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32

Jun 27, 2018
06/18

by
Hong Zhu; Zhi-Qiang Jiang; Sai-Ping Li; Wei-Xing Zhou

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Although technical trading rules have been widely used by practitioners in financial markets, their profitability still remains controversial. We here investigate the profitability of moving average (MA) and trading range break (TRB) rules by using the Shanghai Stock Exchange Composite Index (SHCI) from May 21, 1992 through December 31, 2013 and Shenzhen Stock Exchange Composite Index (SZCI) from April 3, 1991 through December 31, 2013. The $t$-test is adopted to check whether the mean returns...

Topics: Quantitative Finance, Trading and Market Microstructure, Statistical Finance

Source: http://arxiv.org/abs/1504.04254

25
25

Jun 28, 2018
06/18

by
Marco Cuturi; Alexandre d'Aspremont

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Mean-reverting assets are one of the holy grails of financial markets: if such assets existed, they would provide trivially profitable investment strategies for any investor able to trade them, thanks to the knowledge that such assets oscillate predictably around their long term mean. The modus operandi of cointegration-based trading strategies [Tsay, 2005, {\S}8] is to create first a portfolio of assets whose aggregate value mean-reverts, to exploit that knowledge by selling short or buying...

Topics: Statistics, Applications, Quantitative Finance, Statistical Finance

Source: http://arxiv.org/abs/1509.05954

18
18

Jun 27, 2018
06/18

by
Sarita Rosenstock; James Owen Weatherall

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A classic result in the foundations of Yang-Mills theory, due to J. W. Barrett ["Holonomy and Path Structures in General Relativity and Yang-Mills Theory." Int. J. Th. Phys. 30(9), (1991)], establishes that given a "generalized" holonomy map from the space of piece-wise smooth, closed curves based at some point of a manifold to a Lie group, there exists a principal bundle with that group as structure group and a principal connection on that bundle such that the holonomy map...

Topics: Physics, High Energy Physics - Theory, Mathematics, History and Philosophy of Physics, Mathematical...

Source: http://arxiv.org/abs/1504.02401

16
16

Jun 26, 2018
06/18

by
Matthias Mauch; Robert M. MacCallum; Mark Levy; Armand M. Leroi

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In modern societies, cultural change seems ceaseless. The flux of fashion is especially obvious for popular music. While much has been written about the origin and evolution of pop, most claims about its history are anecdotal rather than scientific in nature. To rectify this we investigate the US Billboard Hot 100 between 1960 and 2010. Using Music Information Retrieval (MIR) and text-mining tools we analyse the musical properties of ~17,000 recordings that appeared in the charts and...

Topics: Sound, Physics, Physics and Society, Computing Research Repository

Source: http://arxiv.org/abs/1502.05417

9
9.0

Jun 27, 2018
06/18

by
Vladimir Derkach; Mark Malamud

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Let $A$ be a densely defined symmetric operator with equal deficiency indices in a Hilbert space. We introduce the notion of a Weyl function $M(z)$ of $A$ corresponding to an ordinary boundary triplet of the operator $A^*$ and then investigate its basic properties. In particular, a connection with Krein-Langer Q-functions and Krein's type formula for resolvents is discovered. Using this new connection, we show that the resolvent comparability of two proper extensions is equivalent to that of...

Topics: Spectral Theory, Mathematics

Source: http://arxiv.org/abs/1503.08956

9
9.0

Jun 26, 2018
06/18

by
Burcin Erocal; Oleksandr Motsak; Frank-Olaf Schreyer; Andreas Steenpass

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Based on Schreyer's algorithm (Schreyer, 1980, 1991; Berkesch and Schreyer, 2014), we present two refined algorithms for the computation of syzygies. The two main ideas of the first algorithm, called LiftHybrid, are the following: First, we may leave out certain terms of module elements during the computation which do not contribute to the result. These terms are called "lower order terms", see Definition 4.2. Second, we do not need to order the remaining terms of these module...

Topics: Mathematics, Commutative Algebra, Algebraic Geometry

Source: http://arxiv.org/abs/1502.01654

6
6.0

Jun 27, 2018
06/18

by
Dan Arnon; Navindra Sharma

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Enterprise-scale systems such as those used for cloud computing require a scalable and highly available infrastructure. One crucial ingredient of such an infrastructure is the ability to replicate data coherently among a group of cooperating processes in the presence of process failures and group membership changes. The last few decades have seen prolific research into efficient protocols for such data replication. One family of such protocols are the virtually synchronous protocols. Virtually...

