Regression quantiles for unstable autoregressive models

This paper investigates regression quantiles (RQ) for unstable autoregressive models. The uniform Bahadur representation of the RQ process is obtained. The joint asymptotic distribution of the RQ process is derived in a unified manner for all types of characteristic roots on or outside the unit circle. It involves stochastic integrals in terms of a sequence of independent and identically distributed multivariate Brownian motions with correlated components. The related L-estimator is also discussed. The asymptotic distributions of the RQ and the L-estimator corresponding to the nonstationary componentwise arguments can be transformed into a function of a normal random variable and a sequence of i.i.d. univariate Brownian motions. This is different from the analysis based on the LSE in the literature. As an auxiliary theorem, a weak convergence of a randomly weighted residual empirical process to the stochastic integral of a Kiefer process is established. The results obtained in this paper provide an asymptotic theory for nonstationary time series processes, which can be used to construct robust unit root tests.     

Four‐dimensional couplings among BF and matter theories from BRST cohomology

The local and manifestly covariant Lagrangian interactions in four spacetime dimensions that can be added to a “free” model that describes a generic matter theory and an abelian BF theory are constructed by means of deforming the solution to the master equation on behalf of specific cohomological techniques.     

A Reality Proof in PT-Symmetric Quantum Mechanics

We review the proof of a conjecture concerning the reality of the spectra of certain PT-symmetric quantum mechanical systems, obtained via a connection between the theories of ordinary differential equations and integrable models. Spectral equivalences inspired by the correspondence are also discussed.     

Rigorous Generalization of Young's Law for Heterogeneous and Rough Substrates

We consider a SOS type model of interfaces on a substrate which is both heterogeneous and rough. We first show that, for appropriate values of the parameters, the differential wall tension that governs wetting on such a substrate satisfies a generalized law which combines both Cassie and Wenzel laws. Then in the case of an homogeneous substrate, we show that this differential wall tension satisfies either the Wenzel's law or the Cassie's law, according to the values of the parameters.     

Tevatron: Recent results and prospects at the upgrade

In this article, we review some of the recent results from CDF and DØ experiments at the Tevatron and their prospects at the upgrade. Among the topics discussed are top quark physics, electroweak physics, qcd physics and new physics beyond standard model.     

RELAXATION TIME LIMITS PROBLEM FOR HYDRODYNAMIC MODELS IN SEMICONDUCTOR SCIENCE

In this article, two relaxation time limits, namely, the momentum relaxation time limit and the energy relaxation time limit are considered. By the compactness argument, it is obtained that the smooth solutions of the multidimensional nonisentropic Euler-Poisson problem converge to the solutions of an energy transport model or a drift diffusion model, respectively, with respect to different time scales.     

A decomposition result for a class of polling models

Boxma and Groenendijk have shown that the workload in polling models decomposes into two independent variables. This paper demonstrates a different type of decomposition that has an explicit multi-dimensional form. This decomposition does not apply to all polling models, but does, for example, apply to models with constant switch-over times and either exhaustive or gated service disciplines. For such models, we show that the population of customers present in the system (represented by a vector indicating the number of customers at each queue) at key time points breaks into two independent subpopulations: (1) the population of customers present in the related model with zero switch-over times; (2) another population, which is particularly easy to analyze. This result has a number of theoretical and applied implications.     

Microscopic conditions favoring itinerant ferromagnetism: Hund's rule coupling and orbital degeneracy

The importance of Hund's rule coupling for the stabilization of itinerant ferromagnetism is investigated within a two-band Hubbard model. The magnetic phase diagram is calculated by finite-temperature quantum Monte-Carlo simulations within the dynamical mean-field theory. Ferromagnetism is found in a broad range of electron fillings whereas antiferromagnetism exists only near half filling. The possibility of orbital ordering at quarter filling is also analyzed. Received: 26 February 1998 / Accepted: 17 April 1998     

Interplay of charge, spin, orbital and lattice correlations in colossal magnetoresistance manganites

We derive a realistic microscopic model for doped colossal magnetoresistance manganites, which includes the dynamics of charge, spin, orbital and lattice degrees of freedom on a quantum mechanical level. The model respects the SU(2) spin symmetry and the full multiplet structure of the manganese ions within the cubic lattice. Concentrating on the hole doped domain ( 0≤x≤0.5) we study the influence of the electron-lattice interaction on spin and orbital correlations by means of exact diagonalisation techniques. We find that the lattice can cause a considerable suppression of the coupling between spin and orbital degrees of freedom and show how changes in the magnetic correlations are reflected in dynamic phonon correlations. In addition, our calculation gives detailed insights into orbital correlations and demonstrates the possibility of complex orbital states. Received 4 September 2002 / Received in final form 8 November 2002 Published online 31 December 2002     

Unconventional antiferromagnetic correlations of the doped Haldane gapsystem Y 2 BaNi 1 - x Zn x O 5

We make a new proposal to describe the very low temperature susceptibility of the doped Haldane gap compound Y₂BaNi_1-xZn_xO₅. We propose a new mean field model relevant for this compound. The ground state of this mean field model is unconventional because antiferromagnetism coexists with random dimers. We present new susceptibility experiments at very low temperature. We obtain a Curie-Weiss susceptibility χ( T ) ∼ C /(Θ + T ) as expected for antiferromagnetic correlations but we do not obtain a direct signature of antiferromagnetic long range order. We explain how to obtain the “impurity” susceptibility ( T ) by subtracting the Haldane gap contribution to the total susceptibility. In the temperature range [1 K, 300 K] the experimental data are well fitted by T ( T ) = C _imp 1 + T _imp / T . In the temperature range [100 mK, 1 K] the experimental data are well fitted by T ( T ) = A ln( T / T _c ), where T _c increases with x. This fit suggests the existence of a finite Néel temperature which is however too small to be probed directly in our experiments. We also obtain a maximum in the temperature dependence of the ac-susceptibility ( T ) which suggests the existence of antiferromagnetic correlations at very low temperature. Received 17 July 2001