.     

Counterexamples in measuring the distance between binary trees

Examples are given to show that the closest partition distance measure need not agree with the nearest neighbor interchange distance for unordered labeled binary trees. Proposed algorithms for computing the closest partition distance are shown to be of exponential complexity and hence may not be useful in approximating the nearest neighbor interchange distance.     

ESR spectrometer with a loop-gap resonator for cw and time resolved studies in a superconducting magnet

The design and performance of an electron spin resonance spectrometer operating at 3 and 9 GHz microwave frequencies combined with a 9-T superconducting magnet are described. The probehead contains a compact two-loop, one gap resonator, and is inside the variable temperature insert of the magnet enabling measurements in the 0-9T magnetic field and 1.5-400 K temperature range. The spectrometer allows studies on systems where resonance occurs at fields far above the g approximately 2 paramagnetic condition such as in antiferromagnets. The low quality factor of the resonator allows time resolved experiments such as, e.g., longitudinally detected ESR. We demonstrate the performance of the spectrometer on the NaNiO2 antiferromagnet, the MgB2 superconductor, and the RbC60 conducting alkaline fulleride polymer.