Topics: Computing Research Repository, Distributed, Parallel, and Cluster Computing

Source: http://arxiv.org/abs/1503.02241

6
6.0

Jun 27, 2018
06/18

by
Margherita Disertori; Franz Merkl; Silke W. W. Rolles

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We study the nonlinear supersymmetric hyperbolic sigma model introduced by Zirnbauer in 1991. This model can be related to the mixing measure of a vertex- reinforced jump process. We prove that the two-point correlation function has a probabilistic interpretation in terms of connectivity in rooted random spanning forests. Using this interpretation, we dominate the two-point correlation function for general pinning, e.g. for uniform pinning, with the corresponding correlation function with...

Topics: Mathematics, Probability

Source: http://arxiv.org/abs/1506.01852

6
6.0

Jun 28, 2018
06/18

by
G. A. Leonov; N. V. Kuznetsov; N. A. Korzhemanova; D. V. Kusakin

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The exact Lyapunov dimension formula for the Lorenz system has been analytically obtained first due to G.A.Leonov in 2002 under certain restrictions on parameters, permitting classical values. He used the construction technique of special Lyapunov-type functions developed by him in 1991 year. Later it was shown that the consideration of larger class of Lyapunov-type functions permits proving the validity of this formula for all parameters of the system such that all the equilibria of the system...

Topics: Chaotic Dynamics, Dynamical Systems, Mathematics, Nonlinear Sciences

Source: http://arxiv.org/abs/1508.07498

5
5.0

Jun 27, 2018
06/18

by
Christian Günther; Kai-Uwe Schmidt

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The problem of constructing polynomials with all coefficients $1$ or $-1$ and large merit factor (equivalently with small $L^4$ norm on the unit circle) arises naturally in complex analysis, condensed matter physics, and digital communications engineering. Most known constructions arise (sometimes in a subtle way) from difference sets, in particular from Paley and Singer difference sets. We consider the asymptotic merit factor of polynomials constructed from other difference sets, providing the...

Topics: Combinatorics, Information Theory, Computing Research Repository, Mathematics

Source: http://arxiv.org/abs/1503.05858

5
5.0

Jun 26, 2018
06/18

by
Andrew D. Bragg; Peter J. Ireland; Lance R. Collins

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`Preferential concentration' (\emph{Phys. Fluids} \textbf{A3}:1169--78, 1991) refers to the clustering of inertial particles in the high-strain, low-rotation regions of turbulence. The `centrifuge mechanism' of Maxey (\emph{J. Fluid Mech.} \textbf{174}:441--65, 1987) appears to explain this phenomenon. In a recent paper, Bragg \& Collins (\emph{New J. Phys.} \textbf{16}:055013, 2014) showed that the centrifuge mechanism is dominant only in the regime ${St\ll1}$, where $St$ is the Stokes...

Topics: Fluid Dynamics, Physics

Source: http://arxiv.org/abs/1501.03842

5
5.0

Jun 27, 2018
06/18

by
A. A. Valverde; G. Bollen; M. Brodeur; R. A. Bryce; K. Cooper; M. Eibach; K. Gulyuz; C. Izzo; D. J. Morrissey; M. Redshaw; R. Ringle; R. Sandler; S. Schwarz; C. S. Sumithrarachchi; A. C. C. Villari

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We report the first direct measurement of the $^{14}\text{O}$ superallowed Fermi $\beta$-decay $Q_{EC}$-value, the last of the so-called "traditional nine" superallowed Fermi $\beta$-decays to be measured with Penning trap mass spectrometry. $^{14}$O, along with the other low-$Z$ superallowed $\beta$-emitter, $^{10}$C, is crucial for setting limits on the existence of possible scalar currents. The new ground state $Q_{EC}$ value, 5144.364(25) keV, when combined with the energy of the...

