Inverse statistics in the foreign exchange market

We investigate intra-day foreign exchange (FX) time series using the inverse statistic analysis developed by Simonsen et al. (Eur. Phys. J. 27 (2002) 583) and Jensen et al. (Physica A 324 (2003) 338). Specifically, we study the time-averaged distributions of waiting times needed to obtain a certain increase (decrease) ρ in the price of an investment. The analysis is performed for the Deutsch Mark (DM) against the US$ for the full year of 1998, but similar results are obtained for the Japanese Yen against the US$. With high statistical significance, the presence of “resonance peaks” in the waiting time distributions is established. Such peaks are a consequence of the trading habits of the market participants as they are not present in the corresponding tick (business) waiting time distributions. Furthermore, a new stylized fact, is observed for the (normalized) waiting time distribution in the form of a power law Pdf. This result is achieved by rescaling of the physical waiting time by the corresponding tick time thereby partially removing scale-dependent features of the market activity.     

Photon statistics of the micromaser with a Kerr medium

We have established the master equation for the micromaser with a Kerr medium,we have studied the photon statics of the micromaser with a Kerr medium field and analysed the influence of the Kerr effect on the photon statistics,The influence of the Kerr effect on the photon statistics is different in two regimes,In the thermal-atom regime,the Kerr effect produces quantum noise,and decreases the mean photon number.In the ultracold-atom regime,with the increase of the nonlinear parameter of the Kerr medium,the stability of the mean photon number and the normalized variance enhances the mean photon number,and the normalized variance exhibits collapse-revival phenomena periodically,their resonance peaks become lower,and the photon statistics of more and more regions are sub-Poissonian.     

Optical mode characterization of single photons prepared by means of conditional measurements on a biphoton state

A detailed theoretical analysis of the spatiotemporal mode of a single photon prepared via conditional measurements on a photon pair generated in the process of parametric down-conversion is presented. The maximum efficiency of coupling the photon into a transform-limited classical optical mode is calculated and ways for its optimization are determined. An experimentally feasible technique of generating the optimally matching classical mode is proposed. The theory is applied to a recent experiment on pulsed homodyne tomography of the single-photon Fock state [A.I. Lvovsky et al., Phys. Rev. Lett. 87, 050402 (2001)]. Received 16 July 2001     

Ising magnets with mobile defects

Motivated by recent experiments on cuprates with low-dimensional magnetic interactions, a new class of two-dimensional Ising models with short-range interactions and mobile defects is introduced and studied. The non-magnetic defects form lines, which, as temperature increases, first meander and then become unstable. Using Monte Carlo simulations and analytical low- and high-temperature considerations, the instability of the defect stripes is monitored for various microscopic and thermodynamic quantities in detail for a minimal model, assuming some of the couplings to be indefinitely strong. The robustness of the findings against weakening the interactions is discussed as well. Received 22 August 2002 / Received in final form 4 October 2002 Published online 19 November 2002     

Pattern formation in the reaction with anisotropic lateral adsorbate-adsorbate interactions

We present Monte Carlo simulations of the formation of (1×2) islands in the case of the 2 A + B ₂ → 2 AB reaction occurring via the Langmuir-Hinshelwood mechanism on a square lattice under steady-state conditions. The model employed takes into account the effect of anisotropic lateral B-B interactions on the rates of B diffusion and elementary reaction events. The results obtained with qualitatively realistic ratio of the rate of elementary reaction steps indicate that the average island size depends on the details of diffusion and reaction dynamics in a similar way as in the earlier studied case of the simplest A + B reaction running via the Eley-Rideal mechanism. Received 4 January 2002 and Received in final form 2 April 2002 Published online 25 June 2002     

Drift of a polymer chain in a porous medium --A Monte Carlo study

We investigate the drift of an end-labeled telehelic polymer chain in a frozen disordered medium under the action of a constant force applied to the one end of the macromolecule by means of an off-lattice bead spring Monte Carlo model. The length of the polymers N is varied in the range 8 < N < 128, and the obstacle concentration in the medium C is varied from zero up to the percolation threshold C≈ 0.75. For field intensities below a C-dependent critical field strength B _c, where jamming effects become dominant, we find that the conformational properties of the drifting chains can be interpreted as described by a scaling theory based on Pincus blobs. The variation of drag velocity with C in this interval of field intensities is qualitatively described by the law of Mackie-Meares. The threshold field intensity B _c itself is found to decrease linearly with C. Received 20 August 2001 and Received in final form 19 November 2001     

时间序列动态散斑相关跟踪测量原理及其应用

在对散斑场的特性进行研究与分析的基础上,提出了时间序列动态散斑相关跟踪测量法,它弥补了一般散斑相关法不适合大变形测量的缺点,扩大了散斑相关法的应用范围.运用这种方法不仅可以测量大动态范围的面内变形,而且可以测量分析面内动态变形过程和变形速度.     

电子散斑干涉位移场分离技术及其在三维测量中的应用

提供了一种可将离面位移与面内位移分离的三维位移场测量方法.在双光束电子散斑干涉中增加参考光,使这一路参考光为两光束所共用.两束光各自独立地对变形物体进行测量,结合相移技术,可分别得到包含离面和面内位移信息的二幅位相图.只需简单的位相运算就能够将面内位移场与离面位移场分离.在竖直方向上,采用两光束对称照明被测物,直接测量面内位移竖直方向分量.本文将该技术应用到柴油机油泵测量上,得到了油泵的三维位移场.该技术为三维位移场的测量提供了一种新的有效途径,也为柴油机零部件的强度和刚度分析评价提供了新的方法.     

Effects of properties of the surfactant on its aggregate behavior

The effects of the solvent-surfactant interaction, chain length and stiffness of surfactants on the formation of aggregates and the aggregation degree of surfactants in the two-dimension solution have been investigated using discontinuous molecular-dynamics simulations. When the tail-water repulsion increases or the head-water attraction decreases, the aggregation degree increases. Increasing the chain length and raising the stiffness of surfactants lead to the increment of the aggregation degree. Received 25 July 2001 and Received in final form 7 May 2002