Statistical physics in deformed spaces with minimal length

We considered the thermodynamics in spaces with deformed commutation relations leading to the existence of minimal length. We developed a classical method of the partition function evaluation. We calculated the partition function and heat capacity for ideal gas and harmonic oscillators using this method. The obtained results are in good agreement with the exact quantum ones. We also showed that the minimal length introduction reduces degrees of freedom of an arbitrary system in the high temperature limit significantly.     

A new kind of representations on noncommutative phase space

We introduce new representations to formulate quantum mechanics on noncommutative phase space, in which both coordinate-coordinate and momentum-momentum are noncommutative. These representations explicitly display entanglement properties between degrees of freedom of different coordinate and momentum components. To show their potential applications, we derive explicit expressions of Wigner function and Wigner operator in the new representations, as well as solve exactly a two-dimensional harmonic oscillator on the noncommutative phase plane with both kinetic coupling and elastic coupling.     

Application of spectral methods for high-frequency financial data to quantifying states of market participants

Empirical analysis of the foreign exchange market is conducted based on methods to quantify similarities among multi-dimensional time series with spectral distances introduced in [A.-H. Sato, Physica A 382 (2007) 258-270]. As a result it is found that the similarities among currency pairs fluctuate with the rotation of the earth, and that the similarities among best quotation rates are associated with those among quotation frequencies. Furthermore, it is shown that the Jensen-Shannon spectral divergence is proportional to a mean of the Kullback-Leibler spectral distance both empirically and numerically. It is confirmed that these spectral distances are connected with distributions for behavioural parameters of the market participants from numerical simulation. This concludes that spectral distances of representative quantities of financial markets are related into diversification of behavioural parameters of the market participants.     

Double power laws in income and wealth distributions

Close examination of wealth distributions reveal the existence of two distinct power law regimes. The Pareto exponents of the super-rich, identified, for example in rich lists such as provided by Forbes, are smaller than the Pareto exponents obtained for top earners in income data sets. Our extension of the Slanina model of wealth is able to reproduce these double power law features.     

Correlation measure to detect time series distances, whence economy globalization

An instantaneous time series distance is defined through the equal time correlation coefficient. The idea is applied to the Gross Domestic Product (GDP) yearly increments of 21 rich countries between 1950 and 2005 in order to test the process of economic globalisation. Some data discussion is first presented to decide what (EKS, GK, or derived) GDP series should be studied. Distances are then calculated from the correlation coefficient values between pairs of series. The role of time averaging of the distances over finite size windows is discussed. Three network structures are next constructed based on the hierarchy of distances. It is shown that the mean distance between the most developed countries on several networks actually decreases in time, —which we consider as a proof of globalization. An empirical law is found for the evolution after 1990, similar to that found in flux creep. The optimal observation time window size is found ?15 years.     

Time-varying Hurst exponent for US stock markets

In this work, the dynamical behavior of the US stock markets is characterized on the basis of the temporal variations of the Hurst exponent estimated with detrended fluctuation analysis (DFA) over moving windows for the historical Dow Jones (1928-2007) and the S&P-500 (1950-2007) daily indices. According to the results drawn: (i) the Hurst exponent displays an erratic dynamics with some episodes alternating low and high persistent behavior, (ii) the major breakthrough of the long-term trend of the scaling behavior occurred in 1972, at the end of the Bretton Woods system, when the Hurst exponent shifted form a positive to a negative long-term trend. Other effects, such as the 1987 crisis and the emergence of anti-correlated behavior in the recent two years, are also discussed.     

Gauge theory of the star product

The choice of a star product realization for non-commutative field theory can be regarded as a gauge choice in the space of all equivalent star products. With the goal of having a gauge invariant treatment, we develop tools, such as integration measures and covariant derivatives on this space. The covariant derivative can be expressed in terms of connections in the usual way giving rise to new degrees of freedom for non-commutative theories.     

Perturbative chiral violations for domain-wall QCD with improved gauge actions

We investigate, in the framework of perturbation theory at finite Ns$N_s$, the effectiveness of improved gauge actions in suppressing the chiral violations of domain-wall fermions. Our calculations show substantial reductions of the residual mass when it is compared at the same value of the gauge coupling, the largest suppression being obtained when the DBW2 action is used. Similar effects can also be observed for a power-divergent mixing coefficient which is chirally suppressed. No significant reduction instead can be seen in the case of the difference between the vector and axial-vector renormalization constants when improved gauge actions are used in place of the plaquette action. We also find that one-loop perturbation theory is not an adequate tool to carry out comparisons at the same energy scale (of about 2 GeV), and in fact in this case even an enhancement of the chiral violations is frequently obtained.     

First-principles study of CoO films on MnO (1 1 1): Stability and interfacial structure

Based on the generalized gradient approximation, full potential linearized augmented plane-wave (FP-LAPW) calculations have been performed to study the stability and the interfacial structure of CoO/MnO (1 1 1). The surface energy, the strain energy and the binding energy are calculated and discussed. The calculations revealed that the CoO/MnO (1 1 1) is a stable interface structure. Also examined were the electronic properties and the atomic spin magnetic moments of the interface. It was found that the interface exhibited half-metallic property and the atomic magnetic moments were obviously weakened at the interface for metal atoms compared with the corresponding magnetic moments in bulk material.