Topic: Nuclear Experiment

Source: http://arxiv.org/abs/1503.08124

5
5.0

Jun 27, 2018
06/18

by
Yuki Susa

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We investigate the weak measurement experiment demonstrated by Ritchie et al. [N. W. M. Ritchie, J. G. Story, and R. G. Hulet, Phys. Rev. Lett. 66, 1107 (1991)] from the viewpoint of the statistical hypothesis testing for the weak-value amplification proposed by Susa and Tanaka [Y. Susa and S. Tanaka, Phys. Rev. A 92, 012112 (2015)]. We conclude that the weak-value amplification is a better method to determine whether the crystal used in the experiment is birefringent than the measurement...

Topic: Quantum Physics

Source: http://arxiv.org/abs/1505.07199

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4.0

Jun 28, 2018
06/18

by
Mrinmoy Datta; Sudhir R. Ghorpade

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We consider the problem of determining the maximum number of common zeros in a projective space over a finite field for a system of linearly independent multivariate homogeneous polynomials defined over that field. There is an elaborate conjecture of Tsfasman and Boguslavsky that predicts the maximum value when the homogeneous polynomials have the same degree that is not too large in comparison to the size of the finite field. We show that this conjecture holds in the affirmative if the number...

Topics: Mathematics, Algebraic Geometry

Source: http://arxiv.org/abs/1507.03029

4
4.0

Jun 28, 2018
06/18

by
Alice Xiang; Donald B. Rubin

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We examine the possible consequences of a change in law school admissions in the United States from an affirmative action system based on race to one based on socioeconomic class. Using data from the 1991-1996 Law School Admission Council Bar Passage Study, students were reassigned attendance by simulation to law school tiers by transferring the affirmative action advantage for black students to students from low socioeconomic backgrounds. The hypothetical academic outcomes for the students...

Topics: Statistics, Applications

Source: http://arxiv.org/abs/1509.03397

4
4.0

Jun 26, 2018
06/18

by
Toyohiro Tsurumaru; Tsubasa Ichikawa

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The squash operation, or the squashing model, is a useful mathematical tool for proving the security of quantum key distribution systems using practical (i.e., non-ideal) detectors. At the present, however, this method can only be applied to a limited class of detectors, such as the threshold detector of the Bennett-Brassard 1984 type. In this paper we generalize this method to include multi-partite measurements, such that it can be applied to a wider class of detectors. We demonstrate the...

Topic: Quantum Physics

Source: http://arxiv.org/abs/1502.04802

4
4.0

Jun 28, 2018
06/18

by
Sandro Claudio Lera; Didier Sornette

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We study the performance of the euro/Swiss franc exchange rate in the extraordinary period from September 6, 2011 and January 15, 2015 when the Swiss National Bank enforced a minimum exchange rate of 1.20 Swiss francs per euro. Based on the analogy between Brownian motion in finance and physics, the first-order effect of such a steric constraint would enter a priori in the form of a repulsive entropic force associated with the paths crossing the barrier that are forbidden. Non-parametric...

Topics: Quantitative Finance, Statistical Finance

Source: http://arxiv.org/abs/1508.04754

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4.0

Jun 28, 2018
06/18

by
T. Mikosch; O. Wintenberger

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In this paper we propagate a large deviations approach for proving limit theory for (generally) multivariate time series with heavy tails. We make this notion precise by introducing regularly varying time series. We provide general large deviation results for functionals acting on a sample path and vanishing in some neighborhood of the origin. We study a variety of such functionals, including large deviations of random walks, their suprema, the ruin functional, and further derive weak limit...

Topics: Statistics, Statistics Theory, Mathematics

Source: http://arxiv.org/abs/1509.00253

4
4.0

Jun 27, 2018
06/18

by
A. Araujo; H. Jennen; J. G. Pereira; A. C. Sampson; L. L. Savi

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As quotient spaces, Minkowski and de Sitter are fundamental, non-gravitational spacetimes for the construction of physical theories. When general relativity is constructed on a de Sitter spacetime, the usual Riemannian structure is replaced by a more general structure called de Sitter-Cartan geometry. In the contraction limit of an infinite cosmological term, the de Sitter-Cartan spacetime reduces to a singular, flat, conformal invariant four-dimensional cone spacetime, in which our ordinary...

