Generic replica symmetric field-theory for short range Ising spin glasses

Symmetry considerations and a direct, Hubbard-Stratonovich type, derivation are used to construct a replica field-theory relevant to the study of the spin glass transition of short range models in a magnetic field. A mean-field treatment reveals that two different types of transitions exist, whenever the replica number n is kept larger than zero. The Sherrington-Kirkpatrick critical point in zero magnetic field between the paramagnet and replica magnet (a replica symmetric phase with a nonzero spin glass order parameter) separates from the de Almeida-Thouless line, along which replica symmetry breaking occurs. We argue that for studying the de Almeida-Thouless transition around the upper critical dimension d = 6, it is necessary to use the generic cubic model with all the three bare masses and eight cubic couplings. The critical role n may play is also emphasized. To make perturbative calculations feasible, a new representation of the cubic interaction is introduced. To illustrate the method, we compute the masses in one-loop order. Some technical details and a list of vertex rules are presented to help future renormalisation-group calculations. Received 9 October 2001     

标的资产价格服从跳-扩散过程的具有随机寿命的未定权益定价

本文在假设被终止或取消的风险与重大信息导致的标的资产价格跳跃的风险为非系统风险的情况下,应用无套利资本资产定价,推导出了标的的资产的价格服从跳-扩散过程具有随机寿命的未定权益满足的偏微分方程,然后应用Feynman-kac公式获得了未定权益的定价公式.     

Comparisons between model equations for long waves

Summary Considered here are model equations for weakly nonlinear and dispersive long waves, which feature general forms of dispersion and pure power nonlinearity. Two variants of such equations are introduced, one of Korteweg-de Vries type and one of regularized long-wave type. It is proven that solutions of the pure initial-value problem for these two types of model equations are the same, to within the order of accuracy attributable to either, on the long time scale during which nonlinear and dispersive effects may accumulate to make an order-one relative difference to the wave profiles.This research was supported in part by the National Science Foundation. A considerable portion of the project was completed while the first author was resident at the Institute for Mathematics and Its Applications, University of Minnesota.     

Finding the response matrix to the external action from a subspace for a discrete linear stochastic dynamical system

For a discrete linear stochastic dynamical system, computation of the response matrix to the external action from a subspace using given observational data is examined. An algorithm is proposed and substantiated that makes it possible to improve the numerical accuracy and to reduce the amount of observational data compared to the general case where an arbitrary external action is allowed. As an illustration, a discrete system arising in the analysis of a linear stochastic dynamical continuous-time system is considered more thoroughly. Some numerical results are presented.     

随机控制序在保险决策中的应用

通过介绍随机控制序的概念和性质 ,从而探讨了随机控制序在保险决策问题中的应用 ,得到了很有意义的结果     

Cosmic dust and our origins

The small solid particles in the space between the stars provide the surfaces for the production of many simple and complex molecules. Processes involving the effects of ultraviolet irradiation of the thin (hundredth micron) mantles are shown to produce a wide range of molecules and ions also seen in comets. Some of the more complex ones inferred from laboratory experiments are expected to play an important role in the origin of life. An outline of the chemical evolution of interstellar dust as observed and as studied in the laboratory is presented. Observations of comets are shown to provide substantial evidence for their being fluffy aggregates of interstellar dust as it was in the protosolar nebula, i.e. the interstellar cloud which collapsed to form the solar system. The theory that comets may have brought the progenitors of life to the earth is summarized.     

Non-universal critical behaviour of heteronuclear dimers on a square lattice––A Monte Carlo study

Monte Carlo simulation within the grand canonical ensemble, the histogram reweighting technique, and finite size scaling analysis are used to explore the phase behaviour of heteronuclear dimers, composed of A and B type atoms, on a square lattice. We have found that for the models with attractive BB and AB nearest-neighbour energy, u_BB=u_AB=−1, and for non-repulsive energy between AA nearest-neighbour sites, u_AA<0, the system belongs to the universality class of the two-dimensional Ising model. However, when u_AA>0, the system exhibits a non-universal critical behaviour. We have evaluated the dependences of the critical point characteristics on the value of u_AA.     

不连续不可逆二维映象的动力学特性

总结两个保守映象不可逆地分段连续链接(称为类耗散系统)以及一个保守映象与一个耗散映象不可逆地分段连续链接(称为半耗散系统)情况下得到的五项共同动力学特征：不连续边界象集构成的随机网成为唯一的混沌轨道；由于某些相点具有两个逆象而导致的相空间塌缩(类耗散)；由于系统的不连续不可逆性质而出现的胖分形禁区网；在具有吸引子共存时占据不连续边界象集随机网和胖分形禁区网区域的点滴状吸引域以及由此导致的吸引子不可预言性；即使在传统强耗散存在的情况下点滴状吸引域仍由类耗散机制主宰.以一个累积-触发电路为例，说明这五项系统动 关键词： 随机网 禁区网 点滴状吸引域     

Approximation of photonuclear interaction cross-sections

Photonuclear interaction cross-sections from the GEANT4 database are approximated for all nuclei and all energies (from the hadron production threshold to about 40 TeV). The approximation methods in the giant-dipole resonance region, nucleon resonance region, and high-energy region are improved with respect to existing approximations. As an application of the approximation for photonuclear cross-sections, an improved method of calculating electronuclear cross-sections is developed. The interaction cross-section of virtual photons with nuclei at high Q² are approximated and a simple algorithm for describing the electronuclear reactions, including high-Q² scattering, is proposed. Received: 22 February 2002 / Accepted: 6 May 2002     

Statistical Inference with Fractional Brownian Motion

We give a test between two complex hypothesis; namely we test whether a fractional Brownian motion (fBm) has a linear trend against a certain non-linear trend. We study some related questions, like goodness-of-fit test and volatility estimation in these models.