Topics: General Relativity and Quantum Cosmology, High Energy Physics - Theory

Source: http://arxiv.org/abs/1503.05005

4
4.0

Jun 26, 2018
06/18

by
A. Noutsos; C. Sobey; V. I. Kondratiev; P. Weltevrede; J. P. W. Verbiest; A. Karastergiou; M. Kramer; M. Kuniyoshi; A. Alexov; R. P. Breton; A. V. Bilous; S. Cooper; H. Falcke; J. -M. Grießmeier; T. E. Hassall; J. W. T. Hessels; E. F. Keane; S. Osłowski; M. Pilia; M. Serylak; B. W. Stappers; S. ter Veen; J. van Leeuwen; K. Zagkouris; K. Anderson; L. Bähren; M. Bell; J. Broderick; D. Carbone; Y. Cendes; T. Coenen; S. Corbel; J. Eislöffel; R. Fender; H. Garsden; P. Jonker; C. Law; S. Marko; J. Masters; J. Miller-Jones; G. Molenaar; R. Osten; M. Pietka; E. Rol; A. Rowlinson; B. Scheers; H. Spreeuw; T. Staley; A. Stewart; J. Swinbank; R. Wijers; R. Wijnands; M. Wise; P. Zarka; A. van der Horst

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We present the highest-quality polarisation profiles to date of 16 non-recycled pulsars and four millisecond pulsars, observed below 200 MHz with the LOFAR high-band antennas. Based on the observed profiles, we perform an initial investigation of expected observational effects resulting from the propagation of polarised emission in the pulsar magnetosphere and the interstellar medium. The predictions of magnetospheric birefringence in pulsars have been tested using spectra of the pulse width...

Topics: Astrophysics, Astrophysics of Galaxies, High Energy Astrophysical Phenomena

Source: http://arxiv.org/abs/1501.03312

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4.0

Jun 27, 2018
06/18

by
Tomer Kotek; Helmut Veith; Florian Zuleger

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The finite satisfiability problem of monadic second order logic is decidable only on classes of structures of bounded tree-width by the classic result of Seese (1991). We prove the following problem is decidable: Input: (i) A monadic second order logic sentence $\alpha$, and (ii) a sentence $\beta$ in the two-variable fragment of first order logic extended with counting quantifiers. The vocabularies of $\alpha$ and $\beta$ may intersect. Output: Is there a finite structure which satisfies...

Topics: Logic in Computer Science, Computing Research Repository

Source: http://arxiv.org/abs/1505.06622

3
3.0

Jun 28, 2018
06/18

by
Roman Kononenko

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This study uses Vector Autoregression (VAR) Methodology as well as Vector Error Correction (VEC) Methodology to examine the existence and direction of causality between economic growth and IMF lending for Ukraine. The paper examines the IMF lending data for the period of 1991-2010. Robust empirical analysis indicates that IMF lending has a negative effect of on Ukraine's economic growth in the short term. Policy implications of this finding are that, despite short-run decline in economic...

Topics: Economics, Quantitative Finance

Source: http://arxiv.org/abs/1509.01741

3
3.0

Jun 27, 2018
06/18

by
Michele Rossi; Lea Terracini

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The present paper is devoted to generalizing, inside the class of projective toric varieties, the classification \cite{Batyrev91}, performed by Batyrev in 1991 for smooth complete toric varieties, to the singular $\Q$--factorial case. Moreover, in the first part of the paper the Kleinschmidt classification of smooth complete toric varieties of Picard number 2 \cite{Kleinschmidt} is revised.

Topics: Algebraic Geometry, Mathematics

Source: http://arxiv.org/abs/1504.06515

3
3.0

Jun 28, 2018
06/18

by
P. H. Lundow; I. A. Campbell

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Ising spin glasses with bimodal and Gaussian near-neighbor interaction distributions are studied through numerical simulations. The non-self-averaging (normalized inter-sample variance) parameter $U_{22}(T,L)$ for the spin glass susceptibility (and for higher moments $U_{nn}(T,L)$) is reported for dimensions 2, 3, 4, 5 and 7. In each dimension $d$ the non-self-averaging parameters in the paramagnetic regime vary with the sample size L and the correlation length $\xi(T,L)$ as $U_{nn}(\beta,L) =...

Topics: Disordered Systems and Neural Networks, Condensed Matter

Source: http://arxiv.org/abs/1508.03368

3
3.0

Jun 27, 2018
06/18

by
Ricardo A. Maronna; Victor J. Yohai

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We deal with the equivariant estimation of scatter and location for p-dimensional data, giving emphasis to scatter. It it important that the estimators possess both a high efficiency for normal data and a high resistance to outliers, that is, a low bias under contamination. The most frequently employed estimators are not quite satisfactory in this respect. The Minimum Volume Ellipsoid (MVE) and Minimum Covariance Determinant (MCD) estimators are known to have a very low efficiency. S-Estimators...

Topics: Statistics, Mathematics, Statistics Theory

Source: http://arxiv.org/abs/1504.03389

3
3.0

Jun 27, 2018
06/18

by
Minmin Wang

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By computations on generating functions, Szekeres proved in 1983 that the law of the diameter of a uniformly distributed rooted labelled tree with n vertices, rescaled by a factor n^{1/2} , converges to a distribution whose density is explicit. Aldous observed in 1991 that this limiting distribution is the law of the diameter of the Brownian tree. In our article, we provide a computation of this law which is directly based on the normalized Brownian excursion. Moreover, we provide an explicit...

Topics: Probability, Mathematics

Source: http://arxiv.org/abs/1503.05014

3
3.0

Jun 27, 2018
06/18

by
László Babai; John Wilmes

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We give a new bound on the parameter $\lambda$ (number of common neighbors of a pair of adjacent vertices) in a distance-regular graph $G$, improving and generalizing bounds for strongly regular graphs by Spielman (1996) and Pyber (2014). The new bound is one of the ingredients of recent progress on the complexity of testing isomorphism of strongly regular graphs (Babai, Chen, Sun, Teng, Wilmes 2013). The proof is based on a clique geometry found by Metsch (1991) under certain constraints on...

Topics: Data Structures and Algorithms, Combinatorics, Computing Research Repository, Discrete Mathematics,...

Source: http://arxiv.org/abs/1503.02746

3
3.0

Jun 27, 2018
06/18

by
R. B. Paris

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In 1991, Ursell gave a strong form of Watson's lemma for the Laplace integral \[\int_0^\infty e^{-xt}f(t)\,dt\qquad (x\rightarrow+\infty) \] in which the amplitude function $f(t)$ is regular at the origin and possesses a Maclaurin expansion valid in $0\leq t\leq R$. He showed that if the asymptotic series for the integral as $x\rightarrow+\infty$ is truncated after $rx$ terms, where $0

Topics: Mathematics, Classical Analysis and ODEs

Source: http://arxiv.org/abs/1505.06905

3
3.0

Jun 27, 2018
06/18

by
Thomas Duquesne; Minmin Wang

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We study the diameter of L{\'e}vy trees that are random compact metric spaces obtained as the scaling limits of Galton-Watson trees. L{\'e}vy trees have been introduced by Le Gall and Le Jan (1998) and they generalise Aldous' Continuum Random Tree (1991) that corresponds to the Brownian case. We first characterize the law of the diameter of L{\'e}vy trees and we prove that it is realized by a unique pair of points. We prove that the law of L{\'e}vy trees conditioned to have a fixed diameter r...

Topics: Probability, Mathematics

Source: http://arxiv.org/abs/1503.05069

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3.0

Jun 27, 2018
06/18

by
Eric Janofsky

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This thesis studies high-dimensional, continuous-valued pairwise Markov Random Fields. We are particularly interested in approximating pairwise densities whose logarithm belongs to a Sobolev space. For this problem we propose the method of exponential series [Crain, 1974; Barron and Sheu, 1991], which approximates the log density by a finite- dimensional exponential family with the number of sufficient statistics increasing with the sample size. We consider two approaches to estimating these...

Topics: Statistics, Statistics Theory, Mathematics

Source: http://arxiv.org/abs/1506.03537

3
3.0

Jun 26, 2018
06/18

by
Shun Tamura; Hisatoshi Yokoyama

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Drude weight ($D$) is a useful measure to distinguish a metal from an insulator. However, $D$ has not been justifiably estimated by the variation theory for long, since Millis and Coppersmith [Phys. Rev. B 43 (1991) 13770] pointed out that a variational wave function $\Psi_Q$, which includes the key ingredient (doublon-holon binding effect) for a Mott transition, yields a positive $D$ (namely metallic) even in the Mott-insulating regime. We argue that, to obtain a correct $D$, an imaginary part...

Topics: Strongly Correlated Electrons, Condensed Matter

Source: http://arxiv.org/abs/1502.04799

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3.0

Jun 28, 2018
06/18

by
Vladimir Lebedev

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We consider the class $C(T)$ of continuous real-valued functions on the circle. For certain classes of functions naturally characterised by the rapidity of decrease of Fourier coefficients we investigate whether it is possible to bring families of functions in $C(T)$ into these classes by a change of variable. This paper was originally published in Matematicheski\v{\i} Sbornik, 181:8 (1990), 1099--1113 (Russian). The English translation, published in Mathematics of the USSR, Sbornik, 70:2...

Topics: Mathematics, Classical Analysis and ODEs

Source: http://arxiv.org/abs/1508.06673

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3.0

Jun 28, 2018
06/18

by
Boris Beranger; Simone A. Padoan

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Extreme values of real phenomena are events that occur with low frequency, but can have a large impact on real life. These are, in many practical problems, high-dimensional by nature (e.g. Tawn, 1990; Coles and Tawn, 1991). To study these events is of fundamental importance. For this purpose, probabilistic models and statistical methods are in high demand. There are several approaches to modelling multivariate extremes as described in Falk et al. (2011), linked to some extent. We describe an...

Topics: Methodology, Statistics

Source: http://arxiv.org/abs/1508.05561

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2.0

Jun 26, 2018
06/18

by
Bernard S. Kay; Umberto Lupo

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We conjecture that (when the notion of Hadamard state is suitably adapted) there is no isometry-invariant Hadamard state for the massive or massless covariant Klein-Gordon equation defined on the region of the Kruskal spacetime to the left of a surface of constant Schwarzschild radius in the right Schwarzschild wedge when Dirichlet boundary conditions are put on that surface. We also prove that, with a suitable definition for 'boost-invariant Hadamard state' (which we call 'strongly...

Topics: High Energy Physics - Theory, Mathematics, General Relativity and Quantum Cosmology, Mathematical...

Source: http://arxiv.org/abs/1502.06582

2
2.0

Jun 26, 2018
06/18

by
Daniel Chung; Leon Chan; Michael MacDonald; Nicholas Hutchins; Andrew Ooi

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We describe a fast direct numerical simulation (DNS) method that promises to directly characterise the hydraulic roughness of any given rough surface, from the hydraulically smooth to the fully rough regime. The method circumvents the unfavourable computational cost associated with simulating high-Reynolds-number flows by employing minimal-span channels (Jimenez & Moin 1991). Proof-of-concept simulations demonstrate that flows in minimal-span channels are sufficient for capturing the...

Topics: Physics, Fluid Dynamics

Source: http://arxiv.org/abs/1502.07043

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2.0

Jun 28, 2018
06/18

by
Pierre Charbit; Irena Penev; Stéphan Thomassé; Nicolas Trotignon

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We prove that there exist perfect graphs of arbitrarily large clique-chromatic number. These graphs can be obtained from cobipartite graphs by repeatedly gluing along cliques. This negatively answers a question raised by Duffus, Sands, Sauer, and Woodrow in [Two-coloring all two-element maximal antichains, J. Combinatorial Theory, Ser. A, 57 (1991), 109-116].

Topics: Combinatorics, Mathematics

Source: http://arxiv.org/abs/1506.08628

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2.0

Jun 28, 2018
06/18

by
T. S. Eaves; C. P. Caulfield

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We identify `minimal seeds' for turbulence, i.e. initial conditions of the smallest possible total perturbation energy density $E_c$ that trigger turbulence from the laminar state, in stably stratified plane Couette flow using the `direct-adjoint-looping' (DAL) method for finding nonlinear optimal perturbations that optimise the time averaged total dissipation of energy in the flow. These minimal seeds are located adjacent to the edge manifold, the manifold in state space that separates...

Topics: Fluid Dynamics, Physics

Source: http://arxiv.org/abs/1509.06334

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2.0

Jun 28, 2018
06/18

by
Krishna Kumar Sabapathy

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We introduce a quantum-optical notion of nonclassicality that we call as the process output nonclassicality for multimode quantum channels. The motivation comes from an information-theoretic point of view and the emphasis is on the output states of a channel. We deem a channel to be `classical' if its outputs are always classical irrespective of the input, i.e., if the channel is nonclassicality breaking, and nonclassical otherwise. Our condition is stronger than the one considered by...

Topics: Quantum Physics, Optics, Physics

Source: http://arxiv.org/abs/1506.06706

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2.0

Jun 26, 2018
06/18

by
Matthew Farrell; Lionel Levine

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We suggest a measure of "Eulerianness" of a finite directed graph and define a class of "coEulerian" graphs. These are the graphs whose Laplacian lattice is as large as possible. As an application, we address a question in chip-firing posed by Bjorner, Lovasz, and Shor in 1991, who asked for "a characterization of those digraphs and initial chip configurations that guarantee finite termination." Bjorner and Lovasz gave an exponential time algorithm in 1992. We show...

Topics: Mathematics, Combinatorics

Source: http://arxiv.org/abs/1502.04690

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2.0

Jun 28, 2018
06/18

by
S. Molkov; A. Lutovinov; M. Falanga

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We have investigated the temporal variability of the X-ray flux measured from the high-mass Xray binary LMCX-4 on time scales from several tens of days to tens of years, i.e., exceeding considerably the orbital period (1.408 days). In particular, we have investigated the 30-day cycle of modulation of the X-ray emission from the source (superorbital or precessional variability) and refined the orbital period and its first derivative. We show that the precession period in the time interval...

Topics: High Energy Astrophysical Phenomena, Astrophysics

Source: http://arxiv.org/abs/1509.06739

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Jun 28, 2018
06/18

by
Qian Lin; Zhigen Zhao; Jun S. Liu

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We provide here a framework to analyze the phase transition phenomenon of slice inverse regression (SIR), a supervised dimension reduction technique introduced by \cite{Li:1991}. Under mild conditions, the asymptotic ratio $\rho= \lim p/n$ is the phase transition parameter and the SIR estimator is consistent if and only if $\rho= 0$. When dimension $p$ is greater than $n$, we propose a diagonal thresholding screening SIR (DT-SIR) algorithm. This method provides us with an estimate of the...

Topics: Statistics, Statistics Theory, Mathematics

Source: http://arxiv.org/abs/1507.03895

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2.0

Jun 28, 2018
06/18

by
Lauri Loiskekoski; Günter M. Ziegler

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We show that by cutting off the vertices and then the edges of neighborly cubical polytopes, one obtains simple 4-dimensional polytopes with n vertices such that all separators of the graph have size at least $\Omega(n/\log^{3/2}n)$. This disproves a conjecture by Kalai from 1991/2004.

Topics: Combinatorics, Metric Geometry, Mathematics

Source: http://arxiv.org/abs/1510.00511

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2.0

Jun 28, 2018
06/18

by
Suyoung Choi; Hanchul Park

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A fundamental idea in toric topology is that classes of manifolds with well-behaved torus actions (simply, toric spaces) are classified by pairs of simplicial complexes and (non-singular) characteristic maps. The authors in their previous paper provided a new way to find all characteristic maps on a simplicial complex $K(J)$ obtainable by a sequence of wedgings from $K$. The main idea was that characteristic maps on $K$ theoretically determine all possible characteristic maps on a wedge of $K$....

Topics: Algebraic Topology, Mathematics

Source: http://arxiv.org/abs/1507.08306

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2.0

Jun 25, 2018
06/18

by
Jianfeng Wu; Jerome A. Orosz; Jeffrey E. McClintock; Danny Steeghs; Penelope Longa-Pena; Paul J. Callanan; Lijun Gou; Luis C. Ho; Peter G. Jonker; Mark T. Reynolds; Manuel A. P. Torres

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We present a dynamical study of the Galactic black hole binary system Nova Muscae 1991 (GS/GRS 1124-683). We utilize 72 high resolution Magellan Echellette (MagE) spectra and 72 strictly simultaneous V-band photometric observations; the simultaneity is a unique and crucial feature of this dynamical study. The data were taken on two consecutive nights and cover the full 10.4-hour orbital cycle. The radial velocities of the secondary star are determined by cross-correlating the object spectra...

Topics: High Energy Astrophysical Phenomena, Astrophysics, Solar and Stellar Astrophysics, Astrophysics

Source: http://arxiv.org/abs/1501.00982

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Jun 27, 2018
06/18

by
Y. Suhov; S. Yasaei Sekeh; I. Stuhl

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We produce a series of results extending information-theoretical inequalities (discussed by Dembo--Cover--Thomas in 1989-1991) to a weighted version of entropy. The resulting inequalities involve the Gaussian weighted entropy; they imply a number of new relations for determinants of positive-definite matrices.

Topics: Information Theory, Computing Research Repository, Mathematics

Source: http://arxiv.org/abs/1505.01753

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2.0

Jun 27, 2018
06/18

by
Artur Czumaj; Peter Davies

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We present two optimal randomized leader election algorithms for multi-hop radio networks, which run in expected time asymptotically equal to the time required to broadcast one message to the entire network. We first observe that, under certain assumptions, a simulation approach of Bar-Yehuda, Golreich and Itai (1991) can be used to obtain an algorithm that for directed and undirected networks elects a leader in $O(D \log\frac{n}{D} + \log^2 n)$ expected time, where $n$ is the number of the...

Topics: Distributed, Parallel, and Cluster Computing, Computing Research Repository

Source: http://arxiv.org/abs/1505.06149

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2.0

Jun 27, 2018
06/18

by
M. R. Feyereisen

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Weak values are average quantities,therefore investigating their associated variance is crucial in understanding their place in quantum mechanics. We develop the concept of a position-postselected weak variance of momentum as cohesively as possible, building primarily on material from Moyal (Mathematical Proceedings of the Cambridge Philosophical Society, Cambridge University Press, Cambridge, 1949) and Sonego (Found Phys 21(10):1135, 1991) . The weak variance is defined in terms of the Wigner...

Topics: Quantum Physics, Data Analysis, Statistics and Probability, Physics

Source: http://arxiv.org/abs/1503.07309

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Jun 28, 2018
06/18

by
T. Szücs; D. Bemmerer; A. Caciolli; Zs. Fülöp; R. Massarczyk; C. Michelagnoli; T. P. Reinhardt; R. Schwengner; M. P. Takács; C. A. Ur; A. Wagner; L. Wagner

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The stable nucleus $^{15}$N is the mirror of $^{15}$O, the bottleneck in the hydrogen burning CNO cycle. Most of the $^{15}$N level widths below the proton emission threshold are known from just one nuclear resonance fluorescence (NRF) measurement, with limited precision in some cases. A recent experiment with the AGATA demonstrator array determined level lifetimes using the Doppler Shift Attenuation Method (DSAM) in $^{15}$O. As a reference and for testing the method, level lifetimes in...

Topic: Nuclear Experiment

Source: http://arxiv.org/abs/1506.06027

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1.0

Jun 26, 2018
06/18

by
Charith S. Peris; Saeqa D. Vrtilek; James F. Steiner; Jan M. Vrtilek; Jianfeng Wu; Jeffrey E. McClintock; Penelope Longa-Peña; Danny Steeghs; Paul Callanan; Luis C. Ho; Jerome A. Orosz; Mark T. Reynolds

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We present a spectroscopic analysis of the black hole binary Nova Muscae 1991 in quiescence using data obtained in 2009 with MagE on the Magellan Clay telescope and in 2010 with IMACS on the Magellan Baade telescope at the Las Campanas Observatory. Emission from the disc is observed in H alpha, H beta and Ca II (8662 A). A prominent hotspot is observed in the Doppler maps of all three emission lines. The existence of this spot establishes ongoing mass transfer from the donor star in 2009-2010...

Topics: High Energy Astrophysical Phenomena, Astrophysics

Source: http://arxiv.org/abs/1502.06650

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Jun 28, 2018
06/18

by
Amos Korman; Shay Kutten; Toshimitsu Masuzawa

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This paper demonstrates the usefulness of distributed local verification of proofs, as a tool for the design of self-stabilizing algorithms.In particular, it introduces a somewhat generalized notion of distributed local proofs, and utilizes it for improving the time complexity significantly, while maintaining space optimality. As a result, we show that optimizing the memory size carries at most a small cost in terms of time, in the context of Minimum Spanning Tree (MST). That is, we present...

Topics: Computing Research Repository, Distributed, Parallel, and Cluster Computing

Source: http://arxiv.org/abs/1512